NPORT-P false 0001444822 XXXXXXXX S000027214 C000145938 C000082155 C000082154 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Managed Futures Strategy Fund S000027214 07BUS8UTTPW0D72K9M62 2020-12-31 2020-09-30 N 4319295332.17 964071071.42 3355224260.75 0.00000000 792685512.58000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1773011.29000000 JPY AUD EUR CAD USD GBP N N/A N/A N/A 1.00000000 NC N/A 122199.51000000 0.003642066833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7189000.00000000 EUR 8565787.90000000 USD 2020-12-16 122199.51000000 N N N N/A N/A N/A 43.00000000 NC USD 58716.90000000 0.001750014170 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-14 1865393.75000000 USD 58716.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 285541.24000000 0.008510347380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82053000.00000000 NOK 9084290.63000000 USD 2020-12-16 285541.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -234037.09000000 -0.00697530393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8207898.62000000 USD 6176500.00000000 GBP 2020-12-16 -234037.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 149060.51000000 0.004442639251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19104357.00000000 PLN 5092555.05000000 USD 2020-12-16 149060.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -32664.74000000 -0.00097354863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 898671.30000000 USD 3327556500.00000000 COP 2020-12-16 -32664.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -10323.98000000 -0.00030769865 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1606821.38000000 USD 2228500.00000000 AUD 2020-12-16 -10323.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1517.46000000 0.000045226783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8686000.00000000 MXN 390916.23000000 USD 2020-12-16 1517.46000000 N N N N/A N/A N/A 19.00000000 NC USD 10447.35000000 0.000311375609 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-04 3169727.25000000 USD 10447.35000000 N N N N/A N/A N/A 422.00000000 NC USD -670455.19000000 -0.01998242555 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE E-Mini Index MSDUEAFE Index 2020-12-18 39102520.00000000 USD -670455.19000000 N N N N/A N/A N/A -51.00000000 NC USD 35549.55000000 0.001059528282 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-18 -2249100.00000000 USD 35549.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 338179.95000000 0.010079205552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50801000.00000000 PLN 13483582.65000000 USD 2020-12-16 338179.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2286.02000000 -0.00006813315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 418437500.00000000 HUF 1345714.99000000 USD 2020-12-16 -2286.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -41965.03000000 -0.00125073696 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80008226500.00000000 IDR 5293623.58000000 USD 2020-12-16 -41965.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -332976.50000000 -0.00992412053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5949869.15000000 USD 52380500.00000000 NOK 2020-12-16 -332976.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -174241.68000000 -0.00519314556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3510245.02000000 USD 74413500.00000000 MXN 2020-12-16 -174241.68000000 N N N N/A N/A N/A 7.00000000 NC USD 31979.35000000 0.000953121088 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-22 418425.00000000 USD 31979.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.09000000 -0.00000012189 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 SGD 2926.51000000 USD 2020-12-16 -4.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 33906.60000000 0.001010561362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7146414.00000000 NOK 800234.53000000 USD 2020-12-16 33906.60000000 N N N N/A N/A N/A -7.00000000 NC USD -30995.65000000 -0.00092380263 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-22 -418425.00000000 USD -30995.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -34398.86000000 -0.00102523281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21182000.00000000 NOK 2237000.23000000 USD 2020-12-16 -34398.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -846294.30000000 -0.02522318135 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34881718.15000000 USD 51451499.00000000 NZD 2020-12-16 -846294.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 1015.88000000 0.000030277558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141591500.00000000 INR 1910291.31000000 USD 2020-12-16 1015.88000000 N N N N/A N/A 000000000 -2305848.00000000 PA USD -292976.40000000 -0.00873194687 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -2305848.00000000 USD -292976.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -35727.34000000 -0.00106482718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64081500.00000000 TWD 2202862.14000000 USD 2020-12-16 -35727.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -434518.98000000 -0.01295051973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19342505.04000000 USD 14646000.00000000 GBP 2020-12-16 -434518.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -117842.46000000 -0.00351220815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 351670126.00000000 ZAR 20683967.02000000 USD 2020-12-17 -117842.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 30735.86000000 0.000916059780 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16898500.00000000 BRL 3033286.06000000 USD 2020-12-16 30735.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.01000000 -0.00000000029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.00000000 NZD 0.65000000 USD 2020-12-16 -0.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -8985.48000000 -0.00026780564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3687693500.00000000 COP 950747.82000000 USD 2020-12-16 -8985.48000000 N N N N/A N/A N/A -37.00000000 NC USD 40209.47000000 0.001198413783 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-21 -3221886.00000000 USD 40209.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 334192.55000000 0.009960364018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2411789084.00000000 HUF 8103797.61000000 USD 2020-12-16 334192.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -240230.49000000 -0.00715989368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20476306.62000000 USD 17229304.00000000 EUR 2020-12-16 -240230.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 18643.81000000 0.000555665092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6914547000.00000000 COP 1818175.41000000 USD 2020-12-16 18643.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -15428.62000000 -0.00045983871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1201138500.00000000 KRW 1014822.70000000 USD 2020-12-16 -15428.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 2407.92000000 0.000071766290 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5128302.48000000 USD 380492500.00000000 INR 2020-12-16 2407.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -208402.62000000 -0.00621128734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20827309.57000000 USD 17555252.00000000 EUR 2020-12-16 -208402.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 2970.99000000 0.000088548179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 183676.81000000 USD 2020-12-16 2970.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 4068.86000000 0.000121269390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1472559.82000000 USD 109506500.00000000 INR 2020-12-16 4068.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 13193.57000000 0.000393224684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15986000.00000000 BRL 2853609.44000000 USD 2020-12-16 13193.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 12358.68000000 0.000368341399 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36224891.39000000 USD 3817671500.00000000 JPY 2020-12-16 12358.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 25283.00000000 0.000753541284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3671500.00000000 AUD 2655545.61000000 USD 2020-12-16 25283.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -2321.52000000 -0.00006919120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88115.48000000 USD 329656000.00000000 COP 2020-12-16 -2321.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -605.52000000 -0.00001804707 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141665.76000000 USD 10461000.00000000 INR 2020-12-16 -605.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -59022.81000000 -0.00175913159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1598842.53000000 USD 34347500.00000000 MXN 2020-12-16 -59022.81000000 N N N N/A N/A N/A 2.00000000 NC USD 11352.10000000 0.000338341020 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-28 173868.00000000 USD 11352.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1138170.83000000 -0.03392234740 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12463481680.00000000 JPY 117164910.62000000 USD 2020-12-16 -1138170.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -3341.35000000 -0.00009958648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1839500.00000000 ILS 534260.92000000 USD 2020-12-16 -3341.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -86429.67000000 -0.00257597296 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7174370.84000000 USD 6513000.00000000 CHF 2020-12-16 -86429.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -60419.30000000 -0.00180075295 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2733594.89000000 USD 2070624.00000000 GBP 2020-12-16 -60419.30000000 N N N N/A N/A N/A 47.00000000 NC USD -27599.40000000 -0.00082257988 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-06 2052501.75000000 USD -27599.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1138317.29000000 -0.03392671253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12463481680.00000000 JPY 117164764.16000000 USD 2020-12-16 -1138317.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 336463.45000000 0.010028046528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142407508.00000000 NZD 94539742.04000000 USD 2020-12-16 336463.45000000 N N N N/A N/A N/A -12.00000000 NC USD 29079.27000000 0.000866686329 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-24 -1044072.00000000 USD 29079.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -9127.87000000 -0.00027204947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 588835.93000000 USD 449038.00000000 GBP 2020-12-16 -9127.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 232487.72000000 0.006929126101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18873456.00000000 CAD 14411542.76000000 USD 2020-12-16 232487.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 244.51000000 0.000007287441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1729500.00000000 ILS 505698.78000000 USD 2020-12-16 244.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -284101.21000000 -0.00846742834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12982340.50000000 USD 113611450.00000000 SEK 2020-12-16 -284101.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -2749.47000000 -0.00008194593 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91676.98000000 USD 69758500.00000000 CLP 2020-12-16 -2749.47000000 N N N N/A N/A N/A 1360.00000000 NC 108473.34000000 0.003232968397 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-03-17 169932000.00000000 GBP 108473.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 34326.23000000 0.001023068126 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8439326.00000000 NOK 939296.36000000 USD 2020-12-16 34326.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 57224.97000000 0.001705548289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3791960.00000000 CHF 4183923.79000000 USD 2020-12-16 57224.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 286367.19000000 0.008534964215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78048000.00000000 NOK 8655650.36000000 USD 2020-12-16 286367.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 31830.16000000 0.000948674590 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4393000.00000000 NZD 2937821.63000000 USD 2020-12-16 31830.16000000 N N N N/A N/A N/A 1.00000000 NC USD 9297.05000000 0.000277091761 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-02 86880.00000000 USD 9297.05000000 N N N N/A N/A N/A 23.00000000 NC USD -83783.30000000 -0.00249709985 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-27 1378970.75000000 USD -83783.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 142991.04000000 0.004261743147 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25079706.00000000 PLN 6632682.88000000 USD 2020-12-16 142991.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 112457.91000000 0.003351725585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6891106.52000000 USD 8165241500.00000000 KRW 2020-12-16 112457.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 10495.42000000 0.000312808300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5021000.00000000 CHF 5474728.89000000 USD 2020-12-16 10495.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -463074.00000000 -0.01380158117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29284185.35000000 USD 43569000.00000000 NZD 2020-12-16 -463074.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 155289.73000000 0.004628296588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20334765.00000000 PLN 5417167.94000000 USD 2020-12-16 155289.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -19569.25000000 -0.00058324715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25825645.89000000 USD 436271000.00000000 ZAR 2020-12-17 -19569.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -7604.61000000 -0.00022664982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189011000.00000000 PHP 3881513.32000000 USD 2020-12-16 -7604.61000000 N N N N/A N/A N/A -3.00000000 NC USD 6505.65000000 0.000193896130 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-07 -180048.00000000 USD 6505.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 167729.82000000 0.004999064353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63380000.00000000 NOK 6964126.49000000 USD 2020-12-16 167729.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -10065.95000000 -0.00030000826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 708070.92000000 USD 540670.00000000 GBP 2020-12-16 -10065.95000000 N N N N/A N/A N/A -7.00000000 NC USD -5912.90000000 -0.00017622965 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-28 -304976.00000000 USD -5912.90000000 N N N N/A N/A N/A -6.00000000 NC USD 18525.30000000 0.000552132989 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-21 -360207.00000000 USD 18525.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -202348.62000000 -0.00603085231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 23952706.26000000 USD 2020-12-17 -202348.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -24563.51000000 -0.00073209741 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33340500.00000000 ILS 9719349.82000000 USD 2020-12-16 -24563.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1161.76000000 0.000034625405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3911000.00000000 SGD 2866552.16000000 USD 2020-12-16 1161.76000000 N N N N/A N/A N/A 23.00000000 NC USD -54836.59000000 -0.00163436437 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-22 3835393.75000000 USD -54836.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 50765.11000000 0.001513016897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3838764.00000000 CHF 4228399.59000000 USD 2020-12-16 50765.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 3831.28000000 0.000114188492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 821025.26000000 USD 40088000.00000000 PHP 2020-12-16 3831.28000000 N N N N/A N/A N/A -817.00000000 NC 375596.04000000 0.011194364692 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short AEX Index NL0000000107 2020-10-16 -89474572.00000000 EUR 375596.04000000 N N N N/A N/A N/A -2.00000000 NC USD 1692.60000000 0.000050446702 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-12 -87476.50000000 USD 1692.60000000 N N N N/A N/A N/A -5.00000000 NC USD -29538.35000000 -0.00088036887 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-09 -434525.10000000 USD -29538.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -303028.01000000 -0.00903152774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99844349.48000000 USD 84751000.00000000 EUR 2020-12-16 -303028.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 228032.74000000 0.006796348687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34297563.00000000 NOK 3905846.61000000 USD 2020-12-16 228032.74000000 N N N N/A N/A N/A 1.00000000 NC USD 9930.05000000 0.000295957862 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-01 86493.00000000 USD 9930.05000000 N N N N/A N/A N/A 8.00000000 NC USD 36647.96000000 0.001092265587 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-14 1334816.00000000 USD 36647.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.72000000 -0.00000335953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51111675.17000000 USD 71345006.00000000 AUD 2020-12-16 -112.72000000 N N N N/A N/A N/A 389.00000000 NC USD 23157.97000000 0.000690206323 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2020-12-18 29260580.00000000 USD 23157.97000000 N N N N/A N/A N/A -2.00000000 NC USD -5349.90000000 -0.00015944984 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-29 -119644.00000000 USD -5349.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1751.96000000 0.000052215883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7724694.31000000 USD 221176000.00000000 TWD 2020-12-16 1751.96000000 N N N N/A N/A N/A -2.00000000 NC USD 4969.06000000 0.000148099191 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-25 -174020.04000000 USD 4969.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -20743.88000000 -0.00061825613 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10142500.00000000 CHF 11017094.80000000 USD 2020-12-16 -20743.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -252018.61000000 -0.00751122996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20692500.29000000 USD 17403338.00000000 EUR 2020-12-16 -252018.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -167309.13000000 -0.00498652599 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20786216.08000000 USD 17555252.00000000 EUR 2020-12-16 -167309.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -27382.31000000 -0.00081610968 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51860000.00000000 TWD 1784267.70000000 USD 2020-12-16 -27382.31000000 N N N N/A N/A N/A -67.00000000 NC USD 62631.60000000 0.001866688934 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-21 -2954700.00000000 USD 62631.60000000 N N N N/A N/A N/A -40.00000000 NC USD 29218.05000000 0.000870822565 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-05 -1746350.00000000 USD 29218.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -25674.88000000 -0.00076522098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1421684.82000000 USD 1081340.00000000 GBP 2020-12-16 -25674.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 38802.49000000 0.001156479775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5622228.00000000 NOK 641688.13000000 USD 2020-12-16 38802.49000000 N N N N/A N/A N/A 144.00000000 NC USD -162217.56000000 -0.00483477548 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Lean Hogs 2020-12-14 3634560.00000000 USD -162217.56000000 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 8367816.82000000 NS USD 8367816.82000000 0.249396647427 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 99223.15000000 0.002957273263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10350500.00000000 PLN 2777546.23000000 USD 2020-12-16 99223.15000000 N N N N/A N/A N/A 1201.00000000 NC USD -3681387.57000000 -0.10972105838 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Coffee 'C' 2020-12-18 49969106.25000000 USD -3681387.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 2226.43000000 0.000066357114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9540250.00000000 BRL 1697352.01000000 USD 2020-12-16 2226.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -15429.89000000 -0.00045987656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1201138500.00000000 KRW 1014821.43000000 USD 2020-12-16 -15429.89000000 N N N N/A N/A N/A 484.00000000 NC USD 1062347.42000000 0.031662486243 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long DJIA CBOT E-Mini Index US2605661048 2020-12-18 66946880.00000000 USD 1062347.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -7606.86000000 -0.00022671688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 415272000.00000000 HUF 1330196.46000000 USD 2020-12-16 -7606.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -87533.72000000 -0.00260887836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25739670.00000000 PLN 6572932.17000000 USD 2020-12-16 -87533.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -159326.53000000 -0.00474861045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6890587.84000000 USD 113797000.00000000 ZAR 2020-12-17 -159326.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -80326.19000000 -0.00239406322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34507000.00000000 PLN 8848797.47000000 USD 2020-12-16 -80326.19000000 N N N N/A N/A N/A 7.00000000 NC USD 47818.97000000 0.001425209353 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-07 608265.00000000 USD 47818.97000000 N N N N/A N/A N/A 2.00000000 NC USD 10010.60000000 0.000298358596 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-20 119556.50000000 USD 10010.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 41591.92000000 0.001239616692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 628641500.00000000 HUF 2066767.43000000 USD 2020-12-16 41591.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 230203.53000000 0.006861047492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30925000.00000000 PLN 8232439.29000000 USD 2020-12-16 230203.53000000 N N N N/A N/A N/A 21.00000000 NC USD 58488.84000000 0.001743217008 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-24 3502931.25000000 USD 58488.84000000 N N N N/A N/A 000000000 136739600.00000000 PA USD 14566166.50000000 0.434133916781 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD 136739600.00000000 USD 14566166.50000000 N N N N/A N/A N/A 16.00000000 NC USD -23192.53000000 -0.00069123635 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-02 703588.00000000 USD -23192.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 21072.35000000 0.000628045947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4364500.00000000 SGD 3218719.09000000 USD 2020-12-16 21072.35000000 N N N N/A N/A N/A -34.00000000 NC USD -39285.30000000 -0.00117086957 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-15 -1475387.50000000 USD -39285.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -32927.39000000 -0.00098137672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59687500.00000000 TWD 2052164.40000000 USD 2020-12-16 -32927.39000000 N N N N/A N/A N/A 17.00000000 NC USD 69207.93000000 0.002062691630 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-25 2835706.25000000 USD 69207.93000000 N N N N/A N/A 000000000 128207200.00000000 PA USD 11607468.60000000 0.345952094343 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 128207200.00000000 USD 11607468.60000000 N N N N/A N/A N/A -311.00000000 NC USD 19019.05000000 0.000566848845 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-16 -13717043.75000000 USD 19019.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 39806.82000000 0.001186413095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5978066.00000000 NOK 680849.86000000 USD 2020-12-16 39806.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -19186.42000000 -0.00057183718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1159457000.00000000 KRW 975313.47000000 USD 2020-12-16 -19186.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -12443.60000000 -0.00037087237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3170915.71000000 USD 3682366000.00000000 KRW 2020-12-16 -12443.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -272326.62000000 -0.00811649531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4509964000.00000000 JPY 42536147.94000000 USD 2020-12-16 -272326.62000000 N N N N/A N/A N/A 2.00000000 NC USD 8769.10000000 0.000261356598 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-23 119550.00000000 USD 8769.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -635.90000000 -0.00001895253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1195762.04000000 USD 20204500.00000000 ZAR 2020-12-17 -635.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 107646.55000000 0.003208326527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8122563.84000000 USD 9595350500.00000000 KRW 2020-12-16 107646.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -130848.95000000 -0.00389985705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2112707.99000000 USD 11154000.00000000 BRL 2020-12-16 -130848.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -18407.84000000 -0.00054863217 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 338293500.00000000 INR 4543274.66000000 USD 2020-12-16 -18407.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -14440.72000000 -0.00043039507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 642643.90000000 USD 486602.00000000 GBP 2020-12-16 -14440.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 14703.39000000 0.000438223762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5602883.13000000 USD 7667500.00000000 SGD 2020-12-16 14703.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -26352.45000000 -0.00078541545 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138842144.00000000 ZAR 8186366.27000000 USD 2020-12-17 -26352.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 236742.78000000 0.007055945045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35539163.99000000 USD 3769068000.00000000 JPY 2020-12-16 236742.78000000 N N N N/A N/A N/A 87.00000000 NC USD -45786.65000000 -0.00136463754 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-09 3831262.50000000 USD -45786.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -47146.13000000 -0.00140515585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5809500.00000000 NZD 3795867.17000000 USD 2020-12-16 -47146.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -12765.73000000 -0.00038047322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 134758550.00000000 ZAR 7958402.35000000 USD 2020-12-17 -12765.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 416290.65000000 0.012407237717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2676375716.00000000 HUF 9038264.46000000 USD 2020-12-16 416290.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 5370.09000000 0.000160051596 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1306444.07000000 USD 2020-12-16 5370.09000000 N N N N/A N/A 000000000 3119480.00000000 PA USD 357682.00000000 0.010660449859 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 3119480.00000000 USD 357682.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 23761.58000000 0.000708196476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4432000.00000000 CHF 4847000.53000000 USD 2020-12-16 23761.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 48410.66000000 0.001442844240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2075441.92000000 USD 157504500.00000000 INR 2020-12-16 48410.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 123572.67000000 0.003682992861 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15125500.00000000 GBP 19650593.23000000 USD 2020-12-16 123572.67000000 N N N N/A N/A N/A 4217.00000000 NC 2318462.51000000 0.069100075876 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2020-12-15 629989521.94000000 AUD 2318462.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 599655.42000000 0.017872290297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35429248.96000000 USD 42004997364.00000000 KRW 2020-12-16 599655.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -457869.37000000 -0.01364646099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68479000.00000000 NZD 44841331.53000000 USD 2020-12-16 -457869.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -6973.41000000 -0.00020783737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 251821.77000000 USD 940809000.00000000 COP 2020-12-16 -6973.41000000 N N N N/A N/A N/A 50.00000000 NC USD 28295.55000000 0.000843328129 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-27 8340000.00000000 USD 28295.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.73000000 0.000001899425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34493.91000000 USD 1679500.00000000 PHP 2020-12-16 63.73000000 N N N N/A N/A N/A 3.00000000 NC USD 433.65000000 0.000012924620 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-04 130942.50000000 USD 433.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -65580.00000000 -0.00195456383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26242590.00000000 PLN 6725022.81000000 USD 2020-12-16 -65580.00000000 N N N N/A N/A N/A -3.00000000 NC USD 11119.65000000 0.000331413018 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-27 -261054.00000000 USD 11119.65000000 N N N N/A N/A N/A 62.00000000 NC USD 63556.20000000 0.001894245959 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-13 2688862.50000000 USD 63556.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -210021.22000000 -0.00625952853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20828928.17000000 USD 17555252.00000000 EUR 2020-12-16 -210021.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -166513.05000000 -0.00496279941 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44181512.81000000 USD 4637074000.00000000 JPY 2020-12-16 -166513.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 7235.05000000 0.000215635362 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 856500.00000000 BRL 159419.22000000 USD 2020-12-16 7235.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -86547.92000000 -0.00257949732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3013583.82000000 USD 908591000.00000000 HUF 2020-12-16 -86547.92000000 N N N N/A N/A 000000000 3190815.00000000 PA USD 17345.00000000 0.000516955012 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-13 0.00000000 USD 0.00000000 USD 3190815.00000000 USD 17345.00000000 N N N N/A N/A N/A 5833.00000000 NC 1857775.03000000 0.055369623179 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-03-16 729234368.75000000 GBP 1857775.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -210136.15000000 -0.00626295393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20251024.33000000 USD 17063118.00000000 EUR 2020-12-16 -210136.15000000 N N N N/A N/A N/A -22.00000000 NC USD -23866.15000000 -0.00071131310 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-23 -957247.50000000 USD -23866.15000000 N N N United States of America 254900HROIFWPRGM1V77 9127962F5 106283000.00000000 PA USD 106227459.69000000 3.166031580442 Long STIV UST US N 2 2021-03-25 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7873.48000000 0.000234663300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1656584.34000000 USD 47646500.00000000 TWD 2020-12-16 7873.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -133832.91000000 -0.00398879179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113265250.00000000 ZAR 6565974.60000000 USD 2020-12-17 -133832.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 10649.14000000 0.000317389812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2743000.00000000 AUD 1975734.35000000 USD 2020-12-16 10649.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -10396.60000000 -0.00030986304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22285500.00000000 ZAR 1307823.77000000 USD 2020-12-17 -10396.60000000 N N N N/A N/A N/A -104.00000000 NC USD -32250.50000000 -0.00096120251 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-24 -4587050.00000000 USD -32250.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.48000000 0.000000014306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1556500.00000000 PHP 32027.25000000 USD 2020-12-16 0.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -366111.09000000 -0.01091167270 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59440573.73000000 USD 6223620500.00000000 JPY 2020-12-16 -366111.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -60415.88000000 -0.00180065102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2733591.47000000 USD 2070624.00000000 GBP 2020-12-16 -60415.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 36985.53000000 0.001102326614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5566005.00000000 NOK 633842.23000000 USD 2020-12-16 36985.53000000 N N N N/A N/A N/A 21.00000000 NC USD -9601.44000000 -0.00028616388 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-25 921768.75000000 USD -9601.44000000 N N N United States of America 254900HROIFWPRGM1V77 9127964N6 201054000.00000000 PA USD 200955483.54000000 5.989330903773 Long STIV UST US N 2 2021-03-18 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -39449.18000000 -0.00117575389 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4997015.82000000 USD 141914500.00000000 TWD 2020-12-16 -39449.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -170740.85000000 -0.00508880589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20789647.80000000 USD 17555252.00000000 EUR 2020-12-16 -170740.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -80822.74000000 -0.00240886252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16594501.41000000 USD 14059998.00000000 EUR 2020-12-16 -80822.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -577.13000000 -0.00001720093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 566504.07000000 USD 8486188500.00000000 IDR 2020-12-16 -577.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -576.42000000 -0.00001717977 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 566503.36000000 USD 8486188500.00000000 IDR 2020-12-16 -576.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -392604.33000000 -0.01170128431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 23762450.55000000 USD 2020-12-17 -392604.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -121548.46000000 -0.00362266276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8771128.61000000 USD 77388000.00000000 SEK 2020-12-16 -121548.46000000 N N N N/A N/A N/A -24.00000000 NC USD 11329.20000000 0.000337658502 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-22 -1058400.00000000 USD 11329.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 109297.43000000 0.003257529795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22074909.84000000 USD 2337153500.00000000 JPY 2020-12-16 109297.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -55319.71000000 -0.00164876341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1266177.77000000 USD 375866500.00000000 HUF 2020-12-16 -55319.71000000 N N N N/A N/A N/A 354.00000000 NC USD 317190.48000000 0.009453629782 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-16 59071537.50000000 USD 317190.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.77000000 0.000001900618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34493.87000000 USD 1679500.00000000 PHP 2020-12-16 63.77000000 N N N N/A N/A N/A 14.00000000 NC USD -26692.74000000 -0.00079555755 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-14 840717.50000000 USD -26692.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -27285.23000000 -0.00081321628 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3840200.05000000 USD 5764000.00000000 NZD 2020-12-16 -27285.23000000 N N N N/A N/A N/A 11.00000000 NC USD 55199.17000000 0.001645170805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-23 1835303.25000000 USD 55199.17000000 N N N N/A N/A N/A -580.00000000 NC USD -1548190.05000000 -0.04614266974 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A RBOB Gasoline 2020-10-30 -28783776.00000000 USD -1548190.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 50759.82000000 0.001512859232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3838764.00000000 CHF 4228394.30000000 USD 2020-12-16 50759.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -27924.84000000 -0.00083227938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9148729500.00000000 COP 2353059.46000000 USD 2020-12-16 -27924.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -52715.06000000 -0.00157113372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85879000.00000000 NOK 9156305.92000000 USD 2020-12-16 -52715.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -19601.53000000 -0.00058420923 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25825678.17000000 USD 436271000.00000000 ZAR 2020-12-17 -19601.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 6571.10000000 0.000195846819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 743731000.00000000 CLP 954672.69000000 USD 2020-12-16 6571.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 1419142.76000000 0.042296509851 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70924313.64000000 USD 2020-12-16 1419142.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -40787.59000000 -0.00121564422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5024254.77000000 USD 4243000.00000000 EUR 2020-12-16 -40787.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -120608.40000000 -0.00359464496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7905242.27000000 USD 69649305.00000000 SEK 2020-12-16 -120608.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1006678.70000000 -0.03000332084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44307803.75000000 USD 65458500.00000000 NZD 2020-12-16 -1006678.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 156215.82000000 0.004655898022 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26702390.00000000 PLN 7065797.71000000 USD 2020-12-16 156215.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -159217.04000000 -0.00474534718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15528983.86000000 USD 13086054.00000000 EUR 2020-12-16 -159217.04000000 N N N N/A N/A N/A -11.00000000 NC USD -53408.95000000 -0.00159181461 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-16 -657629.50000000 USD -53408.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 78799.92000000 0.002348573862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3541887.70000000 USD 268509500.00000000 INR 2020-12-16 78799.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 392.25000000 0.000011690723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 352426.93000000 USD 17147000.00000000 PHP 2020-12-16 392.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -2093.32000000 -0.00006238986 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 248345500.00000000 HUF 797954.44000000 USD 2020-12-16 -2093.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -93904.63000000 -0.00279875867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36521000.00000000 CAD 27343214.95000000 USD 2020-12-16 -93904.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -17352.01000000 -0.00051716394 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 882133.27000000 USD 2959000.00000000 ILS 2020-12-16 -17352.01000000 N N N N/A N/A N/A -372.00000000 NC USD 10548.70000000 0.000314396272 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-16 -32397480.00000000 USD 10548.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -2749.36000000 -0.00008194265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91676.87000000 USD 69758500.00000000 CLP 2020-12-16 -2749.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -256412.74000000 -0.00764219378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20696894.42000000 USD 17403338.00000000 EUR 2020-12-16 -256412.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -26906.72000000 -0.00080193506 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 134758550.00000000 ZAR 7944261.36000000 USD 2020-12-17 -26906.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 143235.89000000 0.004269040721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18077500.00000000 CAD 13724313.33000000 USD 2020-12-16 143235.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -14163.46000000 -0.00042213154 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2545500.00000000 SGD 1850794.67000000 USD 2020-12-16 -14163.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 105296.81000000 0.003138294248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 772849732.00000000 HUF 2595040.72000000 USD 2020-12-16 105296.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -44480.05000000 -0.00132569529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41410041.47000000 USD 62532500.00000000 NZD 2020-12-16 -44480.05000000 N N N N/A N/A N/A -3.00000000 NC USD -13433.85000000 -0.00040038605 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-21 -179325.00000000 USD -13433.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -434494.80000000 -0.01294979906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19342480.86000000 USD 14646000.00000000 GBP 2020-12-16 -434494.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -32040.85000000 -0.00095495405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1053221.85000000 USD 791000.00000000 GBP 2020-12-16 -32040.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -11974.07000000 -0.00035687838 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 709798.30000000 USD 540530.00000000 GBP 2020-12-16 -11974.07000000 N N N N/A N/A N/A 30.00000000 NC USD 251555.25000000 0.007497419857 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-09 5003962.50000000 USD 251555.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 89648.70000000 0.002671913798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45151000.00000000 GBP 58379589.89000000 USD 2020-12-16 89648.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 711522.43000000 0.021206404541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35317381.95000000 USD 42004997364.00000000 KRW 2020-12-16 711522.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 174704.99000000 0.005206954183 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34297563.00000000 NOK 3852518.86000000 USD 2020-12-16 174704.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -24551.37000000 -0.00073173558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33340500.00000000 ILS 9719361.96000000 USD 2020-12-16 -24551.37000000 N N N N/A N/A N/A -1.00000000 NC USD -2613.95000000 -0.00007790686 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-03 -59861.00000000 USD -2613.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -290701.24000000 -0.00866413739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13446077.12000000 USD 117701462.00000000 SEK 2020-12-16 -290701.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -22357.05000000 -0.00066633548 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1662933.02000000 USD 1507500.00000000 CHF 2020-12-16 -22357.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 139884.40000000 0.004169152018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17943399.00000000 PLN 4782966.34000000 USD 2020-12-16 139884.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -3070.81000000 -0.00009152324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 446957500.00000000 CLP 566706.59000000 USD 2020-12-16 -3070.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.52000000 0.000000015498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1556500.00000000 PHP 32027.29000000 USD 2020-12-16 0.52000000 N N N N/A N/A N/A 104.00000000 NC USD 28018.20000000 0.000835061916 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-24 4587050.00000000 USD 28018.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 24301.18000000 0.000724278859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2170216.27000000 USD 681207500.00000000 HUF 2020-12-16 24301.18000000 N N N N/A N/A N/A 7.00000000 NC USD 6740.77000000 0.000200903709 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-27 304897.25000000 USD 6740.77000000 N N N N/A N/A N/A -8.00000000 NC USD -40439.60000000 -0.00120527263 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-14 -1334816.00000000 USD -40439.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1950.50000000 -0.00005813322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1005297.21000000 USD 74408000.00000000 INR 2020-12-16 -1950.