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 2021-12-31 2021-06-30 N 1713425388.96 73410338.95 1640015050.01 0.00000000 383638335.16000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 335398.68000000 AUD CAD EUR GBP USD N N/A N/A N/A 1.00000000 NC N/A -4474.35000000 -0.00027282371 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43722000.00000000 ZAR 3027419.78000000 USD 2021-09-15 -4474.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -304587.25000000 -0.01857222285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17637070.29000000 USD 249946334.00000000 ZAR 2021-09-15 -304587.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 319115.91000000 0.019458108631 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5099350.80000000 USD 27206688.00000000 BRL 2021-09-15 319115.91000000 N N N N/A N/A N/A 1.00000000 NC USD -856.98000000 -0.00005225439 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Platinum 2021-10-27 53645.00000000 USD -856.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 31678.31000000 0.001931586542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 892500.00000000 GBP 1266487.76000000 USD 2021-09-15 31678.31000000 N N N N/A N/A 000000000 104652900.00000000 PA -225783.87000000 -0.01376718280 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-07-29 0.00000000 USD 0.00000000 USD 104652900.00000000 HKD -225783.87000000 N N N N/A N/A N/A 1.00000000 NC USD -78.03000000 -0.00000475788 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-05 74283.25000000 USD -78.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -232408.58000000 -0.01417112483 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8709034.05000000 USD 10507964.00000000 CAD 2021-09-15 -232408.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 1507.97000000 0.000091948546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 212000.00000000 SGD 159162.19000000 USD 2021-09-15 1507.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 3681.30000000 0.000224467452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5044660000.00000000 KRW 4466656.69000000 USD 2021-09-15 3681.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 118373.92000000 0.007217855714 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39967500.00000000 SEK 4791869.58000000 USD 2021-09-15 118373.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -16574.44000000 -0.00101062731 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22019885.00000000 PLN 5759716.43000000 USD 2021-09-15 -16574.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -5476.36000000 -0.00033392132 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 356049.56000000 USD 5153442000.00000000 IDR 2021-09-15 -5476.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 44194.51000000 0.002694762465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095120.00000000 EUR 1344791.88000000 USD 2021-09-15 44194.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -10277.16000000 -0.00062665034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139818000.00000000 TWD 5030310.65000000 USD 2021-09-15 -10277.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -4628.04000000 -0.00028219497 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205523.71000000 USD 185500.00000000 CHF 2021-09-15 -4628.04000000 N N N N/A N/A N/A -3.00000000 NC USD -1449.60000000 -0.00008838943 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-29 -222765.75000000 USD -1449.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -204022.63000000 -0.01244029010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6215400.33000000 USD 51409000.00000000 SEK 2021-09-15 -204022.63000000 N N N N/A N/A N/A 6.00000000 NC USD -6124.20000000 -0.00037342340 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-11 445843.50000000 USD -6124.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 6110.97000000 0.000372616702 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156403000.00000000 INR 2090047.22000000 USD 2021-09-15 6110.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 4169.06000000 0.000254208642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12993000.00000000 ILS 3993221.14000000 USD 2021-09-17 4169.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 9742.48000000 0.000594048207 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9427337518.00000000 IDR 651055.97000000 USD 2021-09-15 9742.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3975.08000000 -0.00024238070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 297980.67000000 USD 4321895500.00000000 IDR 2021-09-15 -3975.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -16652.42000000 -0.00101538214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 487213.99000000 USD 434500.00000000 CHF 2021-09-15 -16652.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 125463.14000000 0.007650121259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21554250.00000000 PLN 5779607.90000000 USD 2021-09-15 125463.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -58511.19000000 -0.00356772274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3024336.51000000 USD 145651500.00000000 PHP 2021-09-15 -58511.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -9815.27000000 -0.00059848658 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2124212.55000000 USD 1556027648.00000000 CLP 2021-09-15 -9815.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -5463.48000000 -0.00033313596 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 364959.98000000 USD 17654851.00000000 PHP 2021-09-15 -5463.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -10283.45000000 -0.00062703387 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139818000.00000000 TWD 5030304.36000000 USD 2021-09-15 -10283.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -11450.00000000 -0.00069816432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 564628.73000000 USD 8131752500.00000000 IDR 2021-09-15 -11450.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -4692.91000000 -0.00028615042 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 703087.68000000 USD 10266435000.00000000 IDR 2021-09-15 -4692.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -149733.71000000 -0.00913002048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4161679.85000000 USD 15294000.00000000 PLN 2021-09-15 -149733.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -290600.59000000 -0.01771938556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5875060.14000000 USD 80531750.00000000 ZAR 2021-09-15 -290600.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -196847.50000000 -0.01200278619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8603723.69000000 USD 10421500.00000000 CAD 2021-09-15 -196847.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -108424.20000000 -0.00661117103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2770802.19000000 USD 22916312.00000000 NOK 2021-09-15 -108424.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 54868.17000000 0.003345589420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1788995.62000000 USD 2021-09-15 54868.