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -282713.12000000 -0.00842605733 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4516306.35000000 USD 39480500.00000000 NOK 2020-12-16 -282713.12000000 N N N N/A N/A N/A 2358.00000000 NC USD -74038.71000000 -0.00220666948 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-09-19 588085200.00000000 USD -74038.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 711478.29000000 0.021205088980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35317426.10000000 USD 42004997366.00000000 KRW 2020-12-16 711478.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1122335.43000000 0.033450384915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70627506.31000000 USD 2020-12-16 1122335.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -2352.33000000 -0.00007010947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 458238000.00000000 CLP 581805.35000000 USD 2020-12-16 -2352.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -27927.78000000 -0.00083236701 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9148729500.00000000 COP 2353056.52000000 USD 2020-12-16 -27927.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 162794.16000000 0.004851960624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23469000.00000000 EUR 27727486.89000000 USD 2020-12-16 162794.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 7698.61000000 0.000229451428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1656759.21000000 USD 47646500.00000000 TWD 2020-12-16 7698.61000000 N N N N/A N/A 000000000 -13817250.00000000 PA USD -1971561.60000000 -0.05876094850 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD -13817250.00000000 USD -1971561.60000000 N N N N/A N/A N/A 6.00000000 NC USD -19120.32000000 -0.00056986712 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-21 360207.00000000 USD -19120.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 73728.54000000 0.002197425098 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9206000.00000000 CAD 6989917.11000000 USD 2020-12-16 73728.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -67194.81000000 -0.00200269206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25962500.00000000 ILS 7520464.33000000 USD 2020-12-16 -67194.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -22158.24000000 -0.00066041010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18835500.00000000 EUR 22100419.20000000 USD 2020-12-16 -22158.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -123534.79000000 -0.00368186387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 152944500.00000000 MXN 6733061.97000000 USD 2020-12-16 -123534.79000000 N N N N/A N/A N/A -1.00000000 NC USD -9462.95000000 -0.00028203628 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-02 -86880.00000000 USD -9462.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -30229.91000000 -0.00090098031 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4564430.31000000 USD 15514558.00000000 ILS 2020-12-16 -30229.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -652438.98000000 -0.01944546561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51739903.37000000 USD 68001500.00000000 CAD 2020-12-16 -652438.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -120822.15000000 -0.00360101562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5401932.21000000 USD 89281110.00000000 ZAR 2020-12-17 -120822.15000000 N N N N/A N/A N/A -3.00000000 NC USD 846.15000000 0.000025218880 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-04 -130942.50000000 USD 846.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 30201.70000000 0.000900139533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2022559.16000000 USD 58762000.00000000 TWD 2020-12-16 30201.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -75373.34000000 -0.00224644715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3300891.62000000 USD 71949000.00000000 MXN 2020-12-16 -75373.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -14165.77000000 -0.00042220039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2545500.00000000 SGD 1850792.36000000 USD 2020-12-16 -14165.77000000 N N N N/A N/A N/A 23.00000000 NC USD -27691.96000000 -0.00082533857 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-11 3837653.50000000 USD -27691.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -290718.05000000 -0.00866463840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13446093.93000000 USD 117701462.00000000 SEK 2020-12-16 -290718.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 3272.29000000 0.000097528205 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 820390.83000000 USD 40030000.00000000 PHP 2020-12-16 3272.29000000 N N N N/A N/A N/A -1853.00000000 NC -504432.90000000 -0.01503425287 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short EURO STOXX 50 Index EU0009658145 2020-12-18 -59184820.00000000 EUR -504432.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 803.71000000 0.000023953987 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 252344.61000000 USD 12303000.00000000 PHP 2020-12-16 803.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -132571.66000000 -0.00395120116 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5258354.95000000 USD 86655195.00000000 ZAR 2020-12-17 -132571.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -2287.60000000 -0.00006818024 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 520256.85000000 USD 38412500.00000000 INR 2020-12-16 -2287.60000000 N N N N/A N/A N/A 913.00000000 NC 260308.25000000 0.007758296607 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2020-12-08 159336760.00000000 EUR 260308.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 154452.84000000 0.004603353695 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20334765.00000000 PLN 5416331.05000000 USD 2020-12-16 154452.84000000 N N N N/A N/A N/A 3.00000000 NC USD 11925.52000000 0.000355431383 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-21 179325.00000000 USD 11925.52000000 N N N N/A N/A N/A -14.00000000 NC USD 26541.20000000 0.000791041013 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-14 -840717.50000000 USD 26541.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -4742.14000000 -0.00014133600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 633966.22000000 USD 2153000.00000000 ILS 2020-12-16 -4742.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 19130.34000000 0.000570165762 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9540250.00000000 BRL 1714255.92000000 USD 2020-12-16 19130.34000000 N N N N/A N/A N/A 86.00000000 NC USD -1245450.00000000 -0.03711972444 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Silver 2020-12-29 10102420.00000000 USD -1245450.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 109.90000000 0.000003275488 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29487500.00000000 COP 7784.11000000 USD 2020-12-16 109.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -220116.71000000 -0.00656041721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74706500.00000000 NOK 7790849.02000000 USD 2020-12-16 -220116.71000000 N N N N/A N/A N/A -4.00000000 NC USD 3114.48000000 0.000092824793 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-23 -667025.00000000 USD 3114.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -411271.87000000 -0.01225765665 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18774319.92000000 USD 27759500.00000000 NZD 2020-12-16 -411271.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -89499.48000000 -0.00266746640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12826000.00000000 CHF 13868727.67000000 USD 2020-12-16 -89499.48000000 N N N N/A N/A 000000000 14967600.00000000 PA -1130.19000000 -0.00003368448 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-10-21 0.00000000 USD 0.00000000 USD 14967600.00000000 TWD -1130.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -11664.06000000 -0.00034763875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 709485.71000000 USD 540528.00000000 GBP 2020-12-16 -11664.06000000 N N N N/A N/A N/A -18.00000000 NC USD 48930.90000000 0.001458349612 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-18 -1567404.00000000 USD 48930.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -90166.22000000 -0.00268733810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 173001000.00000000 MXN 7665575.87000000 USD 2020-12-16 -90166.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1437160.40000000 -0.04283351240 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12463481680.00000000 JPY 116865921.05000000 USD 2020-12-16 -1437160.40000000 N N N United States of America 254900HROIFWPRGM1V77 9127963L1 13415000.00000000 PA USD 13411869.88000000 0.399730952022 Long STIV UST US N 2 2020-12-24 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -949661.99000000 -0.02830397959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60627519.40000000 USD 79436000.00000000 CAD 2020-12-16 -949661.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -183543.63000000 -0.00547038337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3602833.63000000 USD 13214000.00000000 PLN 2020-12-16 -183543.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 128136.66000000 0.003819019238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13745500.00000000 CAD 10454713.89000000 USD 2020-12-16 128136.66000000 N N N N/A N/A N/A 3.00000000 NC USD -11474.85000000 -0.00034199949 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-27 261054.00000000 USD -11474.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -3613.12000000 -0.00010768639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28228000.00000000 PHP 577210.33000000 USD 2020-12-16 -3613.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -55678.33000000 -0.00165945181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2987612.54000000 USD 910111500.00000000 HUF 2020-12-16 -55678.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -478047.42000000 -0.01424785298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26943775.31000000 USD 35228000.00000000 CAD 2020-12-16 -478047.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -68301.47000000 -0.00203567525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63672500.00000000 ZAR 3698021.33000000 USD 2020-12-17 -68301.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 40582.97000000 0.001209545677 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3488500.00000000 AUD 2539744.38000000 USD 2020-12-16 40582.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -10524.71000000 -0.00031368126 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2377500.00000000 SGD 1731348.38000000 USD 2020-12-16 -10524.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -22320.20000000 -0.00066523720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21694547.01000000 USD 32762000.00000000 NZD 2020-12-16 -22320.20000000 N N N N/A N/A N/A 9.00000000 NC USD 119857.00000000 0.003572250040 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-01 1479150.00000000 USD 119857.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 41759.02000000 0.001244596985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5252150.83000000 USD 89497500.00000000 ZAR 2020-12-17 41759.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -1030049.98000000 -0.03069988471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48271013.66000000 USD 62881500.00000000 CAD 2020-12-16 -1030049.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 59778.24000000 0.001781646630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30067870.66000000 USD 3174012000.00000000 JPY 2020-12-16 59778.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 53245.36000000 0.001586938930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 24208300.24000000 USD 2020-12-17 53245.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 86670.41000000 0.002583148048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5816923.03000000 USD 168995310.00000000 TWD 2020-12-16 86670.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 83198.28000000 0.002479663758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19393678.00000000 NOK 2162831.11000000 USD 2020-12-16 83198.28000000 N N N N/A N/A N/A 4.00000000 NC USD -14431.24000000 -0.00043011253 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-18 240125.00000000 USD -14431.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -607.40000000 -0.00001810311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21041500.00000000 PHP 432345.58000000 USD 2020-12-16 -607.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -39657.84000000 -0.00118197285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9009767000.00000000 COP 2305161.05000000 USD 2020-12-16 -39657.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -354860.18000000 -0.01057634758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32049549.25000000 USD 47913000.00000000 NZD 2020-12-16 -354860.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 2312.53000000 0.000068923261 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9540250.00000000 BRL 1697438.11000000 USD 2020-12-16 2312.53000000 N N N N/A N/A N/A -2.00000000 NC USD -8897.15000000 -0.00026517303 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-23 -119550.00000000 USD -8897.15000000 N N N N/A N/A N/A 1.00000000 NC USD 2108.05000000 0.000062828885 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-03 59861.00000000 USD 2108.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 19623.90000000 0.000584875956 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5310500.00000000 EUR 6256885.85000000 USD 2020-12-16 19623.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -1951.30000000 -0.00005815706 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55755805000.00000000 IDR 3716291.82000000 USD 2020-12-16 -1951.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -218401.96000000 -0.00650931034 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22349201.00000000 USD 18842500.00000000 EUR 2020-12-16 -218401.96000000 N N N N/A N/A N/A -355.00000000 NC USD 629564.03000000 0.018763694497 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Natural Gas 2020-10-28 -8970850.00000000 USD 629564.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -33790.69000000 -0.00100710674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5816667.40000000 USD 8742000.00000000 NZD 2020-12-16 -33790.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -131012.19000000 -0.00390472230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7073070.41000000 USD 2154907500.00000000 HUF 2020-12-16 -131012.19000000 N N N N/A N/A N/A -19.00000000 NC USD -122397.24000000 -0.00364796003 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-17 -3171337.50000000 USD -122397.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -253.81000000 -0.00000756462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1300820.17000000 USD 2020-12-16 -253.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -84782.93000000 -0.00252689309 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7422095000.00000000 KRW 6281363.19000000 USD 2020-12-16 -84782.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 929.59000000 0.000027705748 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48586000.00000000 CLP 62866.59000000 USD 2020-12-16 929.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -202646.33000000 -0.00603972534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9479277.19000000 USD 2879590000.00000000 HUF 2020-12-16 -202646.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 154446.07000000 0.004603151920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20334765.00000000 PLN 5416324.28000000 USD 2020-12-16 154446.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -401307.93000000 -0.01196068872 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62258031.13000000 USD 52665758.00000000 EUR 2020-12-16 -401307.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 588.97000000 0.000017553819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1007169.78000000 USD 1375500.00000000 SGD 2020-12-16 588.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -21272.57000000 -0.00063401335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3994500.00000000 SGD 2905294.02000000 USD 2020-12-16 -21272.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -75162.54000000 -0.00224016441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1618232.48000000 USD 34420000.00000000 MXN 2020-12-16 -75162.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -37765.52000000 -0.00112557364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4380000.00000000 NZD 2859626.38000000 USD 2020-12-16 -37765.52000000 N N N N/A N/A N/A 38.00000000 NC USD -30487.93000000 -0.00090867040 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-20 1665587.50000000 USD -30487.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -52463.24000000 -0.00156362841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68828750.00000000 SEK 7640458.01000000 USD 2020-12-16 -52463.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -241368.09000000 -0.00719379902 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3807311500.00000000 JPY 35897545.10000000 USD 2020-12-16 -241368.09000000 N N N N/A N/A N/A 40.00000000 NC USD -30748.00000000 -0.00091642160 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-05 1746350.00000000 USD -30748.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -58519.48000000 -0.00174413021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108207500.00000000 ZAR 6342114.62000000 USD 2020-12-17 -58519.48000000 N N N N/A N/A N/A 10561.00000000 NC USD 1341997.33000000 0.039997246851 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2020-12-31 1331016031.25000000 USD 1341997.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 631432.68000000 0.018819388241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70136603.56000000 USD 2020-12-16 631432.68000000 N N N N/A N/A N/A 4.00000000 NC USD 21794.20000000 0.000649560157 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-09 239056.00000000 USD 21794.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -19915.28000000 -0.00059356032 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1251529.28000000 USD 954000.00000000 GBP 2020-12-16 -19915.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -27628.28000000 -0.00082344063 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38098153000.00000000 IDR 2513061.35000000 USD 2020-12-16 -27628.28000000 N N N N/A N/A N/A 4.00000000 NC USD 20611.45000000 0.000614309160 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-15 667442.00000000 USD 20611.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -198594.04000000 -0.00591894980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12512000.00000000 GBP 15954398.01000000 USD 2020-12-16 -198594.04000000 N N N N/A N/A N/A -42.00000000 NC USD -8030.15000000 -0.00023933273 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-12 -2516587.50000000 USD -8030.15000000 N N N N/A N/A N/A 67.00000000 NC USD -47608.18000000 -0.00141892691 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-21 2954700.00000000 USD -47608.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -166457.82000000 -0.00496115332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44181457.58000000 USD 4637074000.00000000 JPY 2020-12-16 -166457.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 67021.73000000 0.001997533541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6298000.00000000 BRL 1186059.58000000 USD 2020-12-16 67021.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -8984.30000000 -0.00026777047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3687693500.00000000 COP 950749.00000000 USD 2020-12-16 -8984.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 3375.84000000 0.000100614436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11746500.00000000 ILS 3436344.09000000 USD 2020-12-16 3375.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -39665.51000000 -0.00118220145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445975000.00000000 JPY 4193518.93000000 USD 2020-12-16 -39665.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -197304.15000000 -0.00588050558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20816211.10000000 USD 17555252.00000000 EUR 2020-12-16 -197304.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 245.10000000 0.000007305025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1226416.65000000 USD 90969000.00000000 INR 2020-12-16 245.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1043.12000000 -0.00003108942 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7599680.61000000 USD 563513500.00000000 INR 2020-12-16 -1043.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -48876.83000000 -0.00145673809 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5923000.00000000 EUR 6907775.56000000 USD 2020-12-16 -48876.83000000 N N N N/A N/A N/A -62.00000000 NC USD -69514.40000000 -0.00207182574 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-13 -2688862.50000000 USD -69514.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1679140.56000000 -0.05004555372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72120911.53000000 USD 630244206.00000000 SEK 2020-12-16 -1679140.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 34590.23000000 0.001030936453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8403928.00000000 NOK 935764.55000000 USD 2020-12-16 34590.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 110307.94000000 0.003287647305 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8013436.74000000 USD 232549000.00000000 TWD 2020-12-16 110307.94000000 N N N N/A N/A N/A -27.00000000 NC USD -73965.92000000 -0.00220450003 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-29 -4503404.25000000 USD -73965.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -52364.80000000 -0.00156069448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4320049.86000000 USD 63994797500.00000000 IDR 2020-12-16 -52364.80000000 N N N N/A N/A 000000000 34477700.00000000 PA USD 1679600.00000000 0.050059246997 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 34477700.00000000 USD 1679600.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 36984.72000000 0.001102302472 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5566004.00000000 NOK 633841.32000000 USD 2020-12-16 36984.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 245866.31000000 0.007327865170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46290000.00000000 GBP 60006256.50000000 USD 2020-12-16 245866.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 15884.48000000 0.000473425284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14040347000.00000000 IDR 952207.14000000 USD 2020-12-16 15884.48000000 N N N N/A N/A 000000000 24737040.00000000 PA USD 63935.00000000 0.001905535816 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-13 0.00000000 USD 0.00000000 USD 24737040.00000000 USD 63935.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -7609.46000000 -0.00022679437 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189011000.00000000 PHP 3881508.47000000 USD 2020-12-16 -7609.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 255666.47000000 0.007619951756 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24514500.00000000 BRL 4611438.69000000 USD 2020-12-16 255666.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -44408.62000000 -0.00132356637 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28806500.00000000 PLN 7409638.41000000 USD 2020-12-16 -44408.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -10065.06000000 -0.00029998173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 708070.03000000 USD 540670.00000000 GBP 2020-12-16 -10065.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 100022.94000000 0.002981110418 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14171000.00000000 BRL 2617946.95000000 USD 2020-12-16 100022.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -846865.82000000 -0.02524021508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142407508.00000000 NZD 93356412.77000000 USD 2020-12-16 -846865.82000000 N N N N/A N/A N/A 4.00000000 NC USD -9812.17000000 -0.00029244453 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-07 667359.00000000 USD -9812.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 78459.47000000 0.002338426999 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60428500.00000000 CAD 45476558.65000000 USD 2020-12-16 78459.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 524983.93000000 0.015646761265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70030154.81000000 USD 2020-12-16 524983.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 37745.41000000 0.001124974280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5566006.00000000 NOK 634602.22000000 USD 2020-12-16 37745.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -58802.73000000 -0.00175257227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1271548.84000000 USD 11309500.00000000 NOK 2020-12-16 -58802.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -22988.90000000 -0.00068516731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6049070.96000000 USD 53915500.00000000 SEK 2020-12-16 -22988.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 35694.09000000 0.001063836191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8727154.00000000 NOK 971528.74000000 USD 2020-12-16 35694.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 1510.55000000 0.000045020835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92862.37000000 USD 110026500.00000000 KRW 2020-12-16 1510.55000000 N N N N/A N/A N/A -2.00000000 NC USD -8852.90000000 -0.00026385419 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-27 -173862.00000000 USD -8852.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 15034.90000000 0.000448104175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11346447500.00000000 IDR 771706.79000000 USD 2020-12-16 15034.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -149011.63000000 -0.00444118241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4034381.84000000 USD 34762500.00000000 SEK 2020-12-16 -149011.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 154720.54000000 0.004611332297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19532205.00000000 PLN 5208926.17000000 USD 2020-12-16 154720.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -141411.86000000 -0.00421467684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3017300.24000000 USD 11114000.00000000 PLN 2020-12-16 -141411.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 40443.57000000 0.001205390962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 131426500.00000000 MXN 5932375.05000000 USD 2020-12-16 40443.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 2352.73000000 0.000070121393 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6263301.29000000 USD 660100000.00000000 JPY 2020-12-16 2352.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -52453.69000000 -0.00156334378 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68828750.00000000 SEK 7640467.56000000 USD 2020-12-16 -52453.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -15107.91000000 -0.00045028018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4510236.13000000 USD 75993500.00000000 ZAR 2020-12-17 -15107.91000000 N N N N/A N/A N/A 8.00000000 NC USD -16961.60000000 -0.00050552805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-16 696720.00000000 USD -16961.60000000 N N N N/A N/A 000000000 -51549915.00000000 PA 22816.02000000 0.000680014753 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-10-14 0.00000000 USD 0.00000000 USD -51549915.00000000 BRL 22816.02000000 N N N N/A N/A N/A -34.00000000 NC USD -19254.41000000 -0.00057386357 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-24 -2041275.00000000 USD -19254.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 6881.56000000 0.000205099852 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1414380.20000000 USD 105400500.00000000 INR 2020-12-16 6881.56000000 N N N N/A N/A N/A 2108.00000000 NC USD 297422.18000000 0.008864450089 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-12-13 525893300.00000000 USD 297422.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -784311.75000000 -0.02337583687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51895874.20000000 USD 71345006.00000000 AUD 2020-12-16 -784311.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -22152.49000000 -0.00066023872 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1697116000.00000000 KRW 1433513.12000000 USD 2020-12-16 -22152.49000000 N N N N/A N/A N/A 982.00000000 NC USD 2404317.24000000 0.071658913179 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean Meal 2020-12-14 33662960.00000000 USD 2404317.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1005029.60000000 -0.02995417062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73038293.57000000 USD 108893000.00000000 NZD 2020-12-16 -1005029.60000000 N N N N/A N/A N/A -9.00000000 NC USD 36372.33000000 0.001084050637 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-21 -1500806.25000000 USD 36372.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -163664.65000000 -0.00487790494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20782571.60000000 USD 17555252.00000000 EUR 2020-12-16 -163664.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 35315.42000000 0.001052550209 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29763360.00000000 PLN 7736962.10000000 USD 2020-12-16 35315.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 3380.14000000 0.000100742595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11746500.00000000 ILS 3436348.39000000 USD 2020-12-16 3380.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4969.85000000 -0.00014812273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1619000.00000000 SGD 1181188.95000000 USD 2020-12-16 -4969.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 5104.89000000 0.000152147505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3454000.00000000 BRL 618816.66000000 USD 2020-12-16 5104.89000000 N N N United States of America 254900HROIFWPRGM1V77 9127962T5 150532000.00000000 PA USD 150521170.73000000 4.486173174497 Long STIV UST US N 2 2020-10-29 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 43173.30000000 0.001286748564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 475913500.00000000 HUF 1576333.88000000 USD 2020-12-16 43173.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 928.91000000 0.000027685481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 197979.28000000 USD 156032000.00000000 CLP 2020-12-16 928.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -154818.93000000 -0.00461426473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18625133.90000000 USD 15725908.00000000 EUR 2020-12-16 -154818.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 13197.13000000 0.000393330787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15986000.00000000 BRL 2853613.00000000 USD 2020-12-16 13197.13000000 N N N N/A N/A N/A 370.00000000 NC 18089.11000000 0.000539132665 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2021-03-15 92032875.00000000 CAD 18089.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 714.26000000 0.000021287995 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 181420.08000000 USD 2020-12-16 714.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -366185.39000000 -0.01091388716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59440648.03000000 USD 6223620500.00000000 JPY 2020-12-16 -366185.39000000 N N N N/A N/A N/A 1220.00000000 NC 95887.36000000 0.002857852487 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-03-15 306570750.00000000 EUR 95887.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -2094.31000000 -0.00006241937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 248345500.00000000 HUF 797953.45000000 USD 2020-12-16 -2094.31000000 N N N United States of America 254900HROIFWPRGM1V77 9127964P1 176859000.00000000 PA USD 176758411.44000000 5.268154904211 Long STIV UST US N 2 2021-04-01 None 0.00000000 N N N N N N N/A N/A N/A 88.00000000 NC USD 998103.17000000 0.029747733457 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Palladium 2020-12-29 20508400.00000000 USD 998103.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 37082.59000000 0.001105219416 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8360030.00000000 NOK 933549.62000000 USD 2020-12-16 37082.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -5011.57000000 -0.00014936617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35661000.00000000 PHP 728754.37000000 USD 2020-12-16 -5011.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -12868.25000000 -0.00038352875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 562826.47000000 USD 431410500.00000000 CLP 2020-12-16 -12868.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -65501.99000000 -0.00195223880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1892215.26000000 USD 40747000.00000000 MXN 2020-12-16 -65501.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2436.94000000 -0.00007263121 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83062750.00000000 NOK 8904590.48000000 USD 2020-12-16 -2436.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 99226.62000000 0.002957376684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10350500.00000000 PLN 2777549.70000000 USD 2020-12-16 99226.62000000 N N N N/A N/A 000000000 -98000125.00000000 PA USD -14031971.00000000 -0.41821261142 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD -98000125.00000000 USD -14031971.00000000 N N N N/A N/A N/A 2416.00000000 NC 169053.40000000 0.005038512685 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-12-13 607261600.00000000 EUR 169053.40000000 N N N N/A N/A N/A -27.00000000 NC USD -80964.76000000 -0.00241309533 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-16 -4505456.25000000 USD -80964.76000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 160207716.69000000 NS USD 160207716.69000000 4.774873577427 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -13596.25000000 -0.00040522626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 583980.45000000 USD 447433500.00000000 CLP 2020-12-16 -13596.25000000 N N N N/A N/A N/A -5.00000000 NC USD -21858.50000000 -0.00065147657 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-15 -298937.50000000 USD -21858.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 555466.46000000 0.016555270731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35473437.92000000 USD 42004997364.00000000 KRW 2020-12-16 555466.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -755265.84000000 -0.02251014481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37229922.10000000 USD 33516000.00000000 CHF 2020-12-16 -755265.84000000 N N N N/A N/A N/A -6.00000000 NC USD -24867.78000000 -0.00074116595 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-30 -521650.08000000 USD -24867.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -40368.63000000 -0.00120315743 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2368517500.00000000 KRW 1991177.52000000 USD 2020-12-16 -40368.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 23755.52000000 0.000708015862 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4432000.00000000 CHF 4846994.47000000 USD 2020-12-16 23755.52000000 N N N N/A N/A N/A 67.00000000 NC USD 3236.10000000 0.000096449588 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-29 2955537.50000000 USD 3236.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -16947.77000000 -0.00050511586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 551581.86000000 USD 414124.00000000 GBP 2020-12-16 -16947.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 67996.70000000 0.002026591807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9738249500.00000000 COP 2602405.35000000 USD 2020-12-16 67996.70000000 N N N N/A N/A N/A 28.00000000 NC USD -19769.09000000 -0.00058920323 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-04 1231783.00000000 USD -19769.09000000 N N N United States of America 254900HROIFWPRGM1V77 9127962S7 118781000.00000000 PA USD 118775283.07000000 3.540010259804 Long STIV UST US N 2 2020-10-22 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -131277.08000000 -0.00391261715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3296233500.00000000 JPY 31156495.49000000 USD 2020-12-16 -131277.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -1090741.05000000 -0.03250873757 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 480140000.00000000 SEK 52574031.41000000 USD 2020-12-16 -1090741.05000000 N N N N/A N/A N/A 1.00000000 NC USD 4890.80000000 0.000145766709 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-29 166837.50000000 USD 4890.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -706.75000000 -0.00002106416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19345000.00000000 INR 260148.83000000 USD 2020-12-16 -706.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 155282.96000000 0.004628094813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20334765.00000000 PLN 5417161.17000000 USD 2020-12-16 155282.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 158872.05000000 0.004735065010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41382000.00000000 NOK 4596367.90000000 USD 2020-12-16 158872.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -51126.42000000 -0.00152378547 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1731841.99000000 USD 6458006500.00000000 COP 2020-12-16 -51126.42000000 N N N N/A N/A N/A 9.00000000 NC USD -36866.72000000 -0.00109878556 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-21 1500806.25000000 USD -36866.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 591.28000000 0.000017622667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 309022.94000000 USD 242874498.00000000 CLP 2020-12-16 591.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1474000.89000000 -0.04393151621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52585563.34000000 USD 71345006.00000000 AUD 2020-12-16 -1474000.89000000 N N N N/A N/A N/A 5.00000000 NC USD 23379.00000000 0.000696793960 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-15 298937.50000000 USD 23379.00000000 N N N N/A N/A N/A -31.00000000 NC USD -11741.45000000 -0.00034994531 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-13 -1857675.00000000 USD -11741.45000000 N N N N/A N/A N/A -11.00000000 NC USD 10649.13000000 0.000317389514 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-20 -957000.00000000 USD 10649.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 59960.33000000 0.001787073689 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5950000.00000000 AUD 4322540.34000000 USD 2020-12-16 59960.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -239120.84000000 -0.00712682138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21088411.26000000 USD 17751404.00000000 EUR 2020-12-16 -239120.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 38600.99000000 0.001150474215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5830586.00000000 NOK 663829.38000000 USD 2020-12-16 38600.99000000 N N N N/A N/A N/A 62.00000000 NC USD -52075.53000000 -0.00155207300 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-27 2722962.50000000 USD -52075.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -189455.01000000 -0.00564656771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9169480.23000000 USD 80344500.00000000 SEK 2020-12-16 -189455.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -3604.47000000 -0.00010742858 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22945500.00000000 TWD 797961.58000000 USD 2020-12-16 -3604.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 201760.14000000 0.006013313099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22173154.00000000 PLN 5939344.80000000 USD 2020-12-16 201760.14000000 N N N N/A N/A N/A 19.00000000 NC USD 124637.53000000 0.003714730233 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-17 3171337.50000000 USD 124637.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 67999.95000000 0.002026688671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9738249500.00000000 COP 2602408.60000000 USD 2020-12-16 67999.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -22359.13000000 -0.00066639748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1662935.10000000 USD 1507500.00000000 CHF 2020-12-16 -22359.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -14441.52000000 -0.00043041891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 642644.70000000 USD 486602.00000000 GBP 2020-12-16 -14441.52000000 N N N N/A N/A N/A -4.00000000 NC USD -23716.80000000 -0.00070686184 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-09 -239056.00000000 USD -23716.80000000 N N N N/A N/A N/A 18.00000000 NC USD 3061.54000000 0.000091246955 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-10 1078312.50000000 USD 3061.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 319899.39000000 0.009534366860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2560764500.00000000 HUF 8569430.40000000 USD 2020-12-16 319899.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -26883.96000000 -0.00080125672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1277243.87000000 USD 11187000.00000000 SEK 2020-12-16 -26883.96000000 N N N N/A N/A N/A 42.00000000 NC USD 5121.51000000 0.000152642851 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-12 2516587.50000000 USD 5121.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 236787.21000000 0.007057269249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35539119.56000000 USD 3769068000.00000000 JPY 2020-12-16 236787.21000000 N N N N/A N/A N/A 22.00000000 NC USD 23858.27000000 0.000711078251 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-23 957247.50000000 USD 23858.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -12757.74000000 -0.00038023509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 710762.71000000 USD 540670.00000000 GBP 2020-12-16 -12757.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -707.07000000 -0.00002107370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19345000.00000000 INR 260148.51000000 USD 2020-12-16 -707.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.47000000 -0.00000403758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 319000.00000000 TWD 11008.31000000 USD 2020-12-16 -135.47000000 N N N N/A N/A N/A 2057.00000000 NC USD 2885531.30000000 0.086001145549 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2020-12-14 59447300.00000000 USD 2885531.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -357419.58000000 -0.01065262862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15380180.45000000 USD 134409000.00000000 SEK 2020-12-16 -357419.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -166643.51000000 -0.00496668768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2694517.68000000 USD 14227000.00000000 BRL 2020-12-16 -166643.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -1499.36000000 -0.00004468732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1057011.66000000 USD 1230589500.00000000 KRW 2020-12-16 -1499.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 4037410.82000000 0.120332070414 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 184600000.00000000 EUR 220852881.35000000 USD 2020-12-16 4037410.82000000 N N N N/A N/A N/A 1645.00000000 NC 271493.77000000 0.008091672833 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-06-16 205635281.25000000 GBP 271493.77000000 N N N N/A N/A N/A -295.00000000 NC 22414.91000000 0.000668059964 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index SIMSCI Index 2020-10-29 -8339650.00000000 SGD 22414.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 316213.71000000 0.009424517869 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27032500.00000000 PLN 7311215.75000000 USD 2020-12-16 316213.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -7991.56000000 -0.00023818258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 587152.24000000 USD 448614.00000000 GBP 2020-12-16 -7991.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 25868.17000000 0.000770981847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2451840.94000000 USD 70926500.00000000 TWD 2020-12-16 25868.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 71309.73000000 0.002125334238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17091000.00000000 CHF 18671033.75000000 USD 2020-12-16 71309.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -265.86000000 -0.00000792376 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28404500.00000000 ZAR 1679902.44000000 USD 2020-12-17 -265.86000000 N N N N/A N/A N/A 12.00000000 NC USD -28763.40000000 -0.00085727205 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-24 1044072.00000000 USD -28763.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -116103.63000000 -0.00346038359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5241886.92000000 USD 86655195.00000000 ZAR 2020-12-17 -116103.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -463110.61000000 -0.01380267231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29284221.96000000 USD 43569000.00000000 NZD 2020-12-16 -463110.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 10556.76000000 0.000314636494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168514938.00000000 MXN 7565185.91000000 USD 2020-12-16 10556.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -51189.06000000 -0.00152565241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8326667.29000000 USD 236892500.00000000 TWD 2020-12-16 -51189.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -54299.13000000 -0.00161834577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192974794.00000000 INR 2547848.83000000 USD 2020-12-16 -54299.13000000 N N N N/A N/A N/A 82.00000000 NC -102607.90000000 -0.00305815325 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Long FTSE/JSE Top 40 Index TOP40 Index 2020-12-17 41313240.00000000 ZAR -102607.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -37761.94000000 -0.00112546694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4380000.00000000 NZD 2859629.96000000 USD 2020-12-16 -37761.94000000 N N N N/A N/A N/A -87.00000000 NC USD 47593.35000000 0.001418484914 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-09 -3831262.50000000 USD 47593.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 25955.02000000 0.000773570348 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2217000.00000000 AUD 1614213.82000000 USD 2020-12-16 25955.02000000 N N N N/A N/A 000000000 8567418.00000000 PA USD 425086.20000000 0.012669382639 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 8567418.00000000 USD 425086.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -75369.22000000 -0.00224632436 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3300887.50000000 USD 71949000.00000000 MXN 2020-12-16 -75369.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -13143.18000000 -0.00039172284 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1329175.94000000 USD 19734176500.00000000 IDR 2020-12-16 -13143.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 1510.67000000 0.000045024412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92862.25000000 USD 110026500.00000000 KRW 2020-12-16 1510.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 31483.92000000 0.000938355160 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29763360.00000000 PLN 7733130.60000000 USD 2020-12-16 31483.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -285182.05000000 -0.00849964198 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12012259.97000000 USD 104922446.00000000 SEK 2020-12-16 -285182.05000000 N N N N/A N/A N/A 24.00000000 NC USD 367323.25000000 0.010947800249 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-02 4000800.00000000 USD 367323.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 189750.93000000 0.005655387397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18318354.00000000 CAD 13951774.67000000 USD 2020-12-16 189750.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -189079.91000000 -0.00563538813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9111304.46000000 USD 79827356.00000000 SEK 2020-12-16 -189079.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -404038.26000000 -0.01204206421 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18329170.00000000 USD 27097500.00000000 NZD 2020-12-16 -404038.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -58804.32000000 -0.00175261965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1271550.43000000 USD 11309500.00000000 NOK 2020-12-16 -58804.32000000 N N N N/A N/A N/A 37.00000000 NC USD -31121.69000000 -0.00092755916 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-09 6173348.25000000 USD -31121.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -27380.08000000 -0.00081604321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51860000.00000000 TWD 1784269.93000000 USD 2020-12-16 -27380.08000000 N N N N/A N/A N/A 9.00000000 NC USD 55439.74000000 0.001652340818 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-08 782099.82000000 USD 55439.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -289266.38000000 -0.00862137244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97940756.17000000 USD 10287792500.00000000 JPY 2020-12-16 -289266.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 106827.59000000 0.003183918024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168514938.00000000 MXN 7661456.74000000 USD 2020-12-16 106827.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 12191.51000000 0.000363359020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1591703.78000000 USD 497870500.00000000 HUF 2020-12-16 12191.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 53622.11000000 0.001598167688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3838762.00000000 CHF 4231254.42000000 USD 2020-12-16 53622.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2769.24000000 -0.00008253516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3715921000.00000000 COP 964310.35000000 USD 2020-12-16 -2769.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 167721.11000000 0.004998804758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63380000.00000000 NOK 6964117.78000000 USD 2020-12-16 167721.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -139220.90000000 -0.00414937688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16652901.92000000 USD 14060000.00000000 EUR 2020-12-16 -139220.90000000 N N N N/A N/A 000000000 33037236.00000000 PA USD 1032603.48000000 0.030775989911 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 33037236.00000000 USD 1032603.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 24298.46000000 0.000724197791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2170218.99000000 USD 681207500.00000000 HUF 2020-12-16 24298.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -42708.40000000 -0.00127289256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2075709.77000000 USD 45348500.00000000 MXN 2020-12-16 -42708.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 1913252.63000000 0.057023092387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77934500.00000000 EUR 93448492.55000000 USD 2020-12-16 1913252.63000000 N N N N/A N/A 000000000 -3119480.00000000 PA USD -488131.00000000 -0.01454838669 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -3119480.00000000 USD -488131.00000000 N N N N/A N/A N/A -9.00000000 NC USD -115901.55000000 -0.00345436075 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-01 -1479150.00000000 USD -115901.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 50858.56000000 0.001515802105 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3838764.00000000 CHF 4228493.04000000 USD 2020-12-16 50858.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -2507.56000000 -0.00007473598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72554500.00000000 INR 975845.83000000 USD 2020-12-16 -2507.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -41992.53000000 -0.00125155657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12095000.00000000 SGD 8819397.61000000 USD 2020-12-16 -41992.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 568112.68000000 0.016932182049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35460791.71000000 USD 42004997366.00000000 KRW 2020-12-16 568112.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -3648.82000000 -0.00010875040 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1297425.16000000 USD 2020-12-16 -3648.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -228149.25000000 -0.00679982118 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20464225.38000000 USD 17229304.00000000 EUR 2020-12-16 -228149.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -606.86000000 -0.00001808701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21041500.00000000 PHP 432346.12000000 USD 2020-12-16 -606.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -2284.34000000 -0.00006808307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 418437500.00000000 HUF 1345716.67000000 USD 2020-12-16 -2284.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -2214.38000000 -0.00006599797 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 81273.18000000 USD 1763500.00000000 MXN 2020-12-16 -2214.38000000 N N N N/A N/A N/A -4.00000000 NC USD 14265.20000000 0.000425163830 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-18 -240125.00000000 USD 14265.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 313.65000000 0.000009348108 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7792352000.00000000 IDR 519970.02000000 USD 2020-12-16 313.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -125709.84000000 -0.00374668964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408880000.00000000 TWD 14157889.42000000 USD 2020-12-16 -125709.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -1435943.80000000 -0.04279725253 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52547506.25000000 USD 71345006.00000000 AUD 2020-12-16 -1435943.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -13530.20000000 -0.00040325769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 715000.00000000 GBP 909534.80000000 USD 2020-12-16 -13530.20000000 N N N N/A N/A N/A 3.00000000 NC USD -6950.85000000 -0.00020716498 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-07 180048.00000000 USD -6950.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 309219.47000000 0.009216059671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40248500.00000000 PLN 10724029.03000000 USD 2020-12-16 309219.47000000 N N N N/A N/A N/A -709.00000000 NC 1742355.74000000 0.051929635833 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-12-18 -41416235.00000000 GBP 1742355.74000000 N N N N/A N/A N/A 4.00000000 NC USD 20813.20000000 0.000620322171 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-30 667350.00000000 USD 20813.20000000 N N N N/A N/A N/A -23.00000000 NC USD 41770.76000000 0.001244946887 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-22 -3835393.75000000 USD 41770.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 5915.17000000 0.000176297306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1172826.94000000 USD 1569000.00000000 CAD 2020-12-16 5915.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 121532.60000000 0.003622190070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1003893500.00000000 HUF 3355586.55000000 USD 2020-12-16 121532.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -4244.99000000 -0.00012651881 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 545462.65000000 USD 12072500.00000000 MXN 2020-12-16 -4244.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -190336.81000000 -0.00567284912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2823163.09000000 USD 24552500.00000000 NOK 2020-12-16 -190336.81000000 N N N N/A N/A N/A 7.00000000 NC USD 46219.35000000 0.001377533851 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-16 1168081.25000000 USD 46219.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -270412.53000000 -0.00805944726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11058525.03000000 USD 96521500.00000000 SEK 2020-12-16 -270412.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -20370.71000000 -0.00060713408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74168344.37000000 USD 7811647000.00000000 JPY 2020-12-16 -20370.71000000 N N N N/A N/A N/A 2.00000000 NC USD 4971.43000000 0.000148169827 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-29 119644.00000000 USD 4971.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 3582.89000000 0.000106785410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1430500.00000000 SGD 1051637.34000000 USD 2020-12-16 3582.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 37953.01000000 0.001131161646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9009756.00000000 NOK 1004091.79000000 USD 2020-12-16 37953.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 1122423.71000000 0.033453016036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70627594.59000000 USD 2020-12-16 1122423.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -39241.88000000 -0.00116957547 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3060694.04000000 USD 45307284000.00000000 IDR 2020-12-16 -39241.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.29000000 -0.00000948640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 180387.53000000 USD 2020-12-16 -318.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -344990.05000000 -0.01028217559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24091170.97000000 USD 21820000.00000000 CHF 2020-12-16 -344990.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -16061.97000000 -0.00047871524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63960500.00000000 TWD 2218300.56000000 USD 2020-12-16 -16061.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 994.78000000 0.000029648688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230383.98000000 USD 11245000.00000000 PHP 2020-12-16 994.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 2552.39000000 0.000076072113 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2699500.00000000 SGD 1980338.47000000 USD 2020-12-16 2552.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -80427.20000000 -0.00239707374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13947500.00000000 GBP 17925795.36000000 USD 2020-12-16 -80427.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -82107.89000000 -0.00244716548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25739670.00000000 PLN 6578358.00000000 USD 2020-12-16 -82107.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 23059.25000000 0.000687264045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1800421.73000000 USD 135229000.00000000 INR 2020-12-16 23059.25000000 N N N N/A N/A N/A 881.00000000 NC USD 37245.11000000 0.001110063206 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-06-14 219831525.00000000 USD 37245.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 2564.79000000 0.000076441686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4234912.45000000 USD 314250500.00000000 INR 2020-12-16 2564.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -12042.43000000 -0.00035891580 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 709864.08000000 USD 540528.00000000 GBP 2020-12-16 -12042.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 11199.52000000 0.000333793485 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 877000.00000000 AUD 639482.32000000 USD 2020-12-16 11199.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 41765.58000000 0.001244792501 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5252144.27000000 USD 89497500.00000000 ZAR 2020-12-17 41765.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -90156.64000000 -0.00268705257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 173001000.00000000 MXN 7665585.45000000 USD 2020-12-16 -90156.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -44147.13000000 -0.00131577285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85879000.00000000 NOK 9164873.85000000 USD 2020-12-16 -44147.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 286154.84000000 0.008528635279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78632500.00000000 NOK 8718115.42000000 USD 2020-12-16 286154.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -243292.05000000 -0.00725114123 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 159960000.00000000 ZAR 9218579.17000000 USD 2020-12-17 -243292.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -755312.38000000 -0.02251153190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37229968.64000000 USD 33516000.00000000 CHF 2020-12-16 -755312.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -44417.88000000 -0.00132384235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28806500.00000000 PLN 7409629.15000000 USD 2020-12-16 -44417.88000000 N N N N/A N/A N/A 1.00000000 NC USD 4754.03000000 0.000141690379 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-03 86956.98000000 USD 4754.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 72257.88000000 0.002153593154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6863159.55000000 USD 8085791000.00000000 KRW 2020-12-16 72257.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 3271.27000000 0.000097497804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 820391.85000000 USD 40030000.00000000 PHP 2020-12-16 3271.27000000 N N N N/A N/A N/A -11.00000000 NC USD -54460.70000000 -0.00162316124 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-23 -1835303.25000000 USD -54460.70000000 N N N N/A N/A N/A -1.00000000 NC USD 267.30000000 0.000007966680 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-09 -60029.75000000 USD 267.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -20463.42000000 -0.00060989723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74168437.08000000 USD 7811647000.00000000 JPY 2020-12-16 -20463.42000000 N N N N/A N/A N/A 10.00000000 NC USD 39830.50000000 0.001187118860 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-13 597797.50000000 USD 39830.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -141549.23000000 -0.00421877105 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104427260.00000000 SEK 11530182.24000000 USD 2020-12-16 -141549.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -924.47000000 -0.00002755315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2391072000.00000000 IDR 158531.34000000 USD 2020-12-16 -924.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 82416.23000000 0.002456355331 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5970218.00000000 CHF 6579660.81000000 USD 2020-12-16 82416.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 171075.28000000 0.005098773336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73684000.00000000 SEK 8406663.01000000 USD 2020-12-16 171075.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -414.24000000 -0.00001234611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6163000.00000000 PHP 126396.55000000 USD 2020-12-16 -414.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -21268.94000000 -0.00063390516 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3994500.00000000 SGD 2905297.65000000 USD 2020-12-16 -21268.94000000 N N N N/A N/A N/A 455.00000000 NC USD 35095.73000000 0.001046002510 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-03-15 113528187.50000000 USD 35095.73000000 N N N United States of America 254900HROIFWPRGM1V77 912796XE4 113540000.00000000 PA USD 113493058.02000000 3.382577413607 Long STIV UST US N 2 2021-02-25 None 0.00000000 N N N N N N N/A N/A N/A 6704.00000000 NC USD 391127.43000000 0.011657266388 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-12-31 1481322125.00000000 USD 391127.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -218374.02000000 -0.00650847761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22349173.06000000 USD 18842500.00000000 EUR 2020-12-16 -218374.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 260853.02000000 0.007774533078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28097000.00000000 CAD 21369276.91000000 USD 2020-12-16 260853.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 332.91000000 0.000009922138 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1333993.50000000 USD 20008493500.00000000 IDR 2020-12-16 332.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 67020.25000000 0.001997489431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6298000.00000000 BRL 1186058.10000000 USD 2020-12-16 67020.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -159445.43000000 -0.00475215418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3577690.54000000 USD 76248000.00000000 MXN 2020-12-16 -159445.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 164383.84000000 0.004899339871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20411000.00000000 PLN 5445988.82000000 USD 2020-12-16 164383.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 82770.80000000 0.002466923030 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5820822.57000000 USD 168995308.00000000 TWD 2020-12-16 82770.80000000 N N N N/A N/A N/A 44.00000000 NC USD 85369.36000000 0.002544371206 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-08 1905871.00000000 USD 85369.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -14124.33000000 -0.00042096530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8200239000.00000000 COP 2120012.47000000 USD 2020-12-16 -14124.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 100019.67000000 0.002981012958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14171000.00000000 BRL 2617943.68000000 USD 2020-12-16 100019.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -3023.12000000 -0.00009010187 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6275500.00000000 TWD 216201.90000000 USD 2020-12-16 -3023.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -47923.37000000 -0.00142832091 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95767977500.00000000 IDR 6338651.51000000 USD 2020-12-16 -47923.37000000 N N N N/A N/A N/A 55.00000000 NC USD 178719.27000000 0.005326596856 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-01 2405562.50000000 USD 178719.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -42705.81000000 -0.00127281536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2075707.18000000 USD 45348500.00000000 MXN 2020-12-16 -42705.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -86333.59000000 -0.00257310937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51197896.04000000 USD 71345006.00000000 AUD 2020-12-16 -86333.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -696.86000000 -0.00002076940 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 732000.00000000 SGD 535602.24000000 USD 2020-12-16 -696.86000000 N N N N/A N/A N/A 4370.00000000 NC 254412.52000000 0.007582578696 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-09-13 1098344875.00000000 EUR 254412.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 263264.82000000 0.007846415009 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34297563.00000000 NOK 3941078.69000000 USD 2020-12-16 263264.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 13663.75000000 0.000407238054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3122500.00000000 SGD 2301360.38000000 USD 2020-12-16 13663.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -80337.25000000 -0.00239439285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34507000.00000000 PLN 8848786.41000000 USD 2020-12-16 -80337.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 228027.85000000 0.006796202944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34297562.00000000 NOK 3905841.61000000 USD 2020-12-16 228027.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 494323.34000000 0.014732944852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38735400.00000000 EUR 45989631.99000000 USD 2020-12-16 494323.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -3613.84000000 -0.00010770785 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28228000.00000000 PHP 577209.61000000 USD 2020-12-16 -3613.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -95084.92000000 -0.00283393635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12869500.00000000 CHF 13910482.23000000 USD 2020-12-16 -95084.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -2658.36000000 -0.00007923047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1695568000.00000000 KRW 1451679.49000000 USD 2020-12-16 -2658.36000000 N N N N/A N/A N/A -47.00000000 NC USD 29497.37000000 0.000879147493 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-06 -2052501.75000000 USD 29497.37000000 N N N N/A N/A N/A -5.00000000 NC USD -22264.75000000 -0.00066358455 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-21 -834500.00000000 USD -22264.75000000 N N N N/A N/A N/A -23.00000000 NC USD 76861.40000000 0.002290797694 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-27 -1378970.75000000 USD 76861.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 86677.68000000 0.002583364725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5816915.69000000 USD 168995308.00000000 TWD 2020-12-16 86677.68000000 N N N N/A N/A N/A 2259.00000000 NC 78877.53000000 0.002350886971 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-09-21 282389118.75000000 GBP 78877.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -941771.53000000 -0.02806881021 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53002545.79000000 USD 78700500.00000000 NZD 2020-12-16 -941771.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -924.27000000 -0.00002754718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2391072000.00000000 IDR 158531.54000000 USD 2020-12-16 -924.27000000 N N N N/A N/A N/A -1.00000000 NC USD -378.21000000 -0.00001127227 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-19 -166818.75000000 USD -378.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -67510.18000000 -0.00201209143 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4168884500.00000000 KRW 3508262.95000000 USD 2020-12-16 -67510.18000000 N N N N/A N/A N/A 4249.00000000 NC 27305.85000000 0.000813830846 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long United Kingdom of Great Britain and Northern Ireland Long Gilt 2020-12-29 578331390.00000000 GBP 27305.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 48413.25000000 0.001442921433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2075439.33000000 USD 157504500.00000000 INR 2020-12-16 48413.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -86551.69000000 -0.00257960968 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3013587.59000000 USD 908591000.00000000 HUF 2020-12-16 -86551.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -2768.04000000 -0.00008249940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3715921000.00000000 COP 964311.55000000 USD 2020-12-16 -2768.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 82894.48000000 0.002470609221 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9132500.00000000 PLN 2446044.62000000 USD 2020-12-16 82894.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 824.89000000 0.000024585241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1302500.00000000 AUD 933935.89000000 USD 2020-12-16 824.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 110297.92000000 0.003287348666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8013446.76000000 USD 232549000.00000000 TWD 2020-12-16 110297.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -401.51000000 -0.00001196671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10105.11000000 USD 37500.00000000 PLN 2020-12-16 -401.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -12756.85000000 -0.00038020856 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 710761.82000000 USD 540670.00000000 GBP 2020-12-16 -12756.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -9037.26000000 -0.00026934891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 501027.73000000 USD 7377496232.00000000 IDR 2020-12-16 -9037.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -4.10000000 -0.00000012219 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 SGD 2926.50000000 USD 2020-12-16 -4.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 78648.21000000 0.002344052256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3645545.61000000 USD 276185500.00000000 INR 2020-12-16 78648.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 503821.22000000 0.015016022204 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38735400.00000000 EUR 45999129.87000000 USD 2020-12-16 503821.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3071.51000000 -0.00009154410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 446957500.00000000 CLP 566705.89000000 USD 2020-12-16 -3071.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -285167.04000000 -0.00849919462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12012245.07000000 USD 104922447.00000000 SEK 2020-12-16 -285167.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -52728.98000000 -0.00157154860 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27959250.00000000 PLN 7182081.37000000 USD 2020-12-16 -52728.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 494265.85000000 0.014731231404 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38735400.00000000 EUR 45989574.50000000 USD 2020-12-16 494265.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 4260.17000000 0.000126971244 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22361500.00000000 BRL 3977484.20000000 USD 2020-12-16 4260.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -9050.24000000 -0.00026973577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 501040.71000000 USD 7377496232.00000000 IDR 2020-12-16 -9050.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 8921.02000000 0.000265884462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108424000.00000000 MXN 4869636.16000000 USD 2020-12-16 8921.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2414.33000000 0.000071957336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5128296.07000000 USD 380492500.00000000 INR 2020-12-16 2414.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 35616.04000000 0.001061509968 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7757470.00000000 NOK 867469.04000000 USD 2020-12-16 35616.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -14126.98000000 -0.00042104428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8200239000.00000000 COP 2120009.82000000 USD 2020-12-16 -14126.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -15419.02000000 -0.00045955259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 353647500.00000000 INR 4753302.85000000 USD 2020-12-16 -15419.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 590.23000000 0.000017591372 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1007168.52000000 USD 1375500.00000000 SGD 2020-12-16 590.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -64706.01000000 -0.00192851520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1706296.43000000 USD 6344000.00000000 PLN 2020-12-16 -64706.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 80757.93000000 0.002406930915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5822835.51000000 USD 168995310.00000000 TWD 2020-12-16 80757.93000000 N N N N/A N/A N/A 30304.00000000 NC 5848668.73000000 0.174315284925 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 3 Year Bond 2020-12-15 3554852236.48000000 AUD 5848668.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 29216.24000000 0.000870768620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3692504.63000000 USD 4339040500.00000000 KRW 2020-12-16 29216.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 41589.34000000 0.001239539797 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 628641500.00000000 HUF 2066764.85000000 USD 2020-12-16 41589.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -53950.68000000 -0.00160796047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1059994.62000000 USD 22441000.00000000 MXN 2020-12-16 -53950.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -37913.13000000 -0.00112997305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23612628.58000000 USD 2483646500.00000000 JPY 2020-12-16 -37913.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 2511.39000000 0.000074850138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1248117.05000000 USD 60780500.00000000 PHP 2020-12-16 2511.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -270391.19000000 -0.00805881124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92007250.00000000 NOK 9595777.44000000 USD 2020-12-16 -270391.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -576.74000000 -0.00001718931 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 180129.08000000 USD 2020-12-16 -576.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -19898.14000000 -0.00059304947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 835375.56000000 USD 639694994.00000000 CLP 2020-12-16 -19898.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -25799.67000000 -0.00076894025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 615685.72000000 USD 5501000.00000000 NOK 2020-12-16 -25799.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -3927.89000000 -0.00011706788 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1297146.09000000 USD 2020-12-16 -3927.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 201752.72000000 0.006013091952 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22173154.00000000 PLN 5939337.38000000 USD 2020-12-16 201752.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 39697.65000000 0.001183159363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26329073.96000000 USD 35991000.00000000 SGD 2020-12-16 39697.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -13529.07000000 -0.00040322401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 715000.00000000 GBP 909535.93000000 USD 2020-12-16 -13529.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -40366.14000000 -0.00120308321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2368517500.00000000 KRW 1991180.01000000 USD 2020-12-16 -40366.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -499251.73000000 -0.01487983190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12463481680.00000000 JPY 117803829.72000000 USD 2020-12-16 -499251.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -1006623.31000000 -0.03000166998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44307748.36000000 USD 65458500.00000000 NZD 2020-12-16 -1006623.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 36465.73000000 0.001086834356 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8555404.00000000 NOK 953883.20000000 USD 2020-12-16 36465.73000000 N N N N/A N/A N/A 39.00000000 NC -492922.31000000 -0.01469118817 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2020-12-18 12459525.00000000 EUR -492922.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -5012.48000000 -0.00014939329 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35661000.00000000 PHP 728753.46000000 USD 2020-12-16 -5012.48000000 N N N N/A N/A N/A 17.00000000 NC USD -49750.54000000 -0.00148277838 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-15 1020913.75000000 USD -49750.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -52720.00000000 -0.00157128096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27959250.00000000 PLN 7182090.35000000 USD 2020-12-16 -52720.00000000 N N N N/A N/A N/A -1033.00000000 NC USD -1503136.41000000 -0.04479987902 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A NY Harbor ULSD 2020-10-30 -49989349.20000000 USD -1503136.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -168224.16000000 -0.00501379779 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20209114.69000000 USD 17063120.00000000 EUR 2020-12-16 -168224.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 49850.86000000 0.001485768345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3753000.00000000 EUR 4457805.69000000 USD 2020-12-16 49850.86000000 N N N N/A N/A N/A 4.00000000 NC USD 1974.95000000 0.000058861937 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-29 174318.00000000 USD 1974.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 161.78000000 0.000004821734 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260927000.00000000 IDR 17562.48000000 USD 2020-12-16 161.78000000 N N N N/A N/A N/A -5.00000000 NC USD -27537.35000000 -0.00082073053 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-14 -434622.60000000 USD -27537.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 9909.95000000 0.000295358796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21044016000.00000000 IDR 1413293.29000000 USD 2020-12-16 9909.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -57166.37000000 -0.00170380175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12384875.90000000 USD 10496000.00000000 EUR 2020-12-16 -57166.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 254950.38000000 0.007598609219 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2681731500.00000000 HUF 8894177.91000000 USD 2020-12-16 254950.38000000 N N N N/A N/A N/A 2.00000000 NC USD 8616.10000000 0.000256796545 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-27 173862.00000000 USD 8616.10000000 N N N United States of America 254900HROIFWPRGM1V77 9127963B3 35820000.00000000 PA USD 35814611.96000000 1.067428260428 Long STIV UST US N 2 2020-11-27 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 27431.77000000 0.000817583799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22113000.00000000 BRL 3956501.96000000 USD 2020-12-16 27431.77000000 N N N N/A N/A N/A 4.00000000 NC USD -252.13000000 -0.00000751454 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-23 667025.00000000 USD -252.13000000 N N N N/A N/A N/A 1009.00000000 NC 1534521.97000000 0.045735302642 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2020-12-10 16401295000.00000000 JPY 1534521.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 109325.02000000 0.003258352095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22074882.25000000 USD 2337153500.00000000 JPY 2020-12-16 109325.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 105300.06000000 0.003138391112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 772849732.00000000 HUF 2595043.97000000 USD 2020-12-16 105300.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 39754.35000000 0.001184849265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8366200.00000000 NOK 936883.00000000 USD 2020-12-16 39754.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -169852.75000000 -0.00506233672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18101246.20000000 USD 15267062.00000000 EUR 2020-12-16 -169852.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -33766.32000000 -0.00100638041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192974794.00000000 INR 2568381.64000000 USD 2020-12-16 -33766.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -905265.06000000 -0.02698076163 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 124040690.33000000 USD 104839380.00000000 EUR 2020-12-16 -905265.06000000 N N N N/A N/A N/A 85.00000000 NC USD -19261.61000000 -0.00057407816 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P Midcap 400 E-Mini Index XC0009692283 2020-12-18 15775150.00000000 USD -19261.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -116097.08000000 -0.00346018838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5241880.37000000 USD 86655195.00000000 ZAR 2020-12-17 -116097.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 3584.21000000 0.000106824752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1430500.00000000 SGD 1051638.66000000 USD 2020-12-16 3584.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 85275.70000000 0.002541579738 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5818317.70000000 USD 168995309.00000000 TWD 2020-12-16 85275.70000000 N N N N/A N/A N/A -366.00000000 NC 619887.84000000 0.018475302746 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Short FTSE/MIB Index IT0003465736 2020-12-18 -34705950.00000000 EUR 619887.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 555422.13000000 0.016553949507 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35473482.26000000 USD 42004997366.00000000 KRW 2020-12-16 555422.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 1404629.95000000 0.041863966186 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70909800.83000000 USD 2020-12-16 1404629.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -32663.62000000 -0.00097351525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 898670.18000000 USD 3327556500.00000000 COP 2020-12-16 -32663.62000000 N N N N/A N/A N/A 85.00000000 NC USD 31136.05000000 0.000927987150 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-29 7403328.30000000 USD 31136.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 14383.85000000 0.000428700107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13148122.45000000 USD 222522000.00000000 ZAR 2020-12-17 14383.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -151192.14000000 -0.00450617092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 301241500.00000000 TWD 10372220.27000000 USD 2020-12-16 -151192.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 162759.50000000 0.004850927608 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23469000.00000000 EUR 27727452.23000000 USD 2020-12-16 162759.50000000 N N N N/A N/A N/A 5426.00000000 NC USD 1448069.28000000 0.043158643579 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-12-21 757096562.50000000 USD 1448069.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -15556.51000000 -0.00046365037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3758000.00000000 ILS 1082736.15000000 USD 2020-12-16 -15556.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -169875.38000000 -0.00506301119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18101268.83000000 USD 15267062.00000000 EUR 2020-12-16 -169875.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -9424.16000000 -0.00028088018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54679675000.00000000 IDR 3637054.01000000 USD 2020-12-16 -9424.16000000 N N N N/A N/A N/A 18.00000000 NC USD 135706.66000000 0.004044637539 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-12 3004254.00000000 USD 135706.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -202378.56000000 -0.00603174465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359244.00000000 ZAR 23952676.32000000 USD 2020-12-17 -202378.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -13429.66000000 -0.00040026117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 953699.68000000 USD 14099538500.00000000 IDR 2020-12-16 -13429.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -6214.84000000 -0.00018522875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 498205.31000000 USD 7377496232.00000000 IDR 2020-12-16 -6214.84000000 N N N N/A N/A N/A 312.00000000 NC 245637.94000000 0.007321058770 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long KOSPI 200 Index KRD020020016 2020-12-10 24176100000.00000000 KRW 245637.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -50938.23000000 -0.00151817661 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11702500.00000000 CHF 12684610.91000000 USD 2020-12-16 -50938.23000000 N N N N/A N/A N/A 1533.00000000 NC 169417.31000000 0.005049358756 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2021-03-11 1532735450.19000000 AUD 169417.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 68323.02000000 0.002036317536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9259000.00000000 CAD 7024328.88000000 USD 2020-12-16 68323.02000000 N N N N/A N/A N/A 13.00000000 NC USD 39982.57000000 0.001191651195 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-13 2168968.75000000 USD 39982.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 60470.78000000 0.001802287278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42437000.00000000 MXN 1962947.80000000 USD 2020-12-16 60470.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 122188.81000000 0.003641747928 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7189000.00000000 EUR 8565777.20000000 USD 2020-12-16 122188.81000000 N N N N/A N/A N/A -13.00000000 NC USD -43503.85000000 -0.00129660036 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-13 -2168968.75000000 USD -43503.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -345020.16000000 -0.01028307299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24091201.08000000 USD 21820000.00000000 CHF 2020-12-16 -345020.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 1273.78000000 0.000037964079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 439500.00000000 BRL 79364.78000000 USD 2020-12-16 1273.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -9575.66000000 -0.00028539552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 727837.78000000 USD 660000.00000000 CHF 2020-12-16 -9575.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -199391.07000000 -0.00594270470 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12463481680.00000000 JPY 118103690.38000000 USD 2020-12-16 -199391.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 36587.40000000 0.001090460641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8727154.00000000 NOK 972422.05000000 USD 2020-12-16 36587.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -13009.82000000 -0.00038774815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4254448000.00000000 COP 1094223.04000000 USD 2020-12-16 -13009.