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 42428.09000000 0.002587054917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095120.00000000 EUR 1343025.46000000 USD 2021-09-15 42428.09000000 N N N N/A N/A N/A 8.00000000 NC USD 24962.40000000 0.001522083593 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-28 503986.00000000 USD 24962.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -150698.15000000 -0.00918882726 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4140871.60000000 USD 15211000.00000000 PLN 2021-09-15 -150698.15000000 N N N N/A N/A N/A -2.00000000 NC USD 26376.91000000 0.001608333411 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-07-30 -468112.50000000 USD 26376.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -33136.07000000 -0.00202047353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1715520.71000000 USD 1216000.00000000 GBP 2021-09-15 -33136.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 12170.20000000 0.000742078555 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2407000.00000000 AUD 1817889.56000000 USD 2021-09-15 12170.20000000 N N N N/A N/A N/A 200.00000000 NC USD 475232.81000000 0.028977344445 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-15 12622500.00000000 USD 475232.81000000 N N N N/A N/A N/A 3.00000000 NC USD 9860.80000000 0.000601262774 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Copper 2021-09-28 321675.00000000 USD 9860.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 12703.93000000 0.000774622769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 483000.00000000 EUR 586329.22000000 USD 2021-09-15 12703.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 622.79000000 0.000037974651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21691230.00000000 PLN 5690700.36000000 USD 2021-09-15 622.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -25930.73000000 -0.00158112756 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 983179.55000000 USD 1276000.00000000 AUD 2021-09-15 -25930.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -74607.03000000 -0.00454916739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2413116.64000000 USD 33722918.00000000 ZAR 2021-09-15 -74607.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 63354.95000000 0.003863071256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1907500.00000000 EUR 2328759.17000000 USD 2021-09-15 63354.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -239166.26000000 -0.01458317470 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8715792.54000000 USD 10507965.00000000 CAD 2021-09-15 -239166.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -27808.74000000 -0.00169563931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2338816.18000000 USD 2612214000.00000000 KRW 2021-09-15 -27808.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -23748.90000000 -0.00144809036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3409088.21000000 USD 2850500.00000000 EUR 2021-09-15 -23748.90000000 N N N N/A N/A N/A 9.00000000 NC USD -9058.05000000 -0.00055231505 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-28 983556.00000000 USD -9058.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -740980.80000000 -0.04518134147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17827296.46000000 USD 65135000.00000000 PLN 2021-09-15 -740980.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1919.05000000 0.000117014170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1824000.00000000 BRL 365185.73000000 USD 2021-09-15 1919.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -18768.74000000 -0.00114442486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 926063.07000000 USD 68094000.00000000 INR 2021-09-15 -18768.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 42429.76000000 0.002587156745 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095120.00000000 EUR 1343027.13000000 USD 2021-09-15 42429.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -104239.10000000 -0.00635598435 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2924180.80000000 USD 40665500.00000000 ZAR 2021-09-15 -104239.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 48177.97000000 0.002937654139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1295500.00000000 EUR 1586752.63000000 USD 2021-09-15 48177.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 8331.38000000 0.000508006313 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25898500.00000000 TWD 941999.89000000 USD 2021-09-15 8331.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -78606.87000000 -0.00479305784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2740984.86000000 USD 22916312.00000000 NOK 2021-09-15 -78606.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1368.25000000 -0.00008342911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73267.57000000 USD 3530971.00000000 PHP 2021-09-15 -1368.25000000 N N N N/A N/A N/A 12.00000000 NC USD 23858.60000000 0.001454779332 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-08 1311264.00000000 USD 23858.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 48254.47000000 0.002942318730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34985500.00000000 ZAR 2474317.60000000 USD 2021-09-15 48254.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 369446.22000000 0.022527001809 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5049020.49000000 USD 27206688.00000000 BRL 2021-09-15 369446.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -2734.46000000 -0.00016673383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1185632.07000000 USD 88778500.00000000 INR 2021-09-15 -2734.46000000 N N N United States of America 254900HROIFWPRGM1V77 912796J59 9823000.00000000 PA USD 9820693.66000000 0.598817288898 Long STIV UST US N 2 2021-12-09 None 0.00000000 N N N N N N N/A N/A N/A -12.00000000 NC USD -23939.40000000 -0.00145970611 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-08 -1311264.00000000 USD -23939.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 399.88000000 0.000024382703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 94650.30000000 USD 358148774.00000000 COP 2021-09-15 399.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -34735.56000000 -0.00211800251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2785923.26000000 USD 39674020.00000000 ZAR 2021-09-15 -34735.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -162247.23000000 -0.00989303299 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4310043.70000000 USD 1230861500.00000000 HUF 2021-09-15 -162247.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -382396.76000000 -0.02331666163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202847500.00000000 MXN 9695423.44000000 USD 2021-09-15 -382396.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -84016.98000000 -0.00512293957 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2746395.20000000 USD 22916314.00000000 NOK 2021-09-15 -84016.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -149738.92000000 -0.00913033816 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4161685.06000000 USD 15294000.00000000 PLN 2021-09-15 -149738.92000000 N N N N/A N/A N/A -1.00000000 NC USD -1125.87000000 -0.00006864997 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-24 -74318.75000000 USD -1125.