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -2267.54000000 -0.00006758236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14567436156.00000000 COP 3788951.42000000 USD 2020-12-16 -2267.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 279957.60000000 0.008343931083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2676375715.00000000 HUF 8901931.41000000 USD 2020-12-16 279957.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -81126.71000000 -0.00241792213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26519660.00000000 PLN 6781171.48000000 USD 2020-12-16 -81126.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 12021.73000000 0.000358298851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6176941.27000000 USD 104629042.00000000 ZAR 2020-12-17 12021.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.52000000 -0.00000949325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 180387.30000000 USD 2020-12-16 -318.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -14811.87000000 -0.00044145692 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5489500.00000000 ILS 1589519.56000000 USD 2020-12-16 -14811.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 354546.45000000 0.010566997090 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2550299416.00000000 HUF 8570364.07000000 USD 2020-12-16 354546.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 7615.20000000 0.000226965454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8702149.76000000 USD 645914500.00000000 INR 2020-12-16 7615.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -70889.62000000 -0.00211281316 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10052288.32000000 USD 168743000.00000000 ZAR 2020-12-17 -70889.62000000 N N N N/A N/A N/A 3779.00000000 NC 1174277.53000000 0.034998481136 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-06-15 472422237.50000000 GBP 1174277.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -222735.61000000 -0.00663847160 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11625493.15000000 USD 8832500.00000000 GBP 2020-12-16 -222735.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -16667.06000000 -0.00049674950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551303.73000000 USD 414126.00000000 GBP 2020-12-16 -16667.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -270426.36000000 -0.00805985946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11058538.86000000 USD 96521500.00000000 SEK 2020-12-16 -270426.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 19888.23000000 0.000592754118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1756863.24000000 USD 50861000.00000000 TWD 2020-12-16 19888.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 209223.59000000 0.006235755757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18503388.00000000 CAD 14110257.77000000 USD 2020-12-16 209223.59000000 N N N N/A N/A N/A 6.00000000 NC USD 40374.30000000 0.001203326420 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-21 521532.00000000 USD 40374.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 2512.95000000 0.000074896632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1248115.49000000 USD 60780500.00000000 PHP 2020-12-16 2512.95000000 N N N N/A N/A N/A 533.00000000 NC 601076.32000000 0.017914639180 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Nikkei 225 Index JP9010C00002 2020-12-10 12360270000.00000000 JPY 601076.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -116473.25000000 -0.00347139985 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9500655.21000000 USD 83960500.00000000 SEK 2020-12-16 -116473.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 22212.11000000 0.000662015658 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51495000.00000000 CAD 38708843.71000000 USD 2020-12-16 22212.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 476591.05000000 0.014204446944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35552313.34000000 USD 42004997366.00000000 KRW 2020-12-16 476591.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -16042.23000000 -0.00047812690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1001515.33000000 USD 305904000.00000000 HUF 2020-12-16 -16042.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1404718.59000000 0.041866608036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70909889.47000000 USD 2020-12-16 1404718.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 142982.75000000 0.004261496069 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25079706.00000000 PLN 6632674.59000000 USD 2020-12-16 142982.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 37744.61000000 0.001124950437 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5566006.00000000 NOK 634601.42000000 USD 2020-12-16 37744.61000000 N N N N/A N/A N/A 43.00000000 NC USD 7648.30000000 0.000227951975 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long SGX NIFTY 50 Index XC0006013996 2020-10-29 967844.00000000 USD 7648.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -120763.64000000 -0.00359927178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162093500.00000000 MXN 7145988.46000000 USD 2020-12-16 -120763.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 10547.30000000 0.000314354546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168514938.00000000 MXN 7565176.45000000 USD 2020-12-16 10547.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -218978.38000000 -0.00652649012 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3542833000.00000000 JPY 33409510.97000000 USD 2020-12-16 -218978.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -132719.97000000 -0.00395562143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4693678.26000000 USD 17525094000.00000000 COP 2020-12-16 -132719.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -14804.62000000 -0.00044124084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8180454.10000000 USD 605563000.00000000 INR 2020-12-16 -14804.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 365.46000000 0.000010892267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2759694.26000000 USD 204685500.00000000 INR 2020-12-16 365.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 189733.50000000 0.005654867909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18318355.00000000 CAD 13951757.99000000 USD 2020-12-16 189733.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 75573.99000000 0.002252427382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24443925.00000000 PLN 6400749.43000000 USD 2020-12-16 75573.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -9050.87000000 -0.00026975454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 501041.34000000 USD 7377496232.00000000 IDR 2020-12-16 -9050.87000000 N N N N/A N/A N/A 341.00000000 NC USD 2153575.23000000 0.064185731344 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long NASDAQ 100 E-Mini Index US6311011026 2020-12-18 77797445.00000000 USD 2153575.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -77738.49000000 -0.00231693871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6908846.54000000 USD 6277000.00000000 CHF 2020-12-16 -77738.49000000 N N N N/A N/A N/A 310.00000000 NC USD 4558.45000000 0.000135861261 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2020-12-21 68761875.00000000 USD 4558.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 7298.43000000 0.000217524357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1864489.56000000 USD 53581500.00000000 TWD 2020-12-16 7298.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 616509.70000000 0.018374619759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35412394.69000000 USD 42004997366.00000000 KRW 2020-12-16 616509.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -805617.72000000 -0.02401084569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50033652.52000000 USD 41913500.00000000 EUR 2020-12-16 -805617.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -5853.60000000 -0.00017446225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5260500.00000000 ILS 1531551.54000000 USD 2020-12-16 -5853.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 85168.41000000 0.002538382038 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5818425.03000000 USD 168995310.00000000 TWD 2020-12-16 85168.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 13666.63000000 0.000407323890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3122500.00000000 SGD 2301363.26000000 USD 2020-12-16 13666.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -139593.16000000 -0.00416047182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3224568.07000000 USD 11853753500.00000000 COP 2020-12-16 -139593.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -16043.49000000 -0.00047816446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1001516.59000000 USD 305904000.00000000 HUF 2020-12-16 -16043.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2288.25000000 -0.00006819961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 520257.50000000 USD 38412500.00000000 INR 2020-12-16 -2288.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -4245.67000000 -0.00012653908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 545463.33000000 USD 12072500.00000000 MXN 2020-12-16 -4245.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 18470.92000000 0.000550512232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5546375.58000000 USD 270451352.00000000 PHP 2020-12-16 18470.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -165999.20000000 -0.00494748449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53551000.00000000 GBP 68968342.02000000 USD 2020-12-16 -165999.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 5453.38000000 0.000162533994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1306527.36000000 USD 2020-12-16 5453.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 79422.50000000 0.002367129402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24443925.00000000 PLN 6404597.94000000 USD 2020-12-16 79422.50000000 N N N United States of America 254900HROIFWPRGM1V77 9127963A5 71680000.00000000 PA USD 71671219.20000000 2.136108159398 Long STIV UST US N 2 2020-11-19 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -297.36000000 -0.00000886259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 492287.83000000 USD 7377496232.00000000 IDR 2020-12-16 -297.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 20494.56000000 0.000610825340 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83062750.00000000 NOK 8927521.98000000 USD 2020-12-16 20494.56000000 N N N N/A N/A N/A 82.00000000 NC USD 222339.81000000 0.006626675081 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-02 3544450.00000000 USD 222339.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -18413.52000000 -0.00054880146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 338293500.00000000 INR 4543268.98000000 USD 2020-12-16 -18413.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -15870.84000000 -0.00047301875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 664833.30000000 USD 502682.00000000 GBP 2020-12-16 -15870.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -139200.09000000 -0.00414875666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16652881.11000000 USD 14060000.00000000 EUR 2020-12-16 -139200.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 54519.41000000 0.001624911056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3980144.00000000 CHF 4386014.35000000 USD 2020-12-16 54519.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -123543.21000000 -0.00368211482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 152944500.00000000 MXN 6733053.55000000 USD 2020-12-16 -123543.21000000 N N N N/A N/A N/A 13.00000000 NC USD -5231.85000000 -0.00015593145 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-10 568301.50000000 USD -5231.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 45440.11000000 0.001354309174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26818843.37000000 USD 2830209500.00000000 JPY 2020-12-16 45440.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -289143.95000000 -0.00861772351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97940633.74000000 USD 10287792500.00000000 JPY 2020-12-16 -289143.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2214.48000000 -0.00006600095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 81273.28000000 USD 1763500.00000000 MXN 2020-12-16 -2214.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 262713.48000000 0.007829982724 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1903525983.00000000 HUF 6394943.37000000 USD 2020-12-16 262713.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -4741.34000000 -0.00014131216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 633965.42000000 USD 2153000.00000000 ILS 2020-12-16 -4741.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -227800.84000000 -0.00678943707 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29106500.00000000 AUD 20624095.82000000 USD 2020-12-16 -227800.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -12043.32000000 -0.00035894232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 709864.97000000 USD 540528.00000000 GBP 2020-12-16 -12043.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -270403.18000000 -0.00805916859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92007250.00000000 NOK 9595765.45000000 USD 2020-12-16 -270403.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 591388.81000000 0.017625910044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35437515.57000000 USD 42004997364.00000000 KRW 2020-12-16 591388.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -27631.42000000 -0.00082353422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38098153000.00000000 IDR 2513058.21000000 USD 2020-12-16 -27631.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 151585.76000000 0.004517902477 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18487139.00000000 PLN 4935367.32000000 USD 2020-12-16 151585.76000000 N N N N/A N/A N/A -3060.00000000 NC USD -1668289.00000000 -0.04972213093 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Brent Crude Oil 2020-10-30 -129438000.00000000 USD -1668289.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -12236.62000000 -0.00036470349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 663824.98000000 USD 504716.00000000 GBP 2020-12-16 -12236.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 45427.65000000 0.001353937813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25184650.00000000 PLN 6562275.08000000 USD 2020-12-16 45427.65000000 N N N N/A N/A N/A -30.00000000 NC USD -257796.75000000 -0.00768344319 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-09 -5003962.50000000 USD -257796.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -33769.53000000 -0.00100647609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192974794.00000000 INR 2568378.43000000 USD 2020-12-16 -33769.53000000 N N N N/A N/A N/A -9.00000000 NC USD -56636.37000000 -0.00168800549 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-08 -782099.82000000 USD -56636.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 29446.43000000 0.000877629264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2669000.00000000 AUD 1941518.04000000 USD 2020-12-16 29446.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -1574918.91000000 -0.04693930383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52686481.36000000 USD 71345006.00000000 AUD 2020-12-16 -1574918.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -220126.45000000 -0.00656070750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74706500.00000000 NOK 7790839.28000000 USD 2020-12-16 -220126.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -2811473.29000000 -0.08379390083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125946900.91000000 USD 104839382.00000000 EUR 2020-12-16 -2811473.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -3982.84000000 -0.00011870562 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500669.47000000 USD 1699500.00000000 ILS 2020-12-16 -3982.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 95805.11000000 0.002855401086 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6530000.00000000 EUR 7765388.11000000 USD 2020-12-16 95805.11000000 N N N N/A N/A N/A 606.00000000 NC USD 2225605.65000000 0.066332545220 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean 2020-11-13 31012050.00000000 USD 2225605.65000000 N N N N/A N/A N/A -28.00000000 NC USD 18348.40000000 0.000546860614 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-04 -1231783.00000000 USD 18348.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -11807.24000000 -0.00035190613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 709812.21000000 USD 540670.00000000 GBP 2020-12-16 -11807.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -49294.45000000 -0.00146918495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11368192500.00000000 COP 2909311.75000000 USD 2020-12-16 -49294.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -127877.21000000 -0.00381128652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7912511.08000000 USD 69649305.00000000 SEK 2020-12-16 -127877.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 82763.52000000 0.002466706055 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5820829.92000000 USD 168995310.00000000 TWD 2020-12-16 82763.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -8792.67000000 -0.00026205908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2338500.00000000 SGD 1704507.11000000 USD 2020-12-16 -8792.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 6576.88000000 0.000196019088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6182386.18000000 USD 104629043.00000000 ZAR 2020-12-17 6576.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -7608.52000000 -0.00022676636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 415272000.00000000 HUF 1330194.80000000 USD 2020-12-16 -7608.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 39664.73000000 0.001182178206 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26329106.88000000 USD 35991000.00000000 SGD 2020-12-16 39664.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -22994.12000000 -0.00068532289 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5334000.00000000 EUR 6241868.93000000 USD 2020-12-16 -22994.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 319888.68000000 0.009534047656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2560764500.00000000 HUF 8569419.69000000 USD 2020-12-16 319888.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 128149.73000000 0.003819408779 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13745500.00000000 CAD 10454726.96000000 USD 2020-12-16 128149.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 3034.87000000 0.000090452076 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67342080500.00000000 IDR 4493943.53000000 USD 2020-12-16 3034.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 39805.97000000 0.001186387761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5978066.00000000 NOK 680849.01000000 USD 2020-12-16 39805.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -178558.06000000 -0.00532179211 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18109951.51000000 USD 15267062.00000000 EUR 2020-12-16 -178558.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 5104.11000000 0.000152124257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3454000.00000000 BRL 618815.88000000 USD 2020-12-16 5104.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 1919.37000000 0.000057205416 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153181.23000000 USD 216500.00000000 AUD 2020-12-16 1919.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -213115.33000000 -0.00635174621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5892763.03000000 USD 21949254.00000000 PLN 2020-12-16 -213115.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -2535.77000000 -0.00007557676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4172189500.00000000 COP 1083289.06000000 USD 2020-12-16 -2535.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 2228.56000000 0.000066420597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9540248.00000000 BRL 1697353.78000000 USD 2020-12-16 2228.56000000 N N N N/A N/A N/A 45.00000000 NC 9.54000000 0.000000284332 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euroswiss 2021-03-15 11337750.00000000 CHF 9.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 2200.74000000 0.000065591442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 182906.56000000 USD 2020-12-16 2200.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -18974.50000000 -0.00056552106 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7424852000.00000000 COP 1913365.51000000 USD 2020-12-16 -18974.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -6215.46000000 -0.00018524722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 498205.93000000 USD 7377496232.00000000 IDR 2020-12-16 -6215.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 43766.70000000 0.001304434416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3686000.00000000 AUD 2684417.11000000 USD 2020-12-16 43766.70000000 N N N N/A N/A N/A 1334.00000000 NC -353565.29000000 -0.01053775433 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2020-12-17 256528200.00000000 CAD -353565.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -167335.11000000 -0.00498730031 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20786242.06000000 USD 17555252.00000000 EUR 2020-12-16 -167335.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -35237.41000000 -0.00105022517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5852635.55000000 USD 87233057500.00000000 IDR 2020-12-16 -35237.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -55682.06000000 -0.00165956298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2987616.27000000 USD 910111500.00000000 HUF 2020-12-16 -55682.06000000 N N N N/A N/A N/A -13.00000000 NC USD 6831.91000000 0.000203620070 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-10 -568301.50000000 USD 6831.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 4762.03000000 0.000141928813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2191500.00000000 SGD 1610362.40000000 USD 2020-12-16 4762.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 123548.11000000 0.003682260868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15125500.00000000 GBP 19650568.67000000 USD 2020-12-16 123548.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -12962.49000000 -0.00038633751 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1328995.25000000 USD 19734176500.00000000 IDR 2020-12-16 -12962.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -132714.10000000 -0.00395544648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4693672.39000000 USD 17525094000.00000000 COP 2020-12-16 -132714.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 74739.09000000 0.002227543800 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5357888.00000000 CHF 5905599.67000000 USD 2020-12-16 74739.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 10488.58000000 0.000312604439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5021000.00000000 CHF 5474722.05000000 USD 2020-12-16 10488.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 137892.49000000 0.004109784601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25839698.00000000 PLN 6824241.89000000 USD 2020-12-16 137892.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 30591.30000000 0.000911751275 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1887221.54000000 USD 54899000.00000000 TWD 2020-12-16 30591.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 64930.81000000 0.001935215203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10296340.43000000 USD 1091582000.00000000 JPY 2020-12-16 64930.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 929.51000000 0.000027703364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48586000.00000000 CLP 62866.51000000 USD 2020-12-16 929.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 68314.24000000 0.002036055854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9259000.00000000 CAD 7024320.10000000 USD 2020-12-16 68314.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -131345.90000000 -0.00391466828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18732000.00000000 EUR 21869669.24000000 USD 2020-12-16 -131345.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 60473.23000000 0.001802360298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42437000.00000000 MXN 1962950.25000000 USD 2020-12-16 60473.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 73719.80000000 0.002197164608 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9206000.00000000 CAD 6989908.37000000 USD 2020-12-16 73719.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 35325.09000000 0.001052838417 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29763360.00000000 PLN 7736971.77000000 USD 2020-12-16 35325.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -65499.63000000 -0.00195216846 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1892212.90000000 USD 40747000.00000000 MXN 2020-12-16 -65499.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1002317.29000000 -0.02987333221 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70484817.98000000 USD 105037000.00000000 NZD 2020-12-16 -1002317.29000000 N N N N/A N/A N/A 1064.00000000 NC -370065.93000000 -0.01102954381 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Cocoa 2020-12-14 19109440.00000000 GBP -370065.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.24000000 -0.00000063304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 480649.15000000 USD 23358500.00000000 PHP 2020-12-16 -21.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 107249.72000000 0.003196499299 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39805500.00000000 GBP 51496150.39000000 USD 2020-12-16 107249.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -65588.41000000 -0.00195481448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26242590.00000000 PLN 6725014.40000000 USD 2020-12-16 -65588.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -10398.24000000 -0.00030991192 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22285500.00000000 ZAR 1307822.13000000 USD 2020-12-17 -10398.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 143218.74000000 0.004268529578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18077500.00000000 CAD 13724296.18000000 USD 2020-12-16 143218.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 305.28000000 0.000009098646 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1251876.66000000 USD 60856000.00000000 PHP 2020-12-16 305.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 18122.73000000 0.000540134685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5546723.73000000 USD 270451350.00000000 PHP 2020-12-16 18122.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -135956.24000000 -0.00405207608 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17929024.71000000 USD 15149290.00000000 EUR 2020-12-16 -135956.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 915780.43000000 0.027294164527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70420951.31000000 USD 2020-12-16 915780.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -213107.97000000 -0.00635152685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5892755.67000000 USD 21949254.00000000 PLN 2020-12-16 -213107.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.71000000 0.000037753363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 247385.73000000 USD 12084500.00000000 PHP 2020-12-16 1266.71000000 N N N N/A N/A N/A 4289.00000000 NC 137636.34000000 0.004102150238 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-06-13 1077879312.50000000 EUR 137636.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1027.73000000 -0.00003063073 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 305500.00000000 SGD 222796.55000000 USD 2020-12-16 -1027.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 161.80000000 0.000004822330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260927000.00000000 IDR 17562.50000000 USD 2020-12-16 161.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 770262.82000000 0.022957118813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70275433.70000000 USD 2020-12-16 770262.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -13887.11000000 -0.00041389513 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 715594.67000000 USD 543538.00000000 GBP 2020-12-16 -13887.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -414.09000000 -0.00001234164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6163000.00000000 PHP 126396.70000000 USD 2020-12-16 -414.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 616553.96000000 0.018375938896 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35412350.42000000 USD 42004997364.00000000 KRW 2020-12-16 616553.96000000 N N N N/A N/A N/A -37.00000000 NC USD 33304.44000000 0.000992614424 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-09 -6173348.25000000 USD 33304.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 38469.71000000 0.001146561511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8360032.00000000 NOK 934936.95000000 USD 2020-12-16 38469.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -6215.46000000 -0.00018524722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 498205.93000000 USD 7377496232.00000000 IDR 2020-12-16 -6215.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -67514.56000000 -0.00201222197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4168884500.00000000 KRW 3508258.57000000 USD 2020-12-16 -67514.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -16856.61000000 -0.00050239890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 562185.34000000 USD 422408.00000000 GBP 2020-12-16 -16856.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -151205.11000000 -0.00450655748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 301241500.00000000 TWD 10372207.30000000 USD 2020-12-16 -151205.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -352.14000000 -0.00001049527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 180353.68000000 USD 2020-12-16 -352.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 232906.46000000 0.006941606339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86372000.00000000 SEK 9886619.39000000 USD 2020-12-16 232906.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -192642.27000000 -0.00574156166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4982396.93000000 USD 44667000.00000000 NOK 2020-12-16 -192642.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 3627.84000000 0.000108125112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 184333.66000000 USD 2020-12-16 3627.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -109597.70000000 -0.00326647912 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67676500.00000000 NOK 7147523.47000000 USD 2020-12-16 -109597.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1266843.04000000 -0.03775732831 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34618939.16000000 USD 298402000.00000000 SEK 2020-12-16 -1266843.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -247.84000000 -0.00000738668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8133464000.00000000 IDR 542156.61000000 USD 2020-12-16 -247.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 601970.49000000 0.017941289261 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35426933.90000000 USD 42004997366.00000000 KRW 2020-12-16 601970.49000000 N N N N/A N/A N/A 1.00000000 NC USD -229.45000000 -0.00000683858 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-09 60029.75000000 USD -229.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 69605.49000000 0.002074540614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9269000.00000000 CHF 10156835.14000000 USD 2020-12-16 69605.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 286378.01000000 0.008535286697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78048000.00000000 NOK 8655661.18000000 USD 2020-12-16 286378.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -162415.15000000 -0.00484066450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19864993.68000000 USD 16775076.00000000 EUR 2020-12-16 -162415.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -210047.26000000 -0.00626030463 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20828954.21000000 USD 17555252.00000000 EUR 2020-12-16 -210047.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 260879.73000000 0.007775329150 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28097000.00000000 CAD 21369303.62000000 USD 2020-12-16 260879.73000000 N N N N/A N/A N/A 5.00000000 NC USD -9555.18000000 -0.00028478513 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-14 834326.25000000 USD -9555.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -7389.94000000 -0.00022025174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 232389.28000000 USD 176499000.00000000 CLP 2020-12-16 -7389.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -68612.54000000 -0.00204494646 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15333000.00000000 GBP 19726290.52000000 USD 2020-12-16 -68612.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 255660.70000000 0.007619779786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24514500.00000000 BRL 4611432.92000000 USD 2020-12-16 255660.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -28679.91000000 -0.00085478369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1272394.07000000 USD 2020-12-16 -28679.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -2448.07000000 -0.00007296293 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83062750.00000000 NOK 8904579.35000000 USD 2020-12-16 -2448.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 804.02000000 0.000023963226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 252344.30000000 USD 12303000.00000000 PHP 2020-12-16 804.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -289512.59000000 -0.00862871055 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13495681.45000000 USD 118155908.00000000 SEK 2020-12-16 -289512.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -478081.10000000 -0.01424885679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26943808.99000000 USD 35228000.00000000 CAD 2020-12-16 -478081.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 42325.35000000 0.001261476035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3033235.46000000 USD 228083000.00000000 INR 2020-12-16 42325.35000000 N N N N/A N/A N/A 31.00000000 NC USD 13204.51000000 0.000393550742 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-13 1857675.00000000 USD 13204.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -951809.13000000 -0.02836797352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52084349.70000000 USD 68061500.00000000 CAD 2020-12-16 -951809.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 35617.12000000 0.001061542157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7757470.00000000 NOK 867470.12000000 USD 2020-12-16 35617.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -16666.37000000 -0.00049672894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 551303.04000000 USD 414126.00000000 GBP 2020-12-16 -16666.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -1689.22000000 -0.00005034596 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 395843.57000000 USD 459532500.00000000 KRW 2020-12-16 -1689.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 19631.72000000 0.000585109026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5310500.00000000 EUR 6256893.67000000 USD 2020-12-16 19631.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -310448.44000000 -0.00925268822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6907124.56000000 USD 61517500.00000000 NOK 2020-12-16 -310448.44000000 N N N N/A N/A N/A 1964.00000000 NC USD 188649.41000000 0.005622557401 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-09-13 490067100.00000000 USD 188649.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -135803.22000000 -0.00404751543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14370485.27000000 USD 18947500.00000000 CAD 2020-12-16 -135803.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -76066.90000000 -0.00226711820 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4897129.29000000 USD 4430000.00000000 CHF 2020-12-16 -76066.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -605.70000000 -0.00001805244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141665.94000000 USD 10461000.00000000 INR 2020-12-16 -605.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -131318.56000000 -0.00391385343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18732000.00000000 EUR 21869696.58000000 USD 2020-12-16 -131318.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -4968.38000000 -0.00014807892 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1619000.00000000 SGD 1181190.42000000 USD 2020-12-16 -4968.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -92554.67000000 -0.00275852410 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113265250.00000000 ZAR 6607252.84000000 USD 2020-12-17 -92554.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 33266.45000000 0.000991482160 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5531580.01000000 USD 270451350.00000000 PHP 2020-12-16 33266.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 87170.97000000 0.002598066872 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5816422.47000000 USD 168995310.00000000 TWD 2020-12-16 87170.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -124229.20000000 -0.00370256025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11542000.00000000 AUD 8144459.62000000 USD 2020-12-16 -124229.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -163690.63000000 -0.00487867925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20782597.58000000 USD 17555252.00000000 EUR 2020-12-16 -163690.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -3023.39000000 -0.00009010992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6275500.00000000 TWD 216201.63000000 USD 2020-12-16 -3023.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -153236.44000000 -0.00456709978 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6884497.75000000 USD 113797000.00000000 ZAR 2020-12-17 -153236.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -23750.73000000 -0.00070787310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4824491.29000000 USD 356022000.00000000 INR 2020-12-16 -23750.73000000 N N N N/A N/A N/A 19.00000000 NC USD 262595.34000000 0.007826461648 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-07 3168687.00000000 USD 262595.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -190340.34000000 -0.00567295433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2823166.62000000 USD 24552500.00000000 NOK 2020-12-16 -190340.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 276059.42000000 0.008227748685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33301500.00000000 CAD 25294466.30000000 USD 2020-12-16 276059.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -120828.90000000 -0.00360121680 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5401938.96000000 USD 89281110.00000000 ZAR 2020-12-17 -120828.90000000 N N N N/A N/A N/A -4.00000000 NC USD -22474.30000000 -0.00066983003 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-30 -667350.00000000 USD -22474.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -197330.17000000 -0.00588128109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20816237.12000000 USD 17555252.00000000 EUR 2020-12-16 -197330.17000000 N N N N/A N/A N/A 59.00000000 NC -37566.43000000 -0.00111963991 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2020-12-14 8974490000.00000000 JPY -37566.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -40265.55000000 -0.00120008520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48037880000.00000000 IDR 3163284.59000000 USD 2020-12-16 -40265.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -159317.92000000 -0.00474835383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6890579.23000000 USD 113797000.00000000 ZAR 2020-12-17 -159317.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -19913.72000000 -0.00059351382 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1251527.72000000 USD 954000.00000000 GBP 2020-12-16 -19913.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -166149.99000000 -0.00495197867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 121692630.00000000 ZAR 7032149.54000000 USD 2020-12-17 -166149.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 83200.99000000 0.002479744527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19393678.00000000 NOK 2162833.82000000 USD 2020-12-16 83200.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -64708.15000000 -0.00192857898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1706298.57000000 USD 6344000.00000000 PLN 2020-12-16 -64708.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -2321.41000000 -0.00006918792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88115.37000000 USD 329656000.00000000 COP 2020-12-16 -2321.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -746560.60000000 -0.02225069151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27816567.75000000 USD 242196000.00000000 SEK 2020-12-16 -746560.60000000 N N N N/A N/A N/A -36.00000000 NC USD 51544.80000000 0.001536254986 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-01 -1582749.00000000 USD 51544.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -28728.66000000 -0.00085623665 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1272345.32000000 USD 2020-12-16 -28728.66000000 N N N N/A N/A N/A 2.00000000 NC USD -5025.86000000 -0.00014979207 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-25 174020.04000000 USD -5025.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -82062.45000000 -0.00244581117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27037820.00000000 PLN 6914316.21000000 USD 2020-12-16 -82062.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 59815.82000000 0.001782766675 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30067833.08000000 USD 3174012000.00000000 JPY 2020-12-16 59815.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 4922.71000000 0.000146717763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1305996.69000000 USD 2020-12-16 4922.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 81569.35000000 0.002431114693 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15097454.48000000 USD 1599142500.00000000 JPY 2020-12-16 81569.35000000 N N N N/A N/A N/A -17.00000000 NC USD 47061.10000000 0.001402621593 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-15 -1020913.75000000 USD 47061.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -44135.67000000 -0.00131543129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85879000.00000000 NOK 9164885.31000000 USD 2020-12-16 -44135.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 215837.34000000 0.006432873728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18503388.00000000 CAD 14116871.52000000 USD 2020-12-16 215837.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -37883.61000000 -0.00112909323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23612599.06000000 USD 2483646500.00000000 JPY 2020-12-16 -37883.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 823.72000000 0.000024550370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1302500.00000000 AUD 933934.72000000 USD 2020-12-16 823.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -135735.22000000 -0.00404548874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8156267.08000000 USD 71759890.00000000 SEK 2020-12-16 -135735.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -154842.22000000 -0.00461495888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18625157.19000000 USD 15725908.00000000 EUR 2020-12-16 -154842.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 31833.84000000 0.000948784269 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4393000.00000000 NZD 2937825.31000000 USD 2020-12-16 31833.84000000 N N N N/A N/A N/A -28.00000000 NC USD -233836.87000000 -0.00696933652 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-13 -4673333.00000000 USD -233836.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -39245.71000000 -0.00116968962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3060697.87000000 USD 45307284000.00000000 IDR 2020-12-16 -39245.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 64917.94000000 0.001934831622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10296353.30000000 USD 1091582000.00000000 JPY 2020-12-16 64917.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 36071.48000000 0.001075084024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3354000.00000000 EUR 3975394.82000000 USD 2020-12-16 36071.48000000 N N N United States of America 254900HROIFWPRGM1V77 912796UC1 130247000.00000000 PA USD 130203407.63000000 3.880617136480 Long STIV UST US N 2 2021-01-28 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -55321.29000000 -0.00164881050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1266179.35000000 USD 375866500.00000000 HUF 2020-12-16 -55321.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -108335.12000000 -0.00322884885 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2781510.71000000 USD 2070624.00000000 GBP 2020-12-16 -108335.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 642.31000000 0.000019143578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141753290.00000000 CLP 181348.13000000 USD 2020-12-16 642.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -54302.32000000 -0.00161844084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192974794.00000000 INR 2547845.64000000 USD 2020-12-16 -54302.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -6214.84000000 -0.00018522875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 498205.31000000 USD 7377496232.00000000 IDR 2020-12-16 -6214.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 70656.41000000 0.002105862514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30665280.00000000 PLN 8005686.32000000 USD 2020-12-16 70656.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -132565.09000000 -0.00395100534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5258348.38000000 USD 86655195.00000000 ZAR 2020-12-17 -132565.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -2084675.58000000 -0.06213222777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125220100.85000000 USD 104839380.00000000 EUR 2020-12-16 -2084675.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -234026.83000000 -0.00697499814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8207888.36000000 USD 6176500.00000000 GBP 2020-12-16 -234026.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 20483.40000000 0.000610492724 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83062750.00000000 NOK 8927510.82000000 USD 2020-12-16 20483.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -34396.07000000 -0.00102514965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21182000.00000000 NOK 2237003.02000000 USD 2020-12-16 -34396.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -84775.08000000 -0.00252665912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7422095000.00000000 KRW 6281371.04000000 USD 2020-12-16 -84775.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 60538.09000000 0.001804293403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16045500.00000000 BRL 2911526.00000000 USD 2020-12-16 60538.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -662389.80000000 -0.01974204251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60900328.29000000 USD 51287500.00000000 EUR 2020-12-16 -662389.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -210110.84000000 -0.00626219959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20250999.02000000 USD 17063118.00000000 EUR 2020-12-16 -210110.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 714.49000000 0.000021294850 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 181420.31000000 USD 2020-12-16 714.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 6584.61000000 0.000196249475 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6182378.45000000 USD 104629043.00000000 ZAR 2020-12-17 6584.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 9908.18000000 0.000295306043 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21044016000.00000000 IDR 1413291.52000000 USD 2020-12-16 9908.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 80765.20000000 0.002407147592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5822828.20000000 USD 168995309.00000000 TWD 2020-12-16 80765.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 161049.48000000 0.004799961715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1653739000.00000000 HUF 5488587.86000000 USD 2020-12-16 161049.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -185394.77000000 -0.00552555524 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27611620.94000000 USD 36506500.00000000 CAD 2020-12-16 -185394.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 137901.02000000 0.004110038831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25839698.00000000 PLN 6824250.42000000 USD 2020-12-16 137901.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 172897.04000000 0.005153069558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65765000.00000000 SEK 7523385.98000000 USD 2020-12-16 172897.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -127425.10000000 -0.00379781171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 118113435.00000000 ZAR 6859159.74000000 USD 2020-12-17 -127425.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -341.60000000 -0.00001018113 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97497000.00000000 PHP 2005770.91000000 USD 2020-12-16 -341.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -16948.46000000 -0.00050513642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551582.55000000 USD 414124.00000000 GBP 2020-12-16 -16948.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -457813.32000000 -0.01364479046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68479000.00000000 NZD 44841387.58000000 USD 2020-12-16 -457813.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3580.98000000 -0.00010672848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2851794.53000000 USD 81532500.00000000 TWD 2020-12-16 -3580.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 31493.59000000 0.000938643367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29763360.00000000 PLN 7733140.27000000 USD 2020-12-16 31493.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -75939.80000000 -0.00226333008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 24079115.08000000 USD 2020-12-17 -75939.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 14833.70000000 0.000442107556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3780500.00000000 SGD 2784613.40000000 USD 2020-12-16 14833.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 38470.87000000 0.001146596084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8360032.00000000 NOK 934938.11000000 USD 2020-12-16 38470.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 53616.82000000 0.001598010023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3838762.00000000 CHF 4231249.13000000 USD 2020-12-16 53616.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -16857.31000000 -0.00050241976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 562186.04000000 USD 422408.00000000 GBP 2020-12-16 -16857.31000000 N N N N/A N/A N/A -24.00000000 NC USD -2818.80000000 -0.00008401226 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-23 -1058478.00000000 USD -2818.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -178580.70000000 -0.00532246687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18109974.15000000 USD 15267062.00000000 EUR 2020-12-16 -178580.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -82071.09000000 -0.00244606868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27037820.00000000 PLN 6914307.57000000 USD 2020-12-16 -82071.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 770174.97000000 0.022954500508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70275345.85000000 USD 2020-12-16 770174.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -22215.72000000 -0.00066212325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1612731.00000000 USD 1461500.00000000 CHF 2020-12-16 -22215.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 178615.64000000 0.005323508240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22173154.00000000 PLN 5916200.30000000 USD 2020-12-16 178615.64000000 N N N N/A N/A N/A -47.00000000 NC USD -16629.65000000 -0.00049563453 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-23 -4092666.00000000 USD -16629.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -219020.14000000 -0.00652773474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3542833000.00000000 JPY 33409469.21000000 USD 2020-12-16 -219020.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -30224.21000000 -0.00090081042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4564424.61000000 USD 15514558.00000000 ILS 2020-12-16 -30224.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -40781.31000000 -0.00121545705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5024248.49000000 USD 4243000.00000000 EUR 2020-12-16 -40781.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 4956.43000000 0.000147722763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1306030.41000000 USD 2020-12-16 4956.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 109.89000000 0.000003275190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29487500.00000000 COP 7784.10000000 USD 2020-12-16 109.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -12711.49000000 -0.00037885664 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 681005.39000000 USD 517656.00000000 GBP 2020-12-16 -12711.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -149987.71000000 -0.00447027376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17762889.09000000 USD 26625500.00000000 NZD 2020-12-16 -149987.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 18463.98000000 0.000550305391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5546382.48000000 USD 270451350.00000000 PHP 2020-12-16 18463.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -227826.62000000 -0.00679020543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29106500.00000000 AUD 20624070.04000000 USD 2020-12-16 -227826.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -108338.60000000 -0.00322895257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2781514.19000000 USD 2070624.00000000 GBP 2020-12-16 -108338.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1500.68000000 -0.00004472666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1057012.98000000 USD 1230589500.00000000 KRW 2020-12-16 -1500.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 4688.46000000 0.000139736114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1055500.00000000 ILS 313163.15000000 USD 2020-12-16 4688.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 6902.31000000 0.000205718290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1414359.45000000 USD 105400500.00000000 INR 2020-12-16 6902.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 254961.50000000 0.007598940642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2681731500.00000000 HUF 8894189.03000000 USD 2020-12-16 254961.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -2101.89000000 -0.00006264529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 699852500.00000000 CLP 890063.78000000 USD 2020-12-16 -2101.89000000 N N N N/A N/A N/A 538.00000000 NC USD 454206.04000000 0.013537278128 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Taiwan Index TAMSCI Index 2020-10-29 26523400.00000000 USD 454206.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -33783.42000000 -0.00100689007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5816660.13000000 USD 8742000.00000000 NZD 2020-12-16 -33783.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 3121.09000000 0.000093021799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66114000.00000000 ZAR 3913862.24000000 USD 2020-12-17 3121.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 44463.57000000 0.001325204115 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42365000.00000000 GBP 54737678.75000000 USD 2020-12-16 44463.57000000 N N N N/A N/A N/A -3.00000000 NC USD -5755.60000000 -0.00017154143 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-30 -179489.25000000 USD -5755.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 44531.99000000 0.001327243323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42365000.00000000 GBP 54737747.17000000 USD 2020-12-16 44531.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 72784.00000000 0.002169273775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9540248.00000000 BRL 1767909.22000000 USD 2020-12-16 72784.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -2660.18000000 -0.00007928471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1695568000.00000000 KRW 1451677.67000000 USD 2020-12-16 -2660.18000000 N N N N/A N/A N/A 1782.00000000 NC USD 355649.08000000 0.010599860169 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cocoa 2020-12-15 45369720.00000000 USD 355649.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 245791.30000000 0.007325629552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46290000.00000000 GBP 60006181.49000000 USD 2020-12-16 245791.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -79029.85000000 -0.00235542675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1963080.89000000 USD 7281000.00000000 PLN 2020-12-16 -79029.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -169.14000000 -0.00000504109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 365394.69000000 USD 498500.00000000 SGD 2020-12-16 -169.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -409.88000000 -0.00001221617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1300664.10000000 USD 2020-12-16 -409.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -951874.24000000 -0.02836991408 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52084414.81000000 USD 68061500.00000000 CAD 2020-12-16 -951874.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -170714.86000000 -0.00508803128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20789621.81000000 USD 17555252.00000000 EUR 2020-12-16 -170714.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -53949.36000000 -0.00160792113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1059993.30000000 USD 22441000.00000000 MXN 2020-12-16 -53949.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -14814.84000000 -0.00044154544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8180464.32000000 USD 605563000.00000000 INR 2020-12-16 -14814.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 340947.93000000 0.010161703168 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54678500.00000000 CAD 41419246.52000000 USD 2020-12-16 340947.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -252044.48000000 -0.00751200099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20692526.16000000 USD 17403338.00000000 EUR 2020-12-16 -252044.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -16434.96000000 -0.00048983193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 545724.31000000 USD 409984.00000000 GBP 2020-12-16 -16434.96000000 N N N N/A N/A N/A 18.00000000 NC USD -63449.10000000 -0.00189105392 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-18 1567404.00000000 USD -63449.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 48258.95000000 0.001438322635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28771000.00000000 SEK 3263965.14000000 USD 2020-12-16 48258.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -147592.11000000 -0.00439887466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 118113435.00000000 ZAR 6838992.73000000 USD 2020-12-17 -147592.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -68637.20000000 -0.00204568144 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15333000.00000000 GBP 19726265.86000000 USD 2020-12-16 -68637.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -22347.32000000 -0.00066604549 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21694574.13000000 USD 32762000.00000000 NZD 2020-12-16 -22347.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 232894.10000000 0.006941237959 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86372000.00000000 SEK 9886607.03000000 USD 2020-12-16 232894.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 112449.29000000 0.003351468672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6891115.14000000 USD 8165241500.00000000 KRW 2020-12-16 112449.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -49290.81000000 -0.00146907646 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11368192500.00000000 COP 2909315.39000000 USD 2020-12-16 -49290.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 70646.40000000 0.002105564174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30665280.00000000 PLN 8005676.31000000 USD 2020-12-16 70646.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1266799.76000000 -0.03775603839 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34618895.88000000 USD 298402000.00000000 SEK 2020-12-16 -1266799.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 2200.97000000 0.000065598297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 182906.79000000 USD 2020-12-16 2200.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 263259.89000000 0.007846268074 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34297562.00000000 NOK 3941073.65000000 USD 2020-12-16 263259.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 1516.97000000 0.000045212179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8686000.00000000 MXN 390915.74000000 USD 2020-12-16 1516.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 123480.73000000 0.003680252656 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5007000.00000000 AUD 3710495.54000000 USD 2020-12-16 123480.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 160922.65000000 0.004796181640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22845067.00000000 PLN 6072373.32000000 USD 2020-12-16 160922.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -87541.93000000 -0.00260912306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25739670.00000000 PLN 6572923.96000000 USD 2020-12-16 -87541.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -32315.90000000 -0.00096315171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192974794.00000000 INR 2569832.06000000 USD 2020-12-16 -32315.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -130423.08000000 -0.00388716431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23606500.00000000 NZD 15485394.70000000 USD 2020-12-16 -130423.08000000 N N N United States of America 254900HROIFWPRGM1V77 9127963T4 16182000.00000000 PA USD 16177760.15000000 0.482166284359 Long STIV UST US N 2 2021-01-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 48254.87000000 0.001438201033 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28771000.00000000 SEK 3263961.06000000 USD 2020-12-16 48254.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -13430.85000000 -0.00040029664 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 953700.87000000 USD 14099538500.00000000 IDR 2020-12-16 -13430.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -52726.51000000 -0.00157147498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85879000.00000000 NOK 9156294.47000000 USD 2020-12-16 -52726.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 928.66000000 0.000027678030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 197979.53000000 USD 156032000.00000000 CLP 2020-12-16 928.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -202634.48000000 -0.00603937216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9479265.34000000 USD 2879590000.00000000 HUF 2020-12-16 -202634.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -67204.22000000 -0.00200297252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25962500.00000000 ILS 7520454.92000000 USD 2020-12-16 -67204.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -232335.14000000 -0.00692457856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92007250.00000000 NOK 9633833.49000000 USD 2020-12-16 -232335.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -88789.87000000 -0.00264631699 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10070188.57000000 USD 168743000.00000000 ZAR 2020-12-17 -88789.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 200.70000000 0.000005981716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1251981.24000000 USD 60856000.00000000 PHP 2020-12-16 200.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 334182.42000000 0.009960062101 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2411789084.00000000 HUF 8103787.48000000 USD 2020-12-16 334182.42000000 N N N N/A N/A N/A 1914.00000000 NC -86474.98000000 -0.00257732340 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2020-12-08 258715380.00000000 EUR -86474.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -784376.62000000 -0.02337777027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51895939.07000000 USD 71345006.00000000 AUD 2020-12-16 -784376.62000000 N N N N/A N/A 000000000 136944300.00000000 PA USD 6353186.15000000 0.189352056860 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-10-23 0.00000000 USD 0.00000000 USD 136944300.00000000 USD 6353186.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -25798.90000000 -0.00076891730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 615684.95000000 USD 5501000.00000000 NOK 2020-12-16 -25798.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -188214.00000000 -0.00560958032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20807120.95000000 USD 17555252.00000000 EUR 2020-12-16 -188214.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -182606.64000000 -0.00544245707 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18114000.09000000 USD 15267062.00000000 EUR 2020-12-16 -182606.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -16257.90000000 -0.00048455479 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1100282000.00000000 KRW 927485.88000000 USD 2020-12-16 -16257.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 8417.35000000 0.000250872947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 572264.34000000 USD 16622500.00000000 TWD 2020-12-16 8417.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 85268.43000000 0.002541363061 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5818325.01000000 USD 168995310.00000000 TWD 2020-12-16 85268.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 156224.65000000 0.004656161193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26702390.00000000 PLN 7065806.54000000 USD 2020-12-16 156224.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -250726.76000000 -0.00747272732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16936717.54000000 USD 15332500.00000000 CHF 2020-12-16 -250726.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -24097.84000000 -0.00071821845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1147316.83000000 USD 881100500.00000000 CLP 2020-12-16 -24097.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 78643.65000000 0.002343916349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3645550.17000000 USD 276185500.00000000 INR 2020-12-16 78643.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -121537.49000000 -0.00362233581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8771117.64000000 USD 77388000.00000000 SEK 2020-12-16 -121537.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 8051.62000000 0.000239972632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2972500.00000000 ILS 876778.31000000 USD 2020-12-16 8051.62000000 N N N N/A N/A N/A -15.00000000 NC USD 66315.75000000 0.001976492324 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-01 -899640.00000000 USD 66315.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 4688.07000000 0.000139724490 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1055500.00000000 ILS 313162.76000000 USD 2020-12-16 4688.07000000 N N N N/A N/A N/A -21.00000000 NC USD 7944.30000000 0.000236774039 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-25 -921768.75000000 USD 7944.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -327088.17000000 -0.00974862317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 173666000.00000000 ZAR 9945513.28000000 USD 2020-12-17 -327088.17000000 N N N N/A N/A 000000000 -96326800.00000000 PA USD -12599544.10000000 -0.37552017751 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -96326800.00000000 USD -12599544.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -66428.02000000 -0.00197983845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68828750.00000000 SEK 7626493.23000000 USD 2020-12-16 -66428.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1761.61000000 0.000052503494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7724684.66000000 USD 221176000.00000000 TWD 2020-12-16 1761.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -151098.49000000 -0.00450337975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18640971.94000000 USD 24611500.00000000 CAD 2020-12-16 -151098.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 172906.45000000 0.005153350016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65765000.00000000 SEK 7523395.39000000 USD 2020-12-16 172906.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 4037134.75000000 0.120323842350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 184600000.00000000 EUR 220852605.28000000 USD 2020-12-16 4037134.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 37083.76000000 0.001105254287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8360030.00000000 NOK 933550.79000000 USD 2020-12-16 37083.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -32312.69000000 -0.00096305604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192974794.00000000 INR 2569835.27000000 USD 2020-12-16 -32312.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -139722.71000000 -0.00416433296 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17223762.31000000 USD 14545612.00000000 EUR 2020-12-16 -139722.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -905420.11000000 -0.02698538278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 124040845.38000000 USD 104839380.00000000 EUR 2020-12-16 -905420.11000000 N N N N/A N/A 000000000 1476280.00000000 PA USD 14562.28000000 0.000434018082 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-02 0.00000000 USD 0.00000000 USD 1476280.00000000 USD 14562.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 15088.03000000 0.000449687675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1332977.30000000 USD 38589500.00000000 TWD 2020-12-16 15088.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -574164.23000000 -0.01711254406 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51685725.24000000 USD 71345004.00000000 AUD 2020-12-16 -574164.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -79027.40000000 -0.00235535373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1963078.44000000 USD 7281000.00000000 PLN 2020-12-16 -79027.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -15870.00000000 -0.00047299371 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 664832.46000000 USD 502682.00000000 GBP 2020-12-16 -15870.00000000 N N N N/A N/A N/A -18.00000000 NC USD -138091.23000000 -0.00411570790 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-12 -3004254.00000000 USD -138091.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 518677.46000000 0.015458801549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39909200.00000000 EUR 47392631.83000000 USD 2020-12-16 518677.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -53166.26000000 -0.00158458141 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4474763.90000000 USD 5885500.00000000 CAD 2020-12-16 -53166.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 18641.53000000 0.000555597139 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6914547000.00000000 COP 1818173.13000000 USD 2020-12-16 18641.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -310439.81000000 -0.00925243101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6907115.93000000 USD 61517500.00000000 NOK 2020-12-16 -310439.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 756.25000000 0.000022539476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5657254.60000000 USD 419597000.00000000 INR 2020-12-16 756.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -332983.94000000 -0.00992434228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5949876.59000000 USD 52380500.00000000 NOK 2020-12-16 -332983.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -166141.20000000 -0.00495171669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 121692630.00000000 ZAR 7032158.33000000 USD 2020-12-17 -166141.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 636.49000000 0.000018970117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137424500.00000000 CLP 175824.01000000 USD 2020-12-16 636.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -321636.24000000 -0.00958613240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49848500.00000000 NZD 32653395.75000000 USD 2020-12-16 -321636.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -86438.64000000 -0.00257624031 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7174379.81000000 USD 6513000.00000000 CHF 2020-12-16 -86438.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 179690.37000000 0.005355539780 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46057474.78000000 USD 35815000.00000000 GBP 2020-12-16 179690.37000000 N N N N/A N/A 000000000 7952960.00000000 PA USD 1131160.00000000 0.033713394756 N/A DCO US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 7952960.00000000 USD 1131160.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 6640.43000000 0.000197913149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2128000.00000000 AUD 1531139.63000000 USD 2020-12-16 6640.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 14559.08000000 0.000433922708 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 24169613.96000000 USD 2020-12-17 14559.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 30101.70000000 0.000897159106 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2022659.16000000 USD 58762000.00000000 TWD 2020-12-16 30101.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -153245.05000000 -0.00456735639 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6884506.36000000 USD 113797000.00000000 ZAR 2020-12-17 -153245.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -9428.71000000 -0.00028101579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54679675000.00000000 IDR 3637049.46000000 USD 2020-12-16 -9428.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -15413.08000000 -0.00045937555 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 353647500.00000000 INR 4753308.79000000 USD 2020-12-16 -15413.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 4865.60000000 0.000145015641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21731500.00000000 MXN 979102.22000000 USD 2020-12-16 4865.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 331252.91000000 0.009872750202 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2676375716.00000000 HUF 8953226.72000000 USD 2020-12-16 331252.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -52370.20000000 -0.00156085542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4320055.26000000 USD 63994797500.00000000 IDR 2020-12-16 -52370.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 217230.28000000 0.006474389284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2275027500.00000000 HUF 7546256.40000000 USD 2020-12-16 217230.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 6569.90000000 0.000195811054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 743731000.00000000 CLP 954671.49000000 USD 2020-12-16 6569.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 40586.14000000 0.001209640156 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3488500.00000000 AUD 2539747.55000000 USD 2020-12-16 40586.14000000 N N N N/A N/A 000000000 -1476280.00000000 PA USD -64717.36000000 -0.00192885348 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-10-02 0.00000000 USD 0.00000000 USD -1476280.00000000 USD -64717.36000000 N N N N/A N/A N/A 3.00000000 NC USD 22959.15000000 0.000684280638 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-22 260757.00000000 USD 22959.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -324.26000000 -0.00000966433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 492314.73000000 USD 7377496232.00000000 IDR 2020-12-16 -324.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 179632.79000000 0.005353823650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46057532.36000000 USD 35815000.00000000 GBP 2020-12-16 179632.79000000 N N N N/A N/A N/A -18.00000000 NC USD -7230.60000000 -0.00021550273 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-10 -1078312.50000000 USD -7230.60000000 N N N N/A N/A N/A -13.00000000 NC USD -18572.19000000 -0.00055353051 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-10 -2169063.00000000 USD -18572.19000000 N N N N/A N/A N/A 36.00000000 NC USD -54329.50000000 -0.00161925092 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-01 1582749.00000000 USD -54329.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 236674.07000000 0.007053897194 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10593500.00000000 CHF 11765325.19000000 USD 2020-12-16 236674.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 309127.71000000 0.009213324832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2637886500.00000000 HUF 8807108.09000000 USD 2020-12-16 309127.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -64255.33000000 -0.00191508301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1532273.73000000 USD 455692500.00000000 HUF 2020-12-16 -64255.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -255.44000000 -0.00000761320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1300818.54000000 USD 2020-12-16 -255.44000000 N N N N/A N/A N/A -10.00000000 NC USD -46752.00000000 -0.00139340909 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-13 -597797.50000000 USD -46752.00000000 N N N N/A N/A N/A -79.00000000 NC USD -103058.05000000 -0.00307156964 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-09 -3423168.75000000 USD -103058.05000000 N N N N/A N/A N/A 682.00000000 NC USD -497987.68000000 -0.01484215782 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-16 30080462.50000000 USD -497987.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -19187.64000000 -0.00057187354 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1159457000.00000000 KRW 975312.25000000 USD 2020-12-16 -19187.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -1739.50000000 -0.00005184452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13881500.00000000 BRL 2464745.73000000 USD 2020-12-16 -1739.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 29448.86000000 0.000877701688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2669000.00000000 AUD 1941520.47000000 USD 2020-12-16 29448.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 96687.40000000 0.002881697093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5729443.27000000 USD 6792507500.00000000 KRW 2020-12-16 96687.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 79414.50000000 0.002366890968 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24443925.00000000 PLN 6404589.94000000 USD 2020-12-16 79414.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -2865.18000000 -0.00008539458 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 132626.21000000 USD 444000.00000000 ILS 2020-12-16 -2865.18000000 N N N N/A N/A N/A -2.00000000 NC USD -10473.90000000 -0.00031216691 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-28 -173868.00000000 USD -10473.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -5024.47000000 -0.00014975064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60097500.00000000 PHP 1231550.46000000 USD 2020-12-16 -5024.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -198613.98000000 -0.00591954410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12512000.00000000 GBP 15954378.07000000 USD 2020-12-16 -198613.98000000 N N N N/A N/A N/A 105.00000000 NC -600.27000000 -0.00001789060 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euroswiss 2021-09-13 26454750.00000000 CHF -600.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 4764.04000000 0.000141988720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2191500.00000000 SGD 1610364.41000000 USD 2020-12-16 4764.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 13497.43000000 0.000402281008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 662668000.00000000 HUF 2148289.68000000 USD 2020-12-16 13497.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 87771.46000000 0.002615964036 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5815821.98000000 USD 168995310.00000000 TWD 2020-12-16 87771.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -232323.10000000 -0.00692421972 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92007250.00000000 NOK 9633845.53000000 USD 2020-12-16 -232323.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 2971.23000000 0.000088555332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 183677.05000000 USD 2020-12-16 2971.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 749.18000000 0.000022328760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5657261.67000000 USD 419597000.00000000 INR 2020-12-16 749.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 164377.03000000 0.004899136904 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20411000.00000000 PLN 5445982.01000000 USD 2020-12-16 164377.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 174700.17000000 0.005206810526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34297562.00000000 NOK 3852513.93000000 USD 2020-12-16 174700.17000000 N N N N/A N/A N/A 20.00000000 NC USD -11146.50000000 -0.00033221326 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-24 877625.00000000 USD -11146.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -3982.21000000 -0.00011868685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500668.84000000 USD 1699500.00000000 ILS 2020-12-16 -3982.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -17228.28000000 -0.00051347625 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9280682500.00000000 COP 2398097.18000000 USD 2020-12-16 -17228.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -16256.74000000 -0.00048452022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1100282000.00000000 KRW 927487.04000000 USD 2020-12-16 -16256.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -75969.90000000 -0.00226422719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359242.00000000 ZAR 24079084.86000000 USD 2020-12-17 -75969.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 23061.50000000 0.000687331105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1800419.48000000 USD 135229000.00000000 INR 2020-12-16 23061.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1544.21000000 -0.00004602404 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 546635.10000000 USD 744000.00000000 SGD 2020-12-16 -1544.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 55979.10000000 0.001668416047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17027965.86000000 USD 1799830000.00000000 JPY 2020-12-16 55979.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -240204.87000000 -0.00715913010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20476278.65000000 USD 17229302.00000000 EUR 2020-12-16 -240204.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -122169.36000000 -0.00364116823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8404974.07000000 USD 140027000.00000000 ZAR 2020-12-17 -122169.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -274247.74000000 -0.00817375289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12978582.24000000 USD 113665984.00000000 SEK 2020-12-16 -274247.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -48868.19000000 -0.00145648058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5923000.00000000 EUR 6907784.20000000 USD 2020-12-16 -48868.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -774234.83000000 -0.02307550166 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408359244.00000000 ZAR 23380820.05000000 USD 2020-12-17 -774234.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -127867.32000000 -0.00381099175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7912501.19000000 USD 69649305.00000000 SEK 2020-12-16 -127867.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 14730.88000000 0.000439043081 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 965500.00000000 AUD 706415.08000000 USD 2020-12-16 14730.88000000 N N N N/A N/A N/A 16.00000000 NC USD 21518.32000000 0.000641337756 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-22 696000.00000000 USD 21518.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -8150.36000000 -0.00024291550 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1036351.01000000 USD 17382500.00000000 ZAR 2020-12-17 -8150.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 158925.56000000 0.004736659836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22397125.00000000 PLN 5954465.56000000 USD 2020-12-16 158925.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 18480.77000000 0.000550805805 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 818304000.00000000 HUF 2654656.11000000 USD 2020-12-16 18480.77000000 N N N N/A N/A N/A 47.00000000 NC USD -46262.44000000 -0.00137881811 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-15 2072535.50000000 USD -46262.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 45168.79000000 0.001346222681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3049395.63000000 USD 88584500.00000000 TWD 2020-12-16 45168.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -346306.34000000 -0.01032140665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16219105.40000000 USD 142014312.00000000 SEK 2020-12-16 -346306.34000000 N N N N/A N/A N/A -3.00000000 NC USD -22780.14000000 -0.00067894537 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-22 -260757.00000000 USD -22780.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -27280.43000000 -0.00081307322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3840195.25000000 USD 5764000.00000000 NZD 2020-12-16 -27280.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 14696.39000000 0.000438015132 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5602890.13000000 USD 7667500.00000000 SGD 2020-12-16 14696.39000000 N N N N/A N/A N/A 987.00000000 NC USD 858029.44000000 0.025572938597 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Copper 2020-12-29 74826937.50000000 USD 858029.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -50922.37000000 -0.00151770391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11702500.00000000 CHF 12684626.77000000 USD 2020-12-16 -50922.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -239094.48000000 -0.00712603574 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21088384.90000000 USD 17751404.00000000 EUR 2020-12-16 -239094.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 2344.91000000 0.000069888323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6263309.11000000 USD 660100000.00000000 JPY 2020-12-16 2344.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 33905.60000000 0.001010531558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7146414.00000000 NOK 800233.53000000 USD 2020-12-16 33905.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -241412.97000000 -0.00719513663 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3807311500.00000000 JPY 35897500.22000000 USD 2020-12-16 -241412.97000000 N N N N/A N/A N/A 11.00000000 NC USD -11397.84000000 -0.00033970426 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-07 484214.50000000 USD -11397.84000000 N N N N/A N/A N/A 4531.00000000 NC 146727.71000000 0.004373111857 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-06-14 1138696937.50000000 EUR 146727.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 2671.38000000 0.000079618523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1046461.13000000 USD 1223151500.00000000 KRW 2020-12-16 2671.38000000 N N N United States of America 254900HROIFWPRGM1V77 9127963U1 55492000.00000000 PA USD 55475612.66000000 1.653409976464 Long STIV UST US N 2 2021-01-14 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9127963K3 65369000.00000000 PA USD 65356066.74000000 1.947889668793 Long STIV UST US N 2 2020-12-17 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19132.49000000 0.000570229841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9540248.00000000 BRL 1714257.71000000 USD 2020-12-16 19132.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -165651.47000000 -0.00493712065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20408227.37000000 USD 17234838.00000000 EUR 2020-12-16 -165651.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 45172.61000000 0.001346336533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3049391.81000000 USD 88584500.00000000 TWD 2020-12-16 45172.