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -38056.43000000 -0.00232049272 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1985983000.00000000 HUF 6654372.63000000 USD 2021-09-15 -38056.43000000 N N N N/A N/A N/A 18.00000000 NC USD 89721.90000000 0.005470797356 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-21 1133775.00000000 USD 89721.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 31866.15000000 0.001943040095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1041252.66000000 USD 2021-09-15 31866.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -160206.78000000 -0.00976861645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4355776.30000000 USD 60503000.00000000 ZAR 2021-09-15 -160206.78000000 N N N N/A N/A N/A 1.00000000 NC USD -15255.29000000 -0.00093019207 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-25 234231.25000000 USD -15255.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -7686.42000000 -0.00046867984 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 396594.76000000 USD 286205500.00000000 CLP 2021-09-15 -7686.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 51688.73000000 0.003151722906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460158.00000000 EUR 1785816.18000000 USD 2021-09-15 51688.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 43219.82000000 0.002635330694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095118.00000000 EUR 1343814.81000000 USD 2021-09-15 43219.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 40145.74000000 0.002447888511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 226046000.00000000 INR 3052015.42000000 USD 2021-09-15 40145.74000000 N N N N/A N/A N/A 1.00000000 NC USD -12703.21000000 -0.00077457886 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-24 234225.00000000 USD -12703.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -66.16000000 -0.00000403410 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95116.34000000 USD 358148774.00000000 COP 2021-09-15 -66.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -290227.01000000 -0.01769660650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8375896.01000000 USD 30823500.00000000 PLN 2021-09-15 -290227.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -10298.18000000 -0.00062793204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1637169.62000000 USD 122099500.00000000 INR 2021-09-15 -10298.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -33133.92000000 -0.00202034243 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1715518.56000000 USD 1216000.00000000 GBP 2021-09-15 -33133.92000000 N N N N/A N/A N/A 2.00000000 NC USD 16008.10000000 0.000976094701 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-20 218484.00000000 USD 16008.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 44642.56000000 0.002722082336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22761500.00000000 CAD 18406021.67000000 USD 2021-09-15 44642.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 41718.11000000 0.002543763851 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31215500.00000000 ZAR 2206351.28000000 USD 2021-09-15 41718.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -18722.51000000 -0.00114160598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 881813.50000000 USD 623828.00000000 GBP 2021-09-15 -18722.51000000 N N N N/A N/A N/A -200.00000000 NC -4690.91000000 -0.00028602847 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short Australia Australia 3 Year Bond 2021-09-15 -23297404.00000000 AUD -4690.91000000 N N N N/A N/A N/A -79.00000000 NC USD -2550.09000000 -0.00015549186 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Cocoa 2021-09-15 -1887310.00000000 USD -2550.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 5387.23000000 0.000328486619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6861500.00000000 CAD 5540461.93000000 USD 2021-09-15 5387.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 17318.39000000 0.001055989699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2994000.00000000 SGD 2243812.48000000 USD 2021-09-15 17318.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -966.28000000 -0.00005891897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6727796.99000000 USD 135398406.00000000 MXN 2021-09-15 -966.28000000 N N N N/A N/A N/A -2728.00000000 NC -25422.62000000 -0.00155014553 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2021-09-08 -305917920.00000000 EUR -25422.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -8123.44000000 -0.00049532716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1090968.27000000 USD 1549500.00000000 NZD 2021-09-15 -8123.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 75613.31000000 0.004610525372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21740000.00000000 SEK 2617723.66000000 USD 2021-09-15 75613.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 34823.79000000 0.002123382343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078774.00000000 EUR 1316008.16000000 USD 2021-09-15 34823.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -25319.80000000 -0.00154387607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 903175.93000000 USD 634500.00000000 GBP 2021-09-15 -25319.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -27550.89000000 -0.00167991690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315910000.00000000 TWD 11361341.05000000 USD 2021-09-15 -27550.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -2838.68000000 -0.00017308865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 488383.35000000 USD 1581499.00000000 ILS 2021-09-17 -2838.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -10795.36000000 -0.00065824761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 496348.81000000 USD 23845500.00000000 PHP 2021-09-15 -10795.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -65073.49000000 -0.00396785931 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3519895.52000000 USD 4645751.00000000 SGD 2021-09-15 -65073.49000000 N N N N/A N/A N/A 6.00000000 NC USD 28478.13000000 0.001736455406 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-12 445387.50000000 USD 28478.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -14071.91000000 -0.00085803541 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 968680.52000000 USD 1366000.00000000 NZD 2021-09-15 -14071.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 36217.85000000 0.002208385221 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1089671.00000000 EUR 1330343.82000000 USD 2021-09-15 36217.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -207519.24000000 -0.01265349607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7032788.77000000 USD 2025403500.00000000 HUF 2021-09-15 -207519.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 12867.32000000 0.000784585482 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8437500.00000000 PLN 2226205.59000000 USD 2021-09-15 12867.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -105576.08000000 -0.00643750677 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4779917.02000000 USD 5794500.00000000