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 6860.73000000 0.000204479029 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1851839.08000000 USD 2594500.00000000 AUD 2020-12-16 6860.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -26916.65000000 -0.00080223102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 134758550.00000000 ZAR 7944251.43000000 USD 2020-12-17 -26916.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -28716.83000000 -0.00085588407 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1272357.15000000 USD 2020-12-16 -28716.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 7235.25000000 0.000215641323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 856500.00000000 BRL 159419.42000000 USD 2020-12-16 7235.25000000 N N N N/A N/A N/A 1.00000000 NC USD 916.12000000 0.000027304285 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-19 166818.75000000 USD 916.12000000 N N N N/A N/A N/A 4257.00000000 NC 180991.37000000 0.005394315131 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-03-14 1069890525.00000000 EUR 180991.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 50863.85000000 0.001515959770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3838764.00000000 CHF 4228498.33000000 USD 2020-12-16 50863.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -149016.67000000 -0.00444133263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4034386.88000000 USD 34762500.00000000 SEK 2020-12-16 -149016.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -7992.30000000 -0.00023820464 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 587152.98000000 USD 448614.00000000 GBP 2020-12-16 -7992.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -82099.67000000 -0.00244692049 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25739670.00000000 PLN 6578366.22000000 USD 2020-12-16 -82099.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -135725.02000000 -0.00404518474 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8156256.88000000 USD 71759890.00000000 SEK 2020-12-16 -135725.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -30705.77000000 -0.00091516297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4507005.86000000 USD 15316442.00000000 ILS 2020-12-16 -30705.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -139589.13000000 -0.00416035171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3224564.04000000 USD 11853753500.00000000 COP 2020-12-16 -139589.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 18129.66000000 0.000540341228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5546716.84000000 USD 270451352.00000000 PHP 2020-12-16 18129.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 11198.72000000 0.000333769641 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 877000.00000000 AUD 639481.52000000 USD 2020-12-16 11198.72000000 N N N N/A N/A N/A -4.00000000 NC USD -18953.80000000 -0.00056490411 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-15 -667442.00000000 USD -18953.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 171064.77000000 0.005098460094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73684000.00000000 SEK 8406652.50000000 USD 2020-12-16 171064.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -130851.59000000 -0.00389993573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2112710.63000000 USD 11154000.00000000 BRL 2020-12-16 -130851.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 19971.82000000 0.000595245457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1477084.78000000 USD 42854500.00000000 TWD 2020-12-16 19971.82000000 N N N N/A N/A N/A 25.00000000 NC USD -56342.13000000 -0.00167923589 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-17 1500937.50000000 USD -56342.13000000 N N N N/A N/A N/A 1513.00000000 NC USD -7765655.22000000 -0.23144966227 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 100 oz Gold 2020-12-29 286789150.00000000 USD -7765655.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 160930.24000000 0.004796407855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22845067.00000000 PLN 6072380.91000000 USD 2020-12-16 160930.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 1018.27000000 0.000030348791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141591500.00000000 INR 1910293.70000000 USD 2020-12-16 1018.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 209205.95000000 0.006235230009 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18503388.00000000 CAD 14110240.13000000 USD 2020-12-16 209205.95000000 N N N N/A N/A N/A -16.00000000 NC USD -23939.20000000 -0.00071349031 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-21 -695900.00000000 USD -23939.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -321595.42000000 -0.00958491579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49848500.00000000 NZD 32653436.57000000 USD 2020-12-16 -321595.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -12566.38000000 -0.00037453174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 664152.16000000 USD 504714.00000000 GBP 2020-12-16 -12566.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 11875.07000000 0.000353927757 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2281158.23000000 USD 65640000.00000000 TWD 2020-12-16 11875.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 1292.85000000 0.000038532446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10177000.00000000 BRL 1809557.10000000 USD 2020-12-16 1292.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 11877.92000000 0.000354012700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2281155.38000000 USD 65640000.00000000 TWD 2020-12-16 11877.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 30593.66000000 0.000911821613 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1887219.18000000 USD 54899000.00000000 TWD 2020-12-16 30593.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1951.75000000 -0.00005817047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1005298.46000000 USD 74408000.00000000 INR 2020-12-16 -1951.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -634.40000000 -0.00001890782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1195760.54000000 USD 20204500.00000000 ZAR 2020-12-17 -634.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -190780.44000000 -0.00568607118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19146825.48000000 USD 16139466.00000000 EUR 2020-12-16 -190780.44000000 N N N N/A N/A N/A 11.00000000 NC USD 51845.91000000 0.001545229348 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-16 657629.50000000 USD 51845.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 79358.70000000 0.002365227890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5824234.70000000 USD 168995309.00000000 TWD 2020-12-16 79358.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -35529.36000000 -0.00105892653 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68363000.00000000 TWD 2352627.79000000 USD 2020-12-16 -35529.36000000 N N N N/A N/A N/A -894.00000000 NC 1240979.50000000 0.036986484465 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2020-12-17 -129674700.00000000 AUD 1240979.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 142942.92000000 0.004260308965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17943400.00000000 PLN 4786025.12000000 USD 2020-12-16 142942.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -25146.32000000 -0.00074946763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16005806.72000000 USD 270165000.00000000 ZAR 2020-12-17 -25146.32000000 N N N N/A N/A N/A -5.00000000 NC USD 9160.60000000 0.000273024969 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-14 -834326.25000000 USD 9160.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -33076.91000000 -0.00098583306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 56689118.00000000 ZAR 3320168.49000000 USD 2020-12-17 -33076.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -401230.11000000 -0.01195836936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62257953.31000000 USD 52665758.00000000 EUR 2020-12-16 -401230.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 16407.94000000 0.000489026626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1239346.38000000 USD 93126500.00000000 INR 2020-12-16 16407.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 64914.29000000 0.001934722836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6420000.00000000 BRL 1205629.28000000 USD 2020-12-16 64914.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -247431.42000000 -0.00737451212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51358993.87000000 USD 71345006.00000000 AUD 2020-12-16 -247431.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -354820.12000000 -0.01057515362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32049509.19000000 USD 47913000.00000000 NZD 2020-12-16 -354820.12000000 N N N N/A N/A N/A -44.00000000 NC USD -99470.80000000 -0.00296465429 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-08 -1905871.00000000 USD -99470.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 649.44000000 0.000019356083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 833847.03000000 USD 40556500.00000000 PHP 2020-12-16 649.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 25279.68000000 0.000753442334 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3671500.00000000 AUD 2655542.29000000 USD 2020-12-16 25279.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -41958.41000000 -0.00125053965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80008226500.00000000 IDR 5293630.20000000 USD 2020-12-16 -41958.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -11113.05000000 -0.00033121631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 740330.47000000 USD 572029000.00000000 CLP 2020-12-16 -11113.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 19835.51000000 0.000591182837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5545010.99000000 USD 270451352.00000000 PHP 2020-12-16 19835.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 75581.99000000 0.002252665816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24443925.00000000 PLN 6400757.43000000 USD 2020-12-16 75581.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 49845.29000000 0.001485602336 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3753000.00000000 EUR 4457800.12000000 USD 2020-12-16 49845.29000000 N N N N/A N/A N/A 79.00000000 NC USD 107755.27000000 0.003211566846 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-09 3423168.75000000 USD 107755.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -22185.87000000 -0.00066123359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18835500.00000000 EUR 22100391.57000000 USD 2020-12-16 -22185.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 47992.65000000 0.001430385758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10258282.07000000 USD 1085788000.00000000 JPY 2020-12-16 47992.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.76000000 -0.00000097638 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 239500.00000000 PHP 4895.23000000 USD 2020-12-16 -32.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 4754.48000000 0.000141703791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3408000.00000000 SGD 2501622.41000000 USD 2020-12-16 4754.48000000 N N N N/A N/A N/A -7.00000000 NC USD -53013.01000000 -0.00158001390 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-20 -608457.36000000 USD -53013.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -847.18000000 -0.00002524957 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33137.00000000 USD 25329500.00000000 CLP 2020-12-16 -847.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 915692.40000000 0.027291540857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70420863.28000000 USD 2020-12-16 915692.40000000 N N N N/A N/A N/A -3.00000000 NC USD -18646.35000000 -0.00055574079 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-27 -500512.50000000 USD -18646.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -11806.35000000 -0.00035187960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 709811.32000000 USD 540670.00000000 GBP 2020-12-16 -11806.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -256386.86000000 -0.00764142245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20696868.54000000 USD 17403338.00000000 EUR 2020-12-16 -256386.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -346286.06000000 -0.01032080222 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16219085.12000000 USD 142014312.00000000 SEK 2020-12-16 -346286.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1033.62000000 -0.00003080628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7599671.11000000 USD 563513500.00000000 INR 2020-12-16 -1033.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 12029.45000000 0.000358528940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6176933.55000000 USD 104629042.00000000 ZAR 2020-12-17 12029.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 336581.63000000 0.010031568796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142407508.00000000 NZD 94539860.22000000 USD 2020-12-16 336581.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -15319.14000000 -0.00045657574 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 544605.90000000 USD 409982.00000000 GBP 2020-12-16 -15319.14000000 N N N N/A N/A N/A 241.00000000 NC 40399.69000000 0.001204083150 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMXS30 Index SE0000337842 2020-10-16 44133125.00000000 SEK 40399.69000000 N N N N/A N/A N/A 5.00000000 NC USD -12962.11000000 -0.00038632618 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-04 299976.25000000 USD -12962.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 71286.40000000 0.002124638905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17091000.00000000 CHF 18671010.42000000 USD 2020-12-16 71286.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 5492.30000000 0.000163693976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1306566.28000000 USD 2020-12-16 5492.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 2314.66000000 0.000068986744 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9540248.00000000 BRL 1697439.88000000 USD 2020-12-16 2314.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -183539.13000000 -0.00547024925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3602829.13000000 USD 13214000.00000000 PLN 2020-12-16 -183539.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -122158.86000000 -0.00364085529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8404963.57000000 USD 140027000.00000000 ZAR 2020-12-17 -122158.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 3628.07000000 0.000108131967 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 184333.89000000 USD 2020-12-16 3628.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -16434.28000000 -0.00048981167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 545723.63000000 USD 409984.00000000 GBP 2020-12-16 -16434.28000000 N N N N/A N/A N/A -20.00000000 NC USD 9816.00000000 0.000292558685 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-24 -877625.00000000 USD 9816.00000000 N N N N/A N/A N/A 4.00000000 NC USD -15545.89000000 -0.00046333385 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-02 239925.00000000 USD -15545.89000000 N N N N/A N/A N/A -70.00000000 NC USD -10694.00000000 -0.00031872683 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-16 -4203937.50000000 USD -10694.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 38601.82000000 0.001150498953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5830586.00000000 NOK 663830.21000000 USD 2020-12-16 38601.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -247367.22000000 -0.00737259869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51358928.23000000 USD 71345004.00000000 AUD 2020-12-16 -247367.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -9036.63000000 -0.00026933013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 501027.10000000 USD 7377496232.00000000 IDR 2020-12-16 -9036.63000000 N N N N/A N/A N/A 2183.00000000 NC USD 222371.67000000 0.006627624644 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-03-14 544549350.00000000 USD 222371.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -174246.07000000 -0.00519327640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3510249.41000000 USD 74413500.00000000 MXN 2020-12-16 -174246.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 150623.33000000 0.004489217956 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25079706.00000000 PLN 6640315.17000000 USD 2020-12-16 150623.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -282707.47000000 -0.00842588894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4516300.70000000 USD 39480500.00000000 NOK 2020-12-16 -282707.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -3629.75000000 -0.00010818203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1297444.23000000 USD 2020-12-16 -3629.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -9643.03000000 -0.00028740344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 501633.50000000 USD 7377496232.00000000 IDR 2020-12-16 -9643.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -746595.37000000 -0.02225172781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27816602.52000000 USD 242196000.00000000 SEK 2020-12-16 -746595.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -117839.42000000 -0.00351211754 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12013914.68000000 USD 10128500.00000000 EUR 2020-12-16 -117839.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 55957.82000000 0.001667781812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17027987.14000000 USD 1799830000.00000000 JPY 2020-12-16 55957.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -92562.93000000 -0.00275877028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113265250.00000000 ZAR 6607244.58000000 USD 2020-12-17 -92562.93000000 N N N N/A N/A 000000000 20287800.00000000 PA USD 1085330.55000000 0.032347481588 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD 20287800.00000000 USD 1085330.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -189466.47000000 -0.00564690927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9169491.69000000 USD 80344500.00000000 SEK 2020-12-16 -189466.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -6973.10000000 -0.00020782813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 251821.46000000 USD 940809000.00000000 COP 2020-12-16 -6973.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -51.22000000 -0.00000152657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2588.05000000 USD 1990000.00000000 CLP 2020-12-16 -51.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 437128.02000000 0.013028280258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42661000.00000000 EUR 50543112.79000000 USD 2020-12-16 437128.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -70309.97000000 -0.00209553712 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2168830.48000000 USD 1625500.00000000 GBP 2020-12-16 -70309.97000000 N N N N/A N/A N/A -11.00000000 NC USD -64175.79000000 -0.00191271238 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-18 -1835762.50000000 USD -64175.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -66418.49000000 -0.00197955441 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68828750.00000000 SEK 7626502.76000000 USD 2020-12-16 -66418.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 158918.12000000 0.004736438093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22397125.00000000 PLN 5954458.12000000 USD 2020-12-16 158918.12000000 N N N N/A N/A N/A 2.00000000 NC USD 10479.10000000 0.000312321895 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-13 173850.00000000 USD 10479.10000000 N N N N/A N/A N/A -43.00000000 NC USD -63820.60000000 -0.00190212620 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-14 -1865393.75000000 USD -63820.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1121452.18000000 -0.03342406029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142407508.00000000 NZD 93081826.41000000 USD 2020-12-16 -1121452.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -243280.52000000 -0.00725079759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 159960000.00000000 ZAR 9218590.70000000 USD 2020-12-17 -243280.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -77747.12000000 -0.00231719592 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6908855.17000000 USD 6277000.00000000 CHF 2020-12-16 -77747.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -949737.78000000 -0.02830623845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60627595.19000000 USD 79436000.00000000 CAD 2020-12-16 -949737.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -11113.98000000 -0.00033124402 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 740331.40000000 USD 572029000.00000000 CLP 2020-12-16 -11113.98000000 N N N N/A N/A N/A -62.00000000 NC USD 38415.10000000 0.001144933900 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-27 -2722962.50000000 USD 38415.10000000 N N N N/A N/A 000000000 -7952960.00000000 PA USD -1116060.00000000 -0.03326335032 N/A DCO US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-11-20 0.00000000 USD 0.00000000 USD -7952960.00000000 USD -1116060.00000000 N N N N/A N/A N/A -49.00000000 NC -24022.35000000 -0.00071596853 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2020-10-29 -57403500.00000000 HKD -24022.35000000 N N N N/A N/A N/A 100.00000000 NC -138.65000000 -0.00000413236 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2021-06-14 24872500.00000000 CAD -138.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.83000000 -0.00000145534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51111609.84000000 USD 71345004.00000000 AUD 2020-12-16 -48.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -401.50000000 -0.00001196641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10105.10000000 USD 37500.00000000 PLN 2020-12-16 -401.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.79000000 0.000000798456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24330.64000000 USD 19107000.00000000 CLP 2020-12-16 26.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -58888.34000000 -0.00175512381 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26242590.00000000 PLN 6731714.47000000 USD 2020-12-16 -58888.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -23756.77000000 -0.00070805311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4824497.33000000 USD 356022000.00000000 INR 2020-12-16 -23756.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -424944.74000000 -0.01266516652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29820887000.00000000 KRW 25153294.85000000 USD 2020-12-16 -424944.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 14830.22000000 0.000442003837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3780500.00000000 SGD 2784609.92000000 USD 2020-12-16 14830.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -64257.25000000 -0.00191514024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1532275.65000000 USD 455692500.00000000 HUF 2020-12-16 -64257.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -276689.16000000 -0.00824651762 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21209710.75000000 USD 17822694.00000000 EUR 2020-12-16 -276689.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -127416.53000000 -0.00379755629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 118113435.00000000 ZAR 6859168.31000000 USD 2020-12-17 -127416.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -182584.00000000 -0.00544178230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18113977.45000000 USD 15267062.00000000 EUR 2020-12-16 -182584.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 648.39000000 0.000019324788 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 833848.08000000 USD 40556500.00000000 PHP 2020-12-16 648.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 95795.40000000 0.002855111687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6530000.00000000 EUR 7765378.40000000 USD 2020-12-16 95795.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -33081.06000000 -0.00098595674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56689118.00000000 ZAR 3320164.34000000 USD 2020-12-17 -33081.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -5022.93000000 -0.00014970474 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60097500.00000000 PHP 1231552.00000000 USD 2020-12-16 -5022.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 40450.99000000 0.001205612109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 131426500.00000000 MXN 5932382.47000000 USD 2020-12-16 40450.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -117868.31000000 -0.00351297859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 351670124.00000000 ZAR 20683941.05000000 USD 2020-12-17 -117868.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -95067.53000000 -0.00283341805 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12869500.00000000 CHF 13910499.62000000 USD 2020-12-16 -95067.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 25871.24000000 0.000771073346 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2451837.87000000 USD 70926500.00000000 TWD 2020-12-16 25871.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -88777.28000000 -0.00264594176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10070175.98000000 USD 168743000.00000000 ZAR 2020-12-17 -88777.28000000 N N N N/A N/A N/A -1400.00000000 NC USD -2519519.61000000 -0.07509243538 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A WTI Crude Oil 2020-10-20 -56308000.00000000 USD -2519519.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 123476.09000000 0.003680114365 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5007000.00000000 AUD 3710490.90000000 USD 2020-12-16 123476.09000000 N N N United States of America 254900HROIFWPRGM1V77 9127963J6 47881000.00000000 PA USD 47872155.42000000 1.426794506108 Long STIV UST US N 2 2020-12-10 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18477.45000000 0.000550706854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 818304000.00000000 HUF 2654652.79000000 USD 2020-12-16 18477.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -116485.13000000 -0.00347175392 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9500667.09000000 USD 83960500.00000000 SEK 2020-12-16 -116485.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -135978.65000000 -0.00405274400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17929047.12000000 USD 15149290.00000000 EUR 2020-12-16 -135978.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 316222.85000000 0.009424790280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27032500.00000000 PLN 7311224.89000000 USD 2020-12-16 316222.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 7358.10000000 0.000219302777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1789350.97000000 USD 87320000.00000000 PHP 2020-12-16 7358.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -25548.45000000 -0.00076145282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1572349.40000000 USD 5943451000.00000000 COP 2020-12-16 -25548.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -89041.39000000 -0.00265381336 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61632500.00000000 SEK 6799562.12000000 USD 2020-12-16 -89041.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -357506.14000000 -0.01065520848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15642300.69000000 USD 11839500.00000000 GBP 2020-12-16 -357506.14000000 N N N N/A N/A N/A 1828.00000000 NC 3089317.18000000 0.092074834345 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2020-12-08 308109400.00000000 EUR 3089317.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 26657.15000000 0.000794496818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4413500.00000000 CAD 3342385.83000000 USD 2020-12-16 26657.15000000 N N N N/A N/A N/A 231.00000000 NC USD -581939.95000000 -0.01734429369 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-16 13872993.75000000 USD -581939.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 24949.78000000 0.000743609906 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3979605.62000000 USD 67700000.00000000 ZAR 2020-12-17 24949.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 14730.00000000 0.000439016854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 965500.00000000 AUD 706414.20000000 USD 2020-12-16 14730.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -13596.98000000 -0.00040524802 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 583981.18000000 USD 447433500.00000000 CLP 2020-12-16 -13596.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 42329.14000000 0.001261588994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3033231.67000000 USD 228083000.00000000 INR 2020-12-16 42329.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 89721.68000000 0.002674088914 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45151000.00000000 GBP 58379662.87000000 USD 2020-12-16 89721.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -193870.98000000 -0.00577818246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18125264.43000000 USD 15267062.00000000 EUR 2020-12-16 -193870.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 39496.26000000 0.001177157081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5734672.00000000 NOK 654439.55000000 USD 2020-12-16 39496.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -65.76000000 -0.00000195992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 203000.00000000 BRL 36003.58000000 USD 2020-12-16 -65.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -2534.42000000 -0.00007553653 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4172189500.00000000 COP 1083290.41000000 USD 2020-12-16 -2534.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -14809.89000000 -0.00044139791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5489500.00000000 ILS 1589521.54000000 USD 2020-12-16 -14809.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 72266.45000000 0.002153848577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6863150.98000000 USD 8085791000.00000000 KRW 2020-12-16 72266.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 34589.06000000 0.001030901582 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8403928.00000000 NOK 935763.38000000 USD 2020-12-16 34589.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 309138.72000000 0.009213652977 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2637886500.00000000 HUF 8807119.10000000 USD 2020-12-16 309138.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -12710.64000000 -0.00037883130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 681004.54000000 USD 517656.00000000 GBP 2020-12-16 -12710.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -652503.66000000 -0.01944739335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51739968.05000000 USD 68001500.00000000 CAD 2020-12-16 -652503.66000000 N N N N/A N/A N/A 3328.00000000 NC -278540.26000000 -0.00830168830 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2020-12-18 505223680.00000000 CAD -278540.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -662313.67000000 -0.01973977351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60900252.16000000 USD 51287500.00000000 EUR 2020-12-16 -662313.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 82424.46000000 0.002456600620 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5970218.00000000 CHF 6579669.04000000 USD 2020-12-16 82424.46000000 N N N N/A N/A N/A 9.00000000 NC USD 43587.45000000 0.001299092001 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-14 538051.50000000 USD 43587.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1687030.61000000 0.050280710882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90552000.00000000 EUR 108041713.64000000 USD 2020-12-16 1687030.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 525071.46000000 0.015649370032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70030242.34000000 USD 2020-12-16 525071.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -124219.02000000 -0.00370225684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11542000.00000000 AUD 8144469.80000000 USD 2020-12-16 -124219.02000000 N N N N/A N/A N/A -107.00000000 NC USD -142990.19000000 -0.00426171781 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-24 -9317346.00000000 USD -142990.19000000 N N N N/A N/A N/A -1.00000000 NC USD -5416.93000000 -0.00016144762 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-15 -86923.98000000 USD -5416.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -135821.18000000 -0.00404805072 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14370503.23000000 USD 18947500.00000000 CAD 2020-12-16 -135821.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -144568.74000000 -0.00430876533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10479023.77000000 USD 8005000.00000000 GBP 2020-12-16 -144568.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -6043.37000000 -0.00018011821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16365500.00000000 MXN 727632.14000000 USD 2020-12-16 -6043.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -1543.53000000 -0.00004600378 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 546634.42000000 USD 744000.00000000 SGD 2020-12-16 -1543.53000000 N N N N/A N/A N/A 27.00000000 NC USD 78833.24000000 0.002349566940 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-29 4503404.25000000 USD 78833.24000000 N N N N/A N/A N/A 2723.00000000 NC 80844.17000000 0.002409501235 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-09-19 684289900.00000000 EUR 80844.17000000 N N N United States of America 254900HROIFWPRGM1V77 9127964D8 213000000.00000000 PA USD 212917166.43000000 6.345840095422 Long STIV UST US N 2 2021-02-18 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9128.61000000 -0.00027207153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 588836.67000000 USD 449038.00000000 GBP 2020-12-16 -9128.61000000 N N N N/A N/A 000000000 93896480.00000000 PA -2983760.68000000 -0.08892880022 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-12-18 0.00000000 USD 0.00000000 USD 93896480.00000000 CHF -2983760.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 60541.73000000 0.001804401890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16045500.00000000 BRL 2911529.64000000 USD 2020-12-16 60541.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -41981.50000000 -0.00125122783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12095000.00000000 SGD 8819408.64000000 USD 2020-12-16 -41981.50000000 N N N N/A N/A N/A 1.00000000 NC USD 5816.03000000 0.000173342511 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-15 86923.98000000 USD 5816.03000000 N N N N/A N/A N/A -4.00000000 NC USD 15565.20000000 0.000463909378 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-02 -239925.00000000 USD 15565.20000000 N N N N/A N/A N/A -19.00000000 NC USD -13402.22000000 -0.00039944334 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-04 -3169727.25000000 USD -13402.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -404413.19000000 -0.01205323872 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50729445.01000000 USD 42847500.00000000 EUR 2020-12-16 -404413.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 25953.00000000 0.000773510143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2217000.00000000 AUD 1614211.80000000 USD 2020-12-16 25953.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -10732.14000000 -0.00031986356 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 290434.09000000 USD 2502500.00000000 SEK 2020-12-16 -10732.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -22333.78000000 -0.00066564194 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91883463500.00000000 IDR 6105190.63000000 USD 2020-12-16 -22333.78000000 N N N N/A N/A N/A 3.00000000 NC USD 18639.36000000 0.000555532463 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-27 500512.50000000 USD 18639.36000000 N N N N/A N/A N/A -3.00000000 NC USD -12872.37000000 -0.00038365155 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-29 -260813.52000000 USD -12872.37000000 N N N N/A N/A N/A 6.00000000 NC USD 22762.38000000 0.000678416053 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-30 521650.08000000 USD 22762.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -499104.47000000 -0.01487544292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12463481680.00000000 JPY 117803976.98000000 USD 2020-12-16 -499104.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.20000000 -0.00000149617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97497000.00000000 PHP 2006062.31000000 USD 2020-12-16 -50.20000000 N N N N/A N/A N/A 6.00000000 NC USD 34966.92000000 0.001042163422 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-20 1001475.00000000 USD 34966.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -7390.24000000 -0.00022026068 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 232389.58000000 USD 176499000.00000000 CLP 2020-12-16 -7390.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1437306.48000000 -0.04283786621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12463481680.00000000 JPY 116865774.97000000 USD 2020-12-16 -1437306.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 38945.18000000 0.001160732546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8574390.00000000 NOK 958398.57000000 USD 2020-12-16 38945.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -208428.65000000 -0.00621206315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20827335.60000000 USD 17555252.00000000 EUR 2020-12-16 -208428.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -250705.59000000 -0.00747209636 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16936696.37000000 USD 15332500.00000000 CHF 2020-12-16 -250705.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 39863.30000000 0.001188096440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8366202.00000000 NOK 936992.16000000 USD 2020-12-16 39863.30000000 N N N N/A N/A N/A 1043.00000000 NC USD 1936139.68000000 0.057705224138 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-12-18 174806800.00000000 USD 1936139.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -39660.27000000 -0.00118204527 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445975000.00000000 JPY 4193524.17000000 USD 2020-12-16 -39660.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 33273.36000000 0.000991688108 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5531573.14000000 USD 270451352.00000000 PHP 2020-12-16 33273.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 8052.72000000 0.000240005417 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2972500.00000000 ILS 876779.41000000 USD 2020-12-16 8052.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -75160.51000000 -0.00224010391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1618230.45000000 USD 34420000.00000000 MXN 2020-12-16 -75160.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 82897.53000000 0.002470700124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9132500.00000000 PLN 2446047.67000000 USD 2020-12-16 82897.53000000 N N N N/A N/A N/A -7.00000000 NC USD -50252.65000000 -0.00149774340 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-07 -608265.00000000 USD -50252.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -51178.65000000 -0.00152534215 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8326656.88000000 USD 236892500.00000000 TWD 2020-12-16 -51178.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -12235.79000000 -0.00036467875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 663824.15000000 USD 504716.00000000 GBP 2020-12-16 -12235.79000000 N N N N/A N/A N/A -4.00000000 NC USD 9830.48000000 0.000292990251 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-07 -667359.00000000 USD 9830.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -2811315.81000000 -0.08378920726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125946741.08000000 USD 104839380.00000000 EUR 2020-12-16 -2811315.81000000 N N N United States of America 254900HROIFWPRGM1V77 9127964M8 307771000.00000000 PA USD 307629917.77000000 9.168684232786 Long STIV UST US N 2 2021-03-11 None 0.00000000 N N N N N N N/A N/A N/A -74.00000000 NC USD -184718.80000000 -0.00550540845 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-07 -3204163.00000000 USD -184718.80000000 N N N N/A N/A N/A -2.00000000 NC USD -10516.40000000 -0.00031343359 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-20 -119556.50000000 USD -10516.40000000 N N N N/A N/A N/A -19.00000000 NC USD -277893.05000000 -0.00828239868 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-07 -3168687.00000000 USD -277893.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 40884.35000000 0.001218528087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9003110.00000000 NOK 1006310.46000000 USD 2020-12-16 40884.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -30700.14000000 -0.00091499517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4507000.23000000 USD 15316442.00000000 ILS 2020-12-16 -30700.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -274263.96000000 -0.00817423631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12978598.46000000 USD 113665984.00000000 SEK 2020-12-16 -274263.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -26882.37000000 -0.00080120933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1277242.28000000 USD 11187000.00000000 SEK 2020-12-16 -26882.37000000 N N N N/A N/A N/A -6.00000000 NC USD -39614.70000000 -0.00118068709 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-21 -521532.00000000 USD -39614.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -19647.29000000 -0.00058557307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10486500.00000000 ZAR 600644.74000000 USD 2020-12-17 -19647.29000000 N N N N/A N/A N/A 3.00000000 NC USD 12494.67000000 0.000372394481 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-29 260813.52000000 USD 12494.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 15330.02000000 0.000456900010 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3107048.70000000 USD 151747500.00000000 PHP 2020-12-16 15330.02000000 N N N N/A N/A N/A 5.00000000 NC USD 27747.85000000 0.000827004332 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-14 434622.60000000 USD 27747.85000000 N N N N/A N/A 000000000 25338412500.00000000 PA -380894.44000000 -0.01135227962 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-12-10 0.00000000 USD 0.00000000 USD 25338412500.00000000 KRW -380894.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -5855.51000000 -0.00017451918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5260500.00000000 ILS 1531549.63000000 USD 2020-12-16 -5855.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -25673.10000000 -0.00076516792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1421683.04000000 USD 1081340.00000000 GBP 2020-12-16 -25673.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -413549.82000000 -0.01232554928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53884000.00000000 GBP 69150694.40000000 USD 2020-12-16 -413549.82000000 N N N N/A N/A N/A -16.00000000 NC USD 22364.80000000 0.000666566472 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-02 -703588.00000000 USD 22364.80000000 N N N N/A N/A N/A -47.00000000 NC USD 48224.35000000 0.001437291407 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-15 -2072535.50000000 USD 48224.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -166085.41000000 -0.00495005391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53551000.00000000 GBP 68968255.81000000 USD 2020-12-16 -166085.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -228123.67000000 -0.00679905878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20464199.80000000 USD 17229304.00000000 EUR 2020-12-16 -228123.67000000 N N N N/A N/A N/A -11.00000000 NC USD 7532.80000000 0.000224509583 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-11-17 -659450.00000000 USD 7532.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -85078.64000000 -0.00253570650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7822702.63000000 USD 11697000.00000000 NZD 2020-12-16 -85078.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -8329.75000000 -0.00024826209 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 462493.34000000 USD 1554000.00000000 ILS 2020-12-16 -8329.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1913135.82000000 0.057019610950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77934500.00000000 EUR 93448375.74000000 USD 2020-12-16 1913135.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 14528.87000000 0.000433022321 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359244.00000000 ZAR 24169583.75000000 USD 2020-12-17 14528.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 81550.48000000 0.002430552286 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15097473.35000000 USD 1599142500.00000000 JPY 2020-12-16 81550.48000000 N N N N/A N/A N/A 9509.00000000 NC USD 118655.56000000 0.003536442001 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XIN9I Index 2020-10-29 143776080.00000000 USD 118655.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 476635.48000000 0.014205771148 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35552268.90000000 USD 42004997364.00000000 KRW 2020-12-16 476635.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 236688.78000000 0.007054335615 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10593500.00000000 CHF 11765339.90000000 USD 2020-12-16 236688.78000000 N N N N/A N/A N/A -55.00000000 NC USD -178224.75000000 -0.00531185805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-01 -2405562.50000000 USD -178224.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -267.96000000 -0.00000798635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28404500.00000000 ZAR 1679900.34000000 USD 2020-12-17 -267.96000000 N N N N/A N/A N/A -9.00000000 NC USD -51962.55000000 -0.00154870571 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-23 -782271.00000000 USD -51962.55000000 N N N N/A N/A N/A 15.00000000 NC USD -33974.17000000 -0.00101257523 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-01 2502240.00000000 USD -33974.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 2389.59000000 0.000071219978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5115000.00000000 SGD 3749889.43000000 USD 2020-12-16 2389.59000000 N N N N/A N/A N/A -1.00000000 NC USD -4009.93000000 -0.00011951302 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-11-03 -86956.98000000 USD -4009.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -66818.99000000 -0.00199149102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9077319.48000000 USD 30831000.00000000 ILS 2020-12-16 -66818.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -5767.57000000 -0.00017189819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14567436156.00000000 COP 3785451.39000000 USD 2020-12-16 -5767.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2100.78000000 -0.00006261220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 699852500.00000000 CLP 890064.89000000 USD 2020-12-16 -2100.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -109588.76000000 -0.00326621267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67676500.00000000 NOK 7147532.41000000 USD 2020-12-16 -109588.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -141408.09000000 -0.00421456448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3017296.47000000 USD 11114000.00000000 PLN 2020-12-16 -141408.09000000 N N N N/A N/A N/A 4.00000000 NC USD 14197.87000000 0.000423157109 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-20 667225.00000000 USD 14197.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -97912.33000000 -0.00291820523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13997440.06000000 USD 11834270.00000000 EUR 2020-12-16 -97912.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 994.49000000 0.000029640045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230384.27000000 USD 11245000.00000000 PHP 2020-12-16 994.49000000 N N N N/A N/A N/A -82.00000000 NC USD -226569.90000000 -0.00675274981 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-02 -3544450.00000000 USD -226569.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -159197.63000000 -0.00474476868 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15528964.45000000 USD 13086054.00000000 EUR 2020-12-16 -159197.63000000 N N N N/A N/A N/A 7.00000000 NC USD 4842.02000000 0.000144312857 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-28 304976.00000000 USD 4842.02000000 N N N United States of America 254900HROIFWPRGM1V77 9127963V9 64287000.00000000 PA USD 64266499.52000000 1.915415916360 Long STIV UST US N 2 2021-01-21 None 0.00000000 N N N N N N N/A N/A N/A -11.00000000 NC USD 12408.55000000 0.000369827738 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-07 -484214.50000000 USD 12408.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -168.68000000 -0.00000502738 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 365394.23000000 USD 498500.00000000 SGD 2020-12-16 -168.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 29220.85000000 0.000870906017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3692500.02000000 USD 4339040500.00000000 KRW 2020-12-16 29220.85000000 N N N N/A N/A N/A 28.00000000 NC USD 247659.36000000 0.007381305711 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-13 4673333.00000000 USD 247659.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -327075.74000000 -0.00974825271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 173666000.00000000 ZAR 9945525.71000000 USD 2020-12-17 -327075.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -8790.54000000 -0.00026199560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2338500.00000000 SGD 1704509.24000000 USD 2020-12-16 -8790.54000000 N N N N/A N/A N/A -3.00000000 NC USD -21433.35000000 -0.00063880528 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-16 -260770.50000000 USD -21433.35000000 N N N N/A N/A N/A 47.00000000 NC USD 11719.45000000 0.000349289617 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-23 4092666.00000000 USD 11719.45000000 N N N N/A N/A N/A -85.00000000 NC USD -16592.04000000 -0.00049451359 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-29 -7403328.30000000 USD -16592.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -32924.83000000 -0.00098130042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59687500.00000000 TWD 2052166.96000000 USD 2020-12-16 -32924.83000000 N N N N/A N/A N/A 984.00000000 NC USD 838809.14000000 0.025000091642 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cotton No. 2 2020-12-08 32368680.00000000 USD 838809.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -22150.70000000 -0.00066018537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1697116000.00000000 KRW 1433514.91000000 USD 2020-12-16 -22150.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1200.99000000 -0.00003579462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1735500.00000000 SGD 1270311.42000000 USD 2020-12-16 -1200.99000000 N N N N/A N/A N/A -2457.00000000 NC 2099392.68000000 0.062570860152 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short CAC 40 10 Euro Index FR0003500008 2020-10-16 -117960570.00000000 EUR 2099392.68000000 N N N N/A N/A N/A -7.00000000 NC USD -50288.65000000 -0.00149881635 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-16 -1168081.25000000 USD -50288.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -3603.47000000 -0.00010739878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22945500.00000000 TWD 797962.58000000 USD 2020-12-16 -3603.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -147583.56000000 -0.00439861983 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 118113435.00000000 ZAR 6839001.28000000 USD 2020-12-17 -147583.56000000 N N N N/A N/A N/A -36.00000000 NC USD 12489.63000000 0.000372244268 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-29 -2162475.00000000 USD 12489.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 154727.05000000 0.004611526323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19532205.00000000 PLN 5208932.68000000 USD 2020-12-16 154727.05000000 N N N N/A N/A N/A 15.00000000 NC USD -65725.37000000 -0.00195889648 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-01 899640.00000000 USD -65725.37000000 N N N N/A N/A N/A 24.00000000 NC USD -12768.88000000 -0.00038056710 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-22 1058400.00000000 USD -12768.88000000 N N N N/A N/A N/A 11.00000000 NC USD 62052.32000000 0.001849423918 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-18 1835762.50000000 USD 62052.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -11973.19000000 -0.00035685215 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 709797.42000000 USD 540530.00000000 GBP 2020-12-16 -11973.19000000 N N N N/A N/A N/A 7.00000000 NC USD 54393.71000000 0.001621164660 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-20 608457.36000000 USD 54393.71000000 N N N N/A N/A N/A -1411.00000000 NC USD -454519.13000000 -0.01354660954 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Low Sulphur Gasoil 2020-11-12 -47092125.00000000 USD -454519.13000000 N N N N/A N/A N/A -50.00000000 NC USD -25831.50000000 -0.00076988892 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-27 -8340000.00000000 USD -25831.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -5762.84000000 -0.00017175722 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14567436156.00000000 COP 3785456.12000000 USD 2020-12-16 -5762.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 43175.27000000 0.001286807278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 475913500.00000000 HUF 1576335.85000000 USD 2020-12-16 43175.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 260785.79000000 0.007772529337 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25391500.00000000 CHF 27893744.21000000 USD 2020-12-16 260785.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 15333.90000000 0.000457015651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3107044.82000000 USD 151747500.00000000 PHP 2020-12-16 15333.90000000 N N N N/A N/A N/A 36.00000000 NC USD -278.70000000 -0.00000830644 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-29 2162475.00000000 USD -278.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 39755.52000000 0.001184884136 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8366200.00000000 NOK 936884.17000000 USD 2020-12-16 39755.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 158866.30000000 0.004734893636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41382000.00000000 NOK 4596362.15000000 USD 2020-12-16 158866.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 36076.45000000 0.001075232151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3354000.00000000 EUR 3975399.79000000 USD 2020-12-16 36076.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -846250.74000000 -0.02522188307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34881675.91000000 USD 51451501.00000000 NZD 2020-12-16 -846250.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 591.67000000 0.000017634290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 309022.56000000 USD 242874502.00000000 CLP 2020-12-16 591.67000000 N N N N/A N/A N/A 2028.00000000 NC USD 2795837.56000000 0.083327889366 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A KC HRW Wheat 2020-12-14 51688650.00000000 USD 2795837.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -404476.60000000 -0.01205512861 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50729508.42000000 USD 42847500.00000000 EUR 2020-12-16 -404476.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 19828.58000000 0.000590976294 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5545017.88000000 USD 270451350.00000000 PHP 2020-12-16 19828.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 27436.71000000 0.000817731032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22113000.00000000 BRL 3956506.90000000 USD 2020-12-16 27436.71000000 N N N United States of America 254900HROIFWPRGM1V77 9127964F3 253152000.00000000 PA USD 253043706.64000000 7.541782217068 Long STIV UST US N 2 2021-03-04 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -85068.86000000 -0.00253541502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7822692.85000000 USD 11697000.00000000 NZD 2020-12-16 -85068.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 161056.34000000 0.004800166173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1653739000.00000000 HUF 5488594.72000000 USD 2020-12-16 161056.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -8151.65000000 -0.00024295395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1036352.30000000 USD 17382500.00000000 ZAR 2020-12-17 -8151.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -494.82000000 -0.00001474774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 143616.88000000 USD 112271000.00000000 CLP 2020-12-16 -494.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -113346.56000000 -0.00337821114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101355870.00000000 SEK 11215098.69000000 USD 2020-12-16 -113346.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -3340.68000000 -0.00009956651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1839500.00000000 ILS 534261.59000000 USD 2020-12-16 -3340.68000000 N N N N/A N/A N/A 34.00000000 NC USD 42380.95000000 0.001263133153 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-15 1475387.50000000 USD 42380.95000000 N N N N/A N/A N/A 20.00000000 NC USD 39562.25000000 0.001179123865 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-20 869540.00000000 USD 39562.25000000 N N N N/A N/A N/A -3.00000000 NC USD -16891.35000000 -0.00050343430 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-03 -500632.50000000 USD -16891.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -98698.65000000 -0.00294164092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6015351.67000000 USD 4583000.00000000 GBP 2020-12-16 -98698.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 178623.04000000 0.005323728791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22173154.00000000 PLN 5916207.70000000 USD 2020-12-16 178623.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.82000000 -0.00000222995 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52158.96000000 USD 40857000.00000000 CLP 2020-12-16 -74.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 16409.49000000 0.000489072822 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1239344.83000000 USD 93126500.00000000 INR 2020-12-16 16409.49000000 N N N N/A N/A N/A -4.00000000 NC USD -1852.80000000 -0.00005522134 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-29 -174318.00000000 USD -1852.80000000 N N N N/A N/A N/A -16.00000000 NC USD -22043.20000000 -0.00065698142 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-22 -696000.00000000 USD -22043.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -26362.68000000 -0.00078572035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 138842144.00000000 ZAR 8186356.04000000 USD 2020-12-17 -26362.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -35730.09000000 -0.00106490914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64081500.00000000 TWD 2202859.39000000 USD 2020-12-16 -35730.09000000 N N N N/A N/A N/A 441.00000000 NC 788785.08000000 0.023509161197 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Buxl 2020-12-08 98201880.00000000 EUR 788785.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 96694.56000000 0.002881910491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5729436.11000000 USD 6792507500.00000000 KRW 2020-12-16 96694.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -12174.99000000 -0.00036286665 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 820834.20000000 USD 634346500.00000000 CLP 2020-12-16 -12174.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -846749.11000000 -0.02523673662 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142407507.00000000 NZD 93356528.81000000 USD 2020-12-16 -846749.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -35230.10000000 -0.00105000730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5852628.24000000 USD 87233057500.00000000 IDR 2020-12-16 -35230.10000000 N N N N/A N/A N/A 2187.00000000 NC USD 344407.28000000 0.010264806559 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-06-13 545492475.00000000 USD 344407.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -392634.03000000 -0.01170216949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359242.00000000 ZAR 23762420.73000000 USD 2020-12-17 -392634.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -2084832.10000000 -0.06213689273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125220257.37000000 USD 104839380.00000000 EUR 2020-12-16 -2084832.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -17353.12000000 -0.00051719702 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 882134.38000000 USD 2959000.00000000 ILS 2020-12-16 -17353.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 1165.35000000 0.000034732402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3911000.00000000 SGD 2866555.75000000 USD 2020-12-16 1165.35000000 N N N N/A N/A N/A -7.00000000 NC USD -6980.40000000 -0.00020804570 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-27 -304897.25000000 USD -6980.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 38801.69000000 0.001156455932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5622228.00000000 NOK 641687.33000000 USD 2020-12-16 38801.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -1574853.05000000 -0.04693734092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52686415.50000000 USD 71345006.00000000 AUD 2020-12-16 -1574853.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2272.28000000 -0.00006772364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14567436156.00000000 COP 3788946.68000000 USD 2020-12-16 -2272.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -130403.72000000 -0.00388658729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23606500.00000000 NZD 15485414.06000000 USD 2020-12-16 -130403.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -313.79000000 -0.00000935228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 492304.26000000 USD 7377496232.00000000 IDR 2020-12-16 -313.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 368.91000000 0.000010995092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2759690.81000000 USD 204685500.00000000 INR 2020-12-16 368.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -2351.61000000 -0.00007008801 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 458238000.00000000 CLP 581806.07000000 USD 2020-12-16 -2351.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -30528.76000000 -0.00090988731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26518246.53000000 USD 2790537500.00000000 JPY 2020-12-16 -30528.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -68306.10000000 -0.00203581324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63672500.00000000 ZAR 3698016.70000000 USD 2020-12-17 -68306.10000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 415125414.94200000 NS USD 415042389.86000000 12.37003423929 Long STIV RF US N 1 N N N N/A N/A N/A -17.00000000 NC USD -62200.96000000 -0.00185385402 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-25 -2835706.25000000 USD -62200.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 416279.35000000 0.012406900929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2676375714.00000000 HUF 9038253.15000000 USD 2020-12-16 416279.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -2506.34000000 -0.00007469962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72554500.00000000 INR 975847.05000000 USD 2020-12-16 -2506.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 36466.92000000 0.001086869823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8555404.00000000 NOK 953884.39000000 USD 2020-12-16 36466.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 12189.52000000 0.000363299709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1591705.77000000 USD 497870500.00000000 HUF 2020-12-16 12189.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -6044.28000000 -0.00018014533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16365500.00000000 MXN 727631.23000000 USD 2020-12-16 -6044.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.41000000 0.000037744421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247386.03000000 USD 12084500.00000000 PHP 2020-12-16 1266.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -1473935.16000000 -0.04392955717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52585497.61000000 USD 71345006.00000000 AUD 2020-12-16 -1473935.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -43398.45000000 -0.00129345899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27959250.00000000 PLN 7191411.90000000 USD 2020-12-16 -43398.45000000 N N N United States of America 254900HROIFWPRGM1V77 9127962J7 239665000.00000000 PA USD 239665000.00000000 7.143039671107 Long STIV UST US N 2 2020-10-01 None 0.00000000 N N N N N N N/A N/A N/A 5690.00000000 NC 1925109.58000000 0.057376480091 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-12-15 711463375.00000000 GBP 1925109.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -222750.14000000 -0.00663890466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11625507.68000000 USD 8832500.00000000 GBP 2020-12-16 -222750.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 15883.29000000 0.000473389817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14040347000.00000000 IDR 952205.95000000 USD 2020-12-16 15883.29000000 N N N N/A N/A N/A 66.00000000 NC USD -37483.06000000 -0.00111715513 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-17 2910814.50000000 USD -37483.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -131238.13000000 -0.00391145627 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3296233500.00000000 JPY 31156534.44000000 USD 2020-12-16 -131238.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -576.51000000 -0.00001718245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 180129.31000000 USD 2020-12-16 -576.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 437064.84000000 0.013026397225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42661000.00000000 EUR 50543049.61000000 USD 2020-12-16 437064.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -25546.48000000 -0.00076139411 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1572347.43000000 USD 5943451000.00000000 COP 2020-12-16 -25546.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 24954.75000000 0.000743758034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3979600.65000000 USD 67700000.00000000 ZAR 2020-12-17 24954.75000000 N N N N/A N/A N/A -6.00000000 NC USD -38417.70000000 -0.00114501139 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-20 -1001475.00000000 USD -38417.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -32039.53000000 -0.00095491470 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1053220.53000000 USD 791000.00000000 GBP 2020-12-16 -32039.53000000 N N N N/A N/A N/A -1.00000000 NC USD -4502.45000000 -0.00013419222 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-29 -166837.50000000 USD -4502.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.82000000 0.000000799350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24330.61000000 USD 19107000.00000000 CLP 2020-12-16 26.82000000 N N N N/A N/A N/A 5.00000000 NC USD 30605.35000000 0.000912170025 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-09 434525.10000000 USD 30605.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -1679230.71000000 -0.05004824057 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72121001.68000000 USD 630244206.00000000 SEK 2020-12-16 -1679230.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -16739.36000000 -0.00049890435 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166793.48000000 USD 47959500.00000000 MXN 2020-12-16 -16739.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -104023.15000000 -0.00310033374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21343500.00000000 NZD 14014808.82000000 USD 2020-12-16 -104023.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 3832.30000000 0.000114218892 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 821024.24000000 USD 40088000.00000000 PHP 2020-12-16 3832.30000000 N N N N/A N/A N/A 1580.00000000 NC USD 1175511.78000000 0.035035267053 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2020-12-14 29941000.00000000 USD 1175511.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -10902.00000000 -0.00032492611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 502892.47000000 USD 7377496232.00000000 IDR 2020-12-16 -10902.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -17225.28000000 -0.00051338684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9280682500.00000000 COP 2398100.18000000 USD 2020-12-16 -17225.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -404061.17000000 -0.01204274702 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18329192.91000000 USD 27097500.00000000 NZD 2020-12-16 -404061.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -59463.48000000 -0.00177226543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179938500.00000000 ZAR 10584165.64000000 USD 2020-12-17 -59463.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 245.14000000 0.000007306218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1729500.00000000 ILS 505699.41000000 USD 2020-12-16 245.14000000 N N N N/A N/A N/A -349.00000000 NC -44079.88000000 -0.00131376851 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short HSCEI HK0000004330 2020-10-29 -163681000.00000000 HKD -44079.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -2972.51000000 -0.00008859348 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17568075.28000000 USD 1850521000.00000000 JPY 2020-12-16 -2972.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 631520.35000000 0.018822001181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92516940.00000000 CAD 70136691.23000000 USD 2020-12-16 631520.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 3040.49000000 0.000090619576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67342080500.00000000 IDR 4493949.15000000 USD 2020-12-16 3040.49000000 N N N N/A N/A N/A -53.00000000 NC USD -95847.35000000 -0.00285666001 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-16 -2300756.50000000 USD -95847.35000000 N N N N/A N/A N/A 24.00000000 NC USD 959.12000000 0.000028585868 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-23 1058478.00000000 USD 959.12000000 N N N N/A N/A N/A 9.00000000 NC USD 51912.45000000 0.001547212524 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-23 782271.00000000 USD 51912.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -2983.91000000 -0.00008893325 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1298090.07000000 USD 2020-12-16 -2983.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 215854.99000000 0.006433399773 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18503388.00000000 CAD 14116889.17000000 USD 2020-12-16 215854.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -143653.02000000 -0.00428147297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101355870.00000000 SEK 11184792.23000000 USD 2020-12-16 -143653.02000000 N N N N/A N/A 000000000 13256685.00000000 PA USD 45335.00000000 0.001351176448 N/A DCO US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-11-13 0.00000000 USD 0.00000000 USD 13256685.00000000 USD 45335.00000000 N N N N/A N/A N/A 742.00000000 NC 72414.18000000 0.002158251561 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2021-06-10 741871953.06000000 AUD 72414.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 3125.99000000 0.000093167840 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66114000.00000000 ZAR 3913867.14000000 USD 2020-12-17 3125.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 157593.74000000 0.004696965918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20950970.00000000 PLN 5578922.80000000 USD 2020-12-16 157593.74000000 N N N N/A N/A N/A 53.00000000 NC USD 97728.21000000 0.002912717672 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-16 2300756.50000000 USD 97728.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -303152.81000000 -0.00903524731 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99844474.28000000 USD 84751000.00000000 EUR 2020-12-16 -303152.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 150631.63000000 0.004489465332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25079706.00000000 PLN 6640323.47000000 USD 2020-12-16 150631.63000000 N N N N/A N/A N/A -15.00000000 NC USD 43220.55000000 0.001288156815 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-01 -2502240.00000000 USD 43220.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -159440.96000000 -0.00475202095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3577686.07000000 USD 76248000.00000000 MXN 2020-12-16 -159440.96000000 N N N N/A N/A N/A 29.00000000 NC USD 332505.41000000 0.009910080047 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-08 4836837.50000000 USD 332505.41000000 N N N N/A N/A N/A 11.00000000 NC USD -8401.20000000 -0.00025039160 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-11-17 659450.00000000 USD -8401.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -66830.34000000 -0.00199182930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9077330.83000000 USD 30831000.00000000 ILS 2020-12-16 -66830.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -39654.96000000 -0.00118188701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9009767000.00000000 COP 2305163.93000000 USD 2020-12-16 -39654.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 1747122.70000000 0.052071711582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142407508.00000000 NZD 95950401.29000000 USD 2020-12-16 1747122.70000000 N N N N/A N/A N/A -5.00000000 NC USD 11259.00000000 0.000335566243 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-04 -299976.25000000 USD 11259.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -3584.55000000 -0.00010683488 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2851798.10000000 USD 81532500.00000000 TWD 2020-12-16 -3584.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1688.72000000 -0.00005033106 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 395843.07000000 USD 459532500.00000000 KRW 2020-12-16 -1688.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 5472.70000000 0.000163109812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1306546.68000000 USD 2020-12-16 5472.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -39442.93000000 -0.00117556762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4997009.57000000 USD 141914500.00000000 TWD 2020-12-16 -39442.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 87778.73000000 0.002616180713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5815814.67000000 USD 168995309.00000000 TWD 2020-12-16 87778.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -351.91000000 -0.00001048841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 180353.91000000 USD 2020-12-16 -351.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 42545.39000000 0.001268034166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28001467.43000000 USD 2954496500.00000000 JPY 2020-12-16 42545.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -9292.06000000 -0.00027694303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2911000.00000000 CAD 2177653.95000000 USD 2020-12-16 -9292.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -774264.05000000 -0.02307637254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359242.00000000 ZAR 23380790.71000000 USD 2020-12-17 -774264.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 139878.42000000 0.004168973789 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17943399.00000000 PLN 4782960.36000000 USD 2020-12-16 139878.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -143378.61000000 -0.00427329438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12797307.05000000 USD 11627500.00000000 CHF 2020-12-16 -143378.61000000 N N N N/A N/A N/A 1645.00000000 NC 288255.58000000 0.008591246295 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-09-15 205686687.50000000 GBP 288255.58000000 N N N N/A N/A N/A 13.00000000 NC USD 5349.00000000 0.000159423024 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-10 2169063.00000000 USD 5349.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -70307.26000000 -0.00209545635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2168827.77000000 USD 1625500.00000000 GBP 2020-12-16 -70307.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -10732.51000000 -0.00031987459 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 290434.46000000 USD 2502500.00000000 SEK 2020-12-16 -10732.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 34327.41000000 0.001023103296 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8439326.00000000 NOK 939297.54000000 USD 2020-12-16 34327.41000000 N N N N/A N/A N/A 37.00000000 NC USD -57662.65000000 -0.00171859302 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-21 3221886.00000000 USD -57662.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -8330.33000000 -0.00024827938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 462493.92000000 USD 1554000.00000000 ILS 2020-12-16 -8330.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -12755.78000000 -0.00038017667 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 134758550.00000000 ZAR 7958412.30000000 USD 2020-12-17 -12755.78000000 N N N N/A N/A N/A 2.00000000 NC USD -621.42000000 -0.00001852096 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-02 333640.00000000 USD -621.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 4958.06000000 0.000147771344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1306032.04000000 USD 2020-12-16 4958.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -43407.44000000 -0.00129372693 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27959250.00000000 PLN 7191402.91000000 USD 2020-12-16 -43407.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -16736.66000000 -0.00049882388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166790.78000000 USD 47959500.00000000 MXN 2020-12-16 -16736.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -185360.25000000 -0.00552452639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27611586.42000000 USD 36506500.00000000 CAD 2020-12-16 -185360.25000000 N N N N/A N/A N/A -38.00000000 NC USD 32258.40000000 0.000961437969 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-11-20 -1665587.50000000 USD 32258.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 121536.80000000 0.003622315247 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1003893500.00000000 HUF 3355590.75000000 USD 2020-12-16 121536.80000000 N N N N/A N/A N/A 4878.00000000 NC USD 305799.00000000 0.009114115070 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2020-12-18 265485150.00000000 USD 305799.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1419054.10000000 0.042293867405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92516940.00000000 CAD 70924224.98000000 USD 2020-12-16 1419054.10000000 N N N N/A N/A N/A -2.00000000 NC USD 1654.74000000 0.000049318312 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-02 -333640.00000000 USD 1654.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 285529.88000000 0.008510008804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82053000.00000000 NOK 9084279.27000000 USD 2020-12-16 285529.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 22260.50000000 0.000663457887 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51495000.00000000 CAD 38708892.10000000 USD 2020-12-16 22260.50000000 N N N N/A N/A N/A 34.00000000 NC USD 9470.70000000 0.000282267272 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-12-24 2041275.00000000 USD 9470.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -81118.23000000 -0.00241766939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26519660.00000000 PLN 6781179.96000000 USD 2020-12-16 -81118.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 74746.48000000 0.002227764053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5357888.00000000 CHF 5905607.06000000 USD 2020-12-16 74746.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 30732.07000000 0.000915946822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16898500.00000000 BRL 3033282.27000000 USD 2020-12-16 30732.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 6863.04000000 0.000204547877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1851836.77000000 USD 2594500.00000000 AUD 2020-12-16 6863.04000000 N N N N/A N/A N/A -29.00000000 NC USD -353523.05000000 -0.01053649540 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-08 -4836837.50000000 USD -353523.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1919.56000000 0.000057211078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153181.04000000 USD 216500.00000000 AUD 2020-12-16 1919.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1747002.77000000 0.052068137156 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142407508.00000000 NZD 95950281.36000000 USD 2020-12-16 1747002.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -2747.34000000 -0.00008188245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 687407.87000000 USD 934500.00000000 SGD 2020-12-16 -2747.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -15555.15000000 -0.00046360984 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3758000.00000000 ILS 1082737.51000000 USD 2020-12-16 -15555.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -89516.82000000 -0.00266798321 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12826000.00000000 CHF 13868710.33000000 USD 2020-12-16 -89516.82000000 N N N N/A N/A N/A -2.00000000 NC USD -10775.90000000 -0.00032116780 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-13 -173850.00000000 USD -10775.90000000 N N N N/A N/A N/A -25.00000000 NC USD 48988.75000000 0.001460073789 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-12-17 -1500937.50000000 USD 48988.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -76073.02000000 -0.00226730060 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4897135.41000000 USD 4430000.00000000 CHF 2020-12-16 -76073.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 377654.92000000 0.011255728101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30586146.98000000 USD 3262102500.00000000 JPY 2020-12-16 377654.92000000 N N N N/A N/A N/A 708.00000000 NC 2621285.54000000 0.078125494342 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Republic of Italy Euro-BTP 2020-12-08 104486640.00000000 EUR 2621285.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 238205.82000000 0.007099549880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55724500.00000000 PLN 14657626.56000000 USD 2020-12-16 238205.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -190804.37000000 -0.00568678440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19146849.41000000 USD 16139466.00000000 EUR 2020-12-16 -190804.37000000 N N N United States of America 254900HROIFWPRGM1V77 912796TN9 34739000.00000000 PA USD 34738569.24000000 1.035357595805 Long STIV UST US N 2 2020-10-08 None 0.00000000 N N N N N N N/A N/A N/A -4.00000000 NC USD -9235.52000000 -0.00027525790 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-20 -667225.00000000 USD -9235.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 45435.85000000 0.001354182208 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25184650.00000000 PLN 6562283.28000000 USD 2020-12-16 45435.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -22986.32000000 -0.00068509042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5334000.00000000 EUR 6241876.73000000 USD 2020-12-16 -22986.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -124858.40000000 -0.00372131310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2073916.56000000 USD 18176000.00000000 NOK 2020-12-16 -124858.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 30039.95000000 0.000895318693 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9909076.90000000 USD 737083000.00000000 INR 2020-12-16 30039.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -47915.88000000 -0.00142809768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1479607.32000000 USD 5501152500.00000000 COP 2020-12-16 -47915.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 2394.27000000 0.000071359462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5115000.00000000 SGD 3749894.11000000 USD 2020-12-16 2394.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -212566.42000000 -0.00633538635 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5892214.12000000 USD 21949254.00000000 PLN 2020-12-16 -212566.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -12567.21000000 -0.00037455648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 664152.99000000 USD 504714.00000000 GBP 2020-12-16 -12567.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 15089.69000000 0.000449737151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1332975.64000000 USD 38589500.00000000 TWD 2020-12-16 15089.69000000 N N N N/A N/A N/A -4216.00000000 NC -373242.06000000 -0.01112420604 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2020-12-08 -473414640.00000000 EUR -373242.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -314.40000000 -0.00000937046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 492304.87000000 USD 7377496232.00000000 IDR 2020-12-16 -314.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -289529.46000000 -0.00862921335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13495698.32000000 USD 118155908.00000000 SEK 2020-12-16 -289529.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -30561.90000000 -0.00091087503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26518279.67000000 USD 2790537500.00000000 JPY 2020-12-16 -30561.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -47914.03000000 -0.00142804254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1479605.47000000 USD 5501152500.00000000 COP 2020-12-16 -47914.03000000 N N N N/A N/A N/A -78.00000000 NC USD -54044.75000000 -0.00161076416 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Live Cattle 2020-12-31 -3505320.00000000 USD -54044.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1202.58000000 -0.00003584201 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1735500.00000000 SGD 1270309.83000000 USD 2020-12-16 -1202.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 29190.21000000 0.000869992815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6067400.24000000 USD 103067415.00000000 ZAR 2020-12-17 29190.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 599611.15000000 0.017870970862 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35429293.24000000 USD 42004997366.00000000 KRW 2020-12-16 599611.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 6941.42000000 0.000206883935 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4799000.00000000 ILS 1409471.08000000 USD 2020-12-16 6941.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 37954.27000000 0.001131199200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9009756.00000000 NOK 1004093.05000000 USD 2020-12-16 37954.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -272273.45000000 -0.00811491062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4509964000.00000000 JPY 42536201.11000000 USD 2020-12-16 -272273.45000000 N N N United States of America 254900HROIFWPRGM1V77 9127963W7 147710000.00000000 PA USD 147657009.04000000 4.400808934511 Long STIV UST US N 2 2021-02-04 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12439.63000000 -0.00037075405 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3170911.74000000 USD 3682366000.00000000 KRW 2020-12-16 -12439.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 107185.35000000 0.003194580799 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39805500.00000000 GBP 51496086.02000000 USD 2020-12-16 107185.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 6642.34000000 0.000197970075 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2128000.00000000 AUD 1531141.54000000 USD 2020-12-16 6642.34000000 N N N N/A N/A N/A -1.00000000 NC USD 3741.12000000 0.000111501339 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-18 -166756.25000000 USD 3741.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -276662.65000000 -0.00824572751 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21209684.24000000 USD 17822694.00000000 EUR 2020-12-16 -276662.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -199538.70000000 -0.00594710470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12463481680.00000000 JPY 118103542.75000000 USD 2020-12-16 -199538.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1029989.64000000 -0.03069808632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48270953.32000000 USD 62881500.00000000 CAD 2020-12-16 -1029989.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 53215.10000000 0.001586037053 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408359244.00000000 ZAR 24208269.98000000 USD 2020-12-17 53215.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.84000000 -0.00000065092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 480649.75000000 USD 23358500.00000000 PHP 2020-12-16 -21.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -268800.31000000 -0.00801139623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18279523500.00000000 KRW 15410077.10000000 USD 2020-12-16 -268800.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -44428.29000000 -0.00132415262 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41409989.71000000 USD 62532500.00000000 NZD 2020-12-16 -44428.29000000 N N N N/A N/A N/A 16.00000000 NC USD 21414.09000000 0.000638231257 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-21 695900.00000000 USD 21414.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -97929.83000000 -0.00291872680 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13997457.56000000 USD 11834270.00000000 EUR 2020-12-16 -97929.83000000 N N N N/A N/A N/A -66.00000000 NC USD 37540.80000000 0.001118876029 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-17 -2910814.50000000 USD 37540.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.88000000 -0.00000223174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52159.02000000 USD 40857000.00000000 CLP 2020-12-16 -74.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 38946.38000000 0.001160768311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8574390.00000000 NOK 958399.77000000 USD 2020-12-16 38946.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 29182.63000000 0.000869766898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6067407.82000000 USD 103067415.00000000 ZAR 2020-12-17 29182.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1946.65000000 -0.00005801847 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55755805000.00000000 IDR 3716296.47000000 USD 2020-12-16 -1946.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -248.52000000 -0.00000740695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8133464000.00000000 IDR 542155.93000000 USD 2020-12-16 -248.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -113360.58000000 -0.00337862900 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101355870.00000000 SEK 11215084.67000000 USD 2020-12-16 -113360.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 7604.32000000 0.000226641184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8702160.64000000 USD 645914500.00000000 INR 2020-12-16 7604.32000000 N N N N/A N/A N/A 2.00000000 NC USD -2004.40000000 -0.00005973967 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-11-12 87476.50000000 USD -2004.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -143667.01000000 -0.00428188993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101355870.00000000 SEK 11184778.24000000 USD 2020-12-16 -143667.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 13494.74000000 0.000402200835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 662668000.00000000 HUF 2148286.99000000 USD 2020-12-16 13494.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -847.23000000 -0.00002525106 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33137.05000000 USD 25329500.00000000 CLP 2020-12-16 -847.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -424913.30000000 -0.01266422948 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29820887000.00000000 KRW 25153326.29000000 USD 2020-12-16 -424913.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -151075.19000000 -0.00450268531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18640948.64000000 USD 24611500.00000000 CAD 2020-12-16 -151075.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -89032.89000000 -0.00265356003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61632500.00000000 SEK 6799570.62000000 USD 2020-12-16 -89032.89000000 N N N N/A N/A N/A 11.00000000 NC USD -11582.45000000 -0.00034520643 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-11-20 957000.00000000 USD -11582.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -34849.41000000 -0.00103866112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1624070.42000000 USD 1231000.00000000 GBP 2020-12-16 -34849.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -2795.40000000 -0.00008331484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74930000.00000000 PHP 1538975.22000000 USD 2020-12-16 -2795.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 8416.63000000 0.000250851488 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 572265.06000000 USD 16622500.00000000 TWD 2020-12-16 8416.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 263.17000000 0.000007843588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1226398.58000000 USD 90969000.00000000 INR 2020-12-16 263.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 377616.69000000 0.011254588684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30586185.21000000 USD 3262102500.00000000 JPY 2020-12-16 377616.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -141534.81000000 -0.00421834127 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104427260.00000000 SEK 11530196.66000000 USD 2020-12-16 -141534.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -47915.44000000 -0.00142808457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95767977500.00000000 IDR 6338659.44000000 USD 2020-12-16 -47915.44000000 N N N N/A N/A N/A 3.00000000 NC USD 20173.65000000 0.000601260852 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-11-03 500632.50000000 USD 20173.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 4255.19000000 0.000126822819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22361500.00000000 BRL 3977479.22000000 USD 2020-12-16 4255.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -268781.04000000 -0.00801082190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18279523500.00000000 KRW 15410096.37000000 USD 2020-12-16 -268781.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 276091.04000000 0.008228691096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33301500.00000000 CAD 25294497.92000000 USD 2020-12-16 276091.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -139744.24000000 -0.00416497465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17223783.84000000 USD 14545612.00000000 EUR 2020-12-16 -139744.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 14367.42000000 0.000428210423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13148138.88000000 USD 222522000.00000000 ZAR 2020-12-17 14367.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 2554.86000000 0.000076145729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2699500.00000000 SGD 1980340.94000000 USD 2020-12-16 2554.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -168249.42000000 -0.00501455065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20209139.95000000 USD 17063120.00000000 EUR 2020-12-16 -168249.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -124861.00000000 -0.00372139059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2073919.16000000 USD 18176000.00000000 NOK 2020-12-16 -124861.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -25166.33000000 -0.00075006402 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16005826.73000000 USD 270165000.00000000 ZAR 2020-12-17 -25166.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -11664.95000000 -0.00034766528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 709486.60000000 USD 540528.00000000 GBP 2020-12-16 -11664.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 5363.15000000 0.000159844755 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1306437.13000000 USD 2020-12-16 5363.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -329.09000000 -0.00000980828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96487397.00000000 INR 1300744.89000000 USD 2020-12-16 -329.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 636.27000000 0.000018963561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137424500.00000000 CLP 175823.79000000 USD 2020-12-16 636.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 35692.88000000 0.001063800128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8727154.00000000 NOK 971527.53000000 USD 2020-12-16 35692.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -58511.55000000 -0.00174389386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108207500.00000000 ZAR 6342122.55000000 USD 2020-12-17 -58511.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -188240.01000000 -0.00561035553 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20807146.96000000 USD 17555252.00000000 EUR 2020-12-16 -188240.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -299.72000000 -0.00000893293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344000.00000000 SGD 251731.55000000 USD 2020-12-16 -299.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 338196.81000000 0.010079708052 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50801000.00000000 PLN 13483599.51000000 USD 2020-12-16 338196.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -357438.80000000 -0.01065320146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15380199.67000000 USD 134409000.00000000 SEK 2020-12-16 -357438.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -10522.55000000 -0.00031361689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2377500.00000000 SGD 1731350.54000000 USD 2020-12-16 -10522.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -86269.59000000 -0.00257120190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51197830.60000000 USD 71345004.00000000 AUD 2020-12-16 -86269.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 262705.49000000 0.007829744588 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1903525982.00000000 HUF 6394935.38000000 USD 2020-12-16 262705.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 39862.13000000 0.001188061569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8366202.00000000 NOK 936990.99000000 USD 2020-12-16 39862.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 6943.18000000 0.000206936391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4799000.00000000 ILS 1409472.84000000 USD 2020-12-16 6943.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -574228.85000000 -0.01711447001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51685791.30000000 USD 71345006.00000000 AUD 2020-12-16 -574228.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -300.04000000 -0.00000894247 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344000.00000000 SGD 251731.23000000 USD 2020-12-16 -300.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -212559.05000000 -0.00633516669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5892206.75000000 USD 21949254.00000000 PLN 2020-12-16 -212559.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.77000000 -0.00000097668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 239500.00000000 PHP 4895.22000000 USD 2020-12-16 -32.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -10902.00000000 -0.00032492611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 502892.47000000 USD 7377496232.00000000 IDR 2020-12-16 -10902.00000000 N N N N/A N/A N/A -21.00000000 NC USD -61611.48000000 -0.00183628500 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-11-24 -3502931.25000000 USD -61611.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 47979.83000000 0.001430003668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10258294.89000000 USD 1085788000.00000000 JPY 2020-12-16 47979.83000000 N N N United States of America 254900HROIFWPRGM1V77 912796TY5 202021000.00000000 PA USD 201971209.90000000 6.019603883492 Long STIV UST US N 2 2020-12-31 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 217220.85000000 0.006474108229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2275027500.00000000 HUF 7546246.97000000 USD 2020-12-16 217220.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -189091.30000000 -0.00563572760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9111315.85000000 USD 79827356.00000000 SEK 2020-12-16 -189091.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -57150.89000000 -0.00170334038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12384860.42000000 USD 10496000.00000000 EUR 2020-12-16 -57150.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 7355.86000000 0.000219236016 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1789353.21000000 USD 87320000.00000000 PHP 2020-12-16 7355.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -80449.61000000 -0.00239774166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13947500.00000000 GBP 17925772.95000000 USD 2020-12-16 -80449.61000000 N N N N/A N/A N/A -67.00000000 NC USD 12370.96000000 0.000368707395 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-12-29 -2955537.50000000 USD 12370.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -941837.79000000 -0.02807078504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53002612.05000000 USD 78700500.00000000 NZD 2020-12-16 -941837.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 5913.71000000 0.000176253792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1172828.40000000 USD 1569000.00000000 CAD 2020-12-16 5913.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -77576.43000000 -0.00231210863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17364000.00000000 CAD 12967470.10000000 USD 2020-12-16 -77576.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -65.72000000 -0.00000195873 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 203000.00000000 BRL 36003.62000000 USD 2020-12-16 -65.72000000 N N N N/A N/A N/A 3.00000000 NC USD 21136.65000000 0.000629962361 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-10-16 260770.50000000 USD 21136.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -40261.59000000 -0.00119996718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48037880000.00000000 IDR 3163288.55000000 USD 2020-12-16 -40261.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -346037.41000000 -0.01031339138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9510228.79000000 USD 154927500.00000000 ZAR 2020-12-17 -346037.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -13886.22000000 -0.00041386860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 715593.78000000 USD 543538.00000000 GBP 2020-12-16 -13886.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -22213.70000000 -0.00066206304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1612728.98000000 USD 1461500.00000000 CHF 2020-12-16 -22213.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -22996.46000000 -0.00068539263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6049078.52000000 USD 53915500.00000000 SEK 2020-12-16 -22996.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -125727.53000000 -0.00374721688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408880000.00000000 TWD 14157871.73000000 USD 2020-12-16 -125727.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 72781.80000000 0.002169208206 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9540250.00000000 BRL 1767907.38000000 USD 2020-12-16 72781.80000000 N N N N/A N/A N/A -207.00000000 NC USD -570826.74000000 -0.01701307261 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Platinum 2021-01-27 -9410220.00000000 USD -570826.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 31600.02000000 0.000941815435 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3457500.00000000 PLN 926271.97000000 USD 2020-12-16 31600.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1273.68000000 0.000037961098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 439500.00000000 BRL 79364.68000000 USD 2020-12-16 1273.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -117854.44000000 -0.00351256520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12013929.70000000 USD 10128500.00000000 EUR 2020-12-16 -117854.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -9574.75000000 -0.00028536840 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 727836.87000000 USD 660000.00000000 CHF 2020-12-16 -9574.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 232469.71000000 0.006928589326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18873456.00000000 CAD 14411524.75000000 USD 2020-12-16 232469.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -166646.88000000 -0.00496678812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2694521.05000000 USD 14227000.00000000 BRL 2020-12-16 -166646.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -13008.45000000 -0.00038770731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4254448000.00000000 COP 1094224.41000000 USD 2020-12-16 -13008.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1295.11000000 0.000038599804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10177000.00000000 BRL 1809559.36000000 USD 2020-12-16 1295.11000000 N N N N/A N/A N/A -439.00000000 NC 1479970.62000000 0.044109439637 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Short IBEX 35 Index ES0SI0000005 2020-10-16 -29546456.00000000 EUR 1479970.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 12403.96000000 0.000369690936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36224846.11000000 USD 3817671500.00000000 JPY 2020-12-16 12403.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -93870.45000000 -0.00279773996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36521000.00000000 CAD 27343249.13000000 USD 2020-12-16 -93870.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 78402.63000000 0.002336732924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60428500.00000000 CAD 45476501.81000000 USD 2020-12-16 78402.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -59450.25000000 -0.00177187112 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179938500.00000000 ZAR 10584178.87000000 USD 2020-12-17 -59450.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 107636.40000000 0.003208024013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8122573.99000000 USD 9595350500.00000000 KRW 2020-12-16 107636.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 26652.97000000 0.000794372236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4413500.00000000 CAD 3342381.65000000 USD 2020-12-16 26652.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 642.54000000 0.000019150433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141753292.00000000 CLP 181348.36000000 USD 2020-12-16 642.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1002405.40000000 -0.02987595826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70484906.09000000 USD 105037000.00000000 NZD 2020-12-16 -1002405.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 340999.70000000 0.010163246134 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54678500.00000000 CAD 41419298.29000000 USD 2020-12-16 340999.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -53160.67000000 -0.00158441480 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4474758.31000000 USD 5885500.00000000 CAD 2020-12-16 -53160.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 4245.22000000 0.000126525670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1472383.46000000 USD 109506500.00000000 INR 2020-12-16 4245.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 113279.16000000 0.003376202339 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7698500.00000000 EUR 9155282.95000000 USD 2020-12-16 113279.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 237268.04000000 0.007071600035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55724500.00000000 PLN 14656688.78000000 USD 2020-12-16 237268.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -20757.65000000 -0.00061866654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10142500.00000000 CHF 11017081.03000000 USD 2020-12-16 -20757.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -70877.06000000 -0.00211243882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10052275.76000000 USD 168743000.00000000 ZAR 2020-12-17 -70877.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 331241.72000000 0.009872416692 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2676375714.00000000 HUF 8953215.52000000 USD 2020-12-16 331241.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1121568.51000000 -0.03342752742 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142407506.00000000 NZD 93081708.75000000 USD 2020-12-16 -1121568.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -284117.43000000 -0.00846791176 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12982356.72000000 USD 113611450.00000000 SEK 2020-12-16 -284117.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 19969.97000000 0.000595190319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1477086.63000000 USD 42854500.00000000 TWD 2020-12-16 19969.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -47150.87000000 -0.00140529712 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5809500.00000000 NZD 3795862.43000000 USD 2020-12-16 -47150.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -15319.82000000 -0.00045659600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 544606.58000000 USD 409982.00000000 GBP 2020-12-16 -15319.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2633.65000000 0.000078494008 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1046498.86000000 USD 1223151500.00000000 KRW 2020-12-16 2633.65000000 N N N N/A N/A N/A 3.00000000 NC USD 5699.15000000 0.000169858988 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-10-30 179489.25000000 USD 5699.15000000 N N N N/A N/A N/A 1.00000000 NC USD -4271.96000000 -0.00012732263 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-12-18 166756.25000000 USD -4271.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1005120.90000000 -0.02995689175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73038384.87000000 USD 108893000.00000000 NZD 2020-12-16 -1005120.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -165676.98000000 -0.00493788096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20408252.88000000 USD 17234838.00000000 EUR 2020-12-16 -165676.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -346025.52000000 -0.01031303701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9510216.90000000 USD 154927500.00000000 ZAR 2020-12-17 -346025.52000000 N N N N/A N/A N/A 50.00000000 NC USD -2247.50000000 -0.00006698509 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-22 4353900.00000000 USD -2247.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 36586.18000000 0.001090424280 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8727154.00000000 NOK 972420.83000000 USD 2020-12-16 36586.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -22341.41000000 -0.00066586935 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91883463500.00000000 IDR 6105183.00000000 USD 2020-12-16 -22341.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 78795.49000000 0.002348441829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3541892.13000000 USD 268509500.00000000 INR 2020-12-16 78795.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 602014.77000000 0.017942608994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35426889.61000000 USD 42004997364.00000000 KRW 2020-12-16 602014.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -2159.62000000 -0.00006436589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72514.85000000 USD 270334000.00000000 COP 2020-12-16 -2159.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 313.00000000 0.000009328735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7792352000.00000000 IDR 519969.37000000 USD 2020-12-16 313.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -78687.81000000 -0.00234523250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2751863.40000000 USD 2070624.00000000 GBP 2020-12-16 -78687.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 42580.39000000 0.001269077316 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28001432.43000000 USD 2954496500.00000000 JPY 2020-12-16 42580.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -2865.35000000 -0.00008539965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 132626.38000000 USD 444000.00000000 ILS 2020-12-16 -2865.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 142936.93000000 0.004260130438 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17943400.00000000 PLN 4786019.13000000 USD 2020-12-16 142936.93000000 N N N N/A N/A N/A 2072.00000000 NC USD 420419.87000000 0.012530306093 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Sugar No. 11 2021-02-26 31351846.40000000 USD 420419.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -10901.37000000 -0.00032490734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 502891.84000000 USD 7377496232.00000000 IDR 2020-12-16 -10901.37000000 N N N N/A N/A N/A -9.00000000 NC USD -41278.05000000 -0.00123026202 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-10-14 -538051.50000000 USD -41278.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2994.47000000 -0.00008924798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17568097.24000000 USD 1850521000.00000000 JPY 2020-12-16 -2994.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -19648.04000000 -0.00058559543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10486500.00000000 ZAR 600643.99000000 USD 2020-12-17 -19648.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 442741.11000000 0.013195574292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59035500.00000000 CAD 44794321.64000000 USD 2020-12-16 442741.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -12176.02000000 -0.00036289735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 820835.23000000 USD 634346500.00000000 CLP 2020-12-16 -12176.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 57219.74000000 0.001705392413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3791960.00000000 CHF 4183918.56000000 USD 2020-12-16 57219.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -98706.17000000 -0.00294186505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6015359.19000000 USD 4583000.00000000 GBP 2020-12-16 -98706.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 39497.08000000 0.001177181521 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5734672.00000000 NOK 654440.37000000 USD 2020-12-16 39497.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -19897.09000000 -0.00059301818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 835374.53000000 USD 639695006.00000000 CLP 2020-12-16 -19897.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -805555.18000000 -0.02400898173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50033589.98000000 USD 41913500.00000000 EUR 2020-12-16 -805555.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1742.58000000 -0.00005193631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13881500.00000000 BRL 2464742.65000000 USD 2020-12-16 -1742.58000000 N N N N/A N/A N/A -23.00000000 NC USD 9036.01000000 0.000269311655 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-12-11 -3837653.50000000 USD 9036.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1090675.33000000 -0.03250677883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 480140000.00000000 SEK 52574097.13000000 USD 2020-12-16 -1090675.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 79351.42000000 0.002365010915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5824242.02000000 USD 168995310.00000000 TWD 2020-12-16 79351.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -144581.84000000 -0.00430915577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10479036.87000000 USD 8005000.00000000 GBP 2020-12-16 -144581.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -9289.34000000 -0.00027686197 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2911000.00000000 CAD 2177656.67000000 USD 2020-12-16 -9289.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -51124.26000000 -0.00152372109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1731839.83000000 USD 6458006500.00000000 COP 2020-12-16 -51124.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 518618.22000000 0.015457035944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39909200.00000000 EUR 47392572.59000000 USD 2020-12-16 518618.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 69592.80000000 0.002074162398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9269000.00000000 CHF 10156822.45000000 USD 2020-12-16 69592.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 4864.37000000 0.000144978982 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21731500.00000000 MXN 979100.99000000 USD 2020-12-16 4864.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 230213.82000000 0.006861354178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30925000.00000000 PLN 8232449.58000000 USD 2020-12-16 230213.82000000 N N N N/A N/A N/A 74.00000000 NC USD 184691.46000000 0.005504593602 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-10-07 3204163.00000000 USD 184691.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 30052.33000000 0.000895687669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9909064.52000000 USD 737083000.00000000 INR 2020-12-16 30052.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -120772.57000000 -0.00359953793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162093500.00000000 MXN 7145979.53000000 USD 2020-12-16 -120772.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 106837.17000000 0.003184203549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168514938.00000000 MXN 7661466.32000000 USD 2020-12-16 106837.17000000 N N N N/A N/A N/A -1.00000000 NC USD -10304.95000000 -0.00030713148 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-10-01 -86493.00000000 USD -10304.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2748.20000000 -0.00008190808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 687408.73000000 USD 934500.00000000 SGD 2020-12-16 -2748.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 392.69000000 0.000011703837 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 352426.49000000 USD 17147000.00000000 PHP 2020-12-16 392.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -104040.67000000 -0.00310085591 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21343500.00000000 NZD 14014791.30000000 USD 2020-12-16 -104040.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2559.50000000 0.000076284021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4234917.74000000 USD 314250500.00000000 INR 2020-12-16 2559.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -17805.46000000 -0.00053067868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51655500.00000000 ZAR 3037693.97000000 USD 2020-12-17 -17805.46000000 N N N N/A N/A N/A 372.00000000 NC USD 122748.35000000 0.003658424607 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean Oil 2020-12-14 7394616.00000000 USD 122748.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 220978.53000000 0.006586103128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18318354.00000000 CAD 13983002.27000000 USD 2020-12-16 220978.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 40883.09000000 0.001218490533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9003110.00000000 NOK 1006309.20000000 USD 2020-12-16 40883.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 151579.59000000 0.004517718585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18487139.00000000 PLN 4935361.15000000 USD 2020-12-16 151579.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -1436009.49000000 -0.04279921037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52547571.94000000 USD 71345006.00000000 AUD 2020-12-16 -1436009.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 31598.86000000 0.000941780863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3457500.00000000 PLN 926270.81000000 USD 2020-12-16 31598.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -2477.33000000 -0.00007383500 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74930000.00000000 PHP 1539293.29000000 USD 2020-12-16 -2477.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -131021.03000000 -0.00390498577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7073079.25000000 USD 2154907500.00000000 HUF 2020-12-16 -131021.03000000 N N N N/A N/A N/A 51.00000000 NC USD -31719.98000000 -0.00094539075 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-12-18 2249100.00000000 USD -31719.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 59965.73000000 0.001787234632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5950000.00000000 AUD 4322545.74000000 USD 2020-12-16 59965.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 64912.78000000 0.001934677832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6420000.00000000 BRL 1205627.77000000 USD 2020-12-16 64912.78000000 N N N N/A N/A N/A -24.00000000 NC USD -362777.80000000 -0.01081232644 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-10-02 -4000800.00000000 USD -362777.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -34851.44000000 -0.00103872162 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1624072.45000000 USD 1231000.00000000 GBP 2020-12-16 -34851.44000000 N N N N/A N/A N/A 85.00000000 NC -1653.43000000 -0.00004927926 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euroswiss 2021-06-14 21415750.00000000 CHF -1653.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -16064.74000000 -0.00047879780 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63960500.00000000 TWD 2218297.79000000 USD 2020-12-16 -16064.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 279946.48000000 0.008343599659 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2676375714.00000000 HUF 8901920.28000000 USD 2020-12-16 279946.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -51.22000000 -0.00000152657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2588.05000000 USD 1990000.00000000 CLP 2020-12-16 -51.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 568156.99000000 0.016933502676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35460747.39000000 USD 42004997364.00000000 KRW 2020-12-16 568156.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.48000000 -0.00000403788 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 319000.00000000 TWD 11008.30000000 USD 2020-12-16 -135.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -357525.69000000 -0.01065579115 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15642320.24000000 USD 11839500.00000000 GBP 2020-12-16 -357525.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -18972.10000000 -0.00056544953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7424852000.00000000 COP 1913367.91000000 USD 2020-12-16 -18972.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -24096.41000000 -0.00071817583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1147315.40000000 USD 881100500.00000000 CLP 2020-12-16 -24096.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 87178.24000000 0.002598283549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5816415.20000000 USD 168995310.00000000 TWD 2020-12-16 87178.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -193893.64000000 -0.00577885783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18125287.09000000 USD 15267062.00000000 EUR 2020-12-16 -193893.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -495.00000000 -0.00001475311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 143617.06000000 USD 112271000.00000000 CLP 2020-12-16 -495.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 21068.33000000 0.000627926134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4364500.00000000 SGD 3218715.07000000 USD 2020-12-16 21068.33000000 N N N N/A N/A N/A 5.00000000 NC USD 19928.43000000 0.000593952250 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-10-21 834500.00000000 USD 19928.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -35607.38000000 -0.00106125186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68363000.00000000 TWD 2352549.77000000 USD 2020-12-16 -35607.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 442685.11000000 0.013193905253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59035500.00000000 CAD 44794265.64000000 USD 2020-12-16 442685.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 19886.04000000 0.000592688847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1756865.43000000 USD 50861000.00000000 TWD 2020-12-16 19886.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -149965.51000000 -0.00446961211 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17762866.89000000 USD 26625500.00000000 NZD 2020-12-16 -149965.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -78691.25000000 -0.00234533503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2751866.84000000 USD 2070624.00000000 GBP 2020-12-16 -78691.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 43763.35000000 0.001304334571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3686000.00000000 AUD 2684413.76000000 USD 2020-12-16 43763.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 503763.72000000 0.015014308458 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38735400.00000000 EUR 45999072.37000000 USD 2020-12-16 503763.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1686895.56000000 0.050276685816 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90552000.00000000 EUR 108041578.59000000 USD 2020-12-16 1686895.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 309206.07000000 0.009215660294 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40248500.00000000 PLN 10724015.63000000 USD 2020-12-16 309206.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -143394.61000000 -0.00427377125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12797323.05000000 USD 11627500.00000000 CHF 2020-12-16 -143394.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 15033.94000000 0.000448075563 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11346447500.00000000 IDR 771705.83000000 USD 2020-12-16 15033.94000000 N N N N/A N/A N/A 107.00000000 NC USD 115156.35000000 0.003432150612 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-12-24 9317346.00000000 USD 115156.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 157586.77000000 0.004696758182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20950970.00000000 PLN 5578915.83000000 USD 2020-12-16 157586.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -411295.34000000 -0.01225835616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18774343.39000000 USD 27759500.00000000 NZD 2020-12-16 -411295.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -696.19000000 -0.00002074943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 732000.00000000 SGD 535602.91000000 USD 2020-12-16 -696.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 113290.60000000 0.003376543300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7698500.00000000 EUR 9155294.39000000 USD 2020-12-16 113290.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -58896.76000000 -0.00175537476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26242590.00000000 PLN 6731706.05000000 USD 2020-12-16 -58896.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 354557.16000000 0.010567316293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2550299416.00000000 HUF 8570374.78000000 USD 2020-12-16 354557.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -59024.81000000 -0.00175919120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1598844.53000000 USD 34347500.00000000 MXN 2020-12-16 -59024.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 220961.05000000 0.006585582149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18318354.00000000 CAD 13982984.79000000 USD 2020-12-16 220961.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -12868.95000000 -0.00038354962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 562827.17000000 USD 431410500.00000000 CLP 2020-12-16 -12868.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 260750.92000000 0.007771490062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25391500.00000000 CHF 27893709.34000000 USD 2020-12-16 260750.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -2159.53000000 -0.00006436320 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72514.76000000 USD 270334000.00000000 COP 2020-12-16 -2159.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -28715.24000000 -0.00085583668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96487397.00000000 INR 1272358.74000000 USD 2020-12-16 -28715.24000000 N N N N/A N/A N/A -50.00000000 NC USD 24270.26000000 0.000723357311 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-12-22 -4353900.00000000 USD 24270.26000000 N N N N/A N/A N/A -20.00000000 NC USD -41099.00000000 -0.00122492557 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-10-20 -869540.00000000 USD -41099.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 7296.88000000 0.000217478160 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1864491.11000000 USD 53581500.00000000 TWD 2020-12-16 7296.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 149054.14000000 0.004442449398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19104357.00000000 PLN 5092548.68000000 USD 2020-12-16 149054.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 286143.95000000 0.008528310710 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78632500.00000000 NOK 8718104.53000000 USD 2020-12-16 286143.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 591344.52000000 0.017624590013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35437559.87000000 USD 42004997366.00000000 KRW 2020-12-16 591344.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 10646.67000000 0.000317316196 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2743000.00000000 AUD 1975731.88000000 USD 2020-12-16 10646.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -162439.98000000 -0.00484140454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19865018.51000000 USD 16775076.00000000 EUR 2020-12-16 -162439.98000000 N N N N/A N/A N/A 656.00000000 NC USD -119665.34000000 -0.00356653775 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2020-12-21 115640500.00000000 USD -119665.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -413636.25000000 -0.01232812527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53884000.00000000 GBP 69150607.97000000 USD 2020-12-16 -413636.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 4751.35000000 0.000141610504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3408000.00000000 SGD 2501619.28000000 USD 2020-12-16 4751.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -17801.66000000 -0.00053056542 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51655500.00000000 ZAR 3037697.77000000 USD 2020-12-17 -17801.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -15113.55000000 -0.00045044828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4510241.77000000 USD 75993500.00000000 ZAR 2020-12-17 -15113.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1028.01000000 -0.00003063908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 305500.00000000 SGD 222796.27000000 USD 2020-12-16 -1028.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -192636.04000000 -0.00574137598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4982390.70000000 USD 44667000.00000000 NOK 2020-12-16 -192636.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -133824.70000000 -0.00398854710 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113265250.00000000 ZAR 6565982.81000000 USD 2020-12-17 -133824.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 45473.63000000 0.001355308213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26818809.85000000 USD 2830209500.00000000 JPY 2020-12-16 45473.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 8914.93000000 0.000265702954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108424000.00000000 MXN 4869630.07000000 USD 2020-12-16 8914.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -77560.22000000 -0.00231162551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17364000.00000000 CAD 12967486.31000000 USD 2020-12-16 -77560.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 85175.68000000 0.002538598715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5818417.72000000 USD 168995309.00000000 TWD 2020-12-16 85175.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -10325.99000000 -0.00030775856 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1606823.39000000 USD 2228500.00000000 AUD 2020-12-16 -10325.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 704.68000000 0.000021002470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1333621.73000000 USD 20008493500.00000000 IDR 2020-12-16 704.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 54513.93000000 0.001624747729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3980144.00000000 CHF 4386008.87000000 USD 2020-12-16 54513.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -80843.48000000 -0.00240948067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16594522.15000000 USD 14059998.00000000 EUR 2020-12-16 -80843.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -120598.52000000 -0.00359435050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7905232.39000000 USD 69649305.00000000 SEK 2020-12-16 -120598.52000000 N N N 2020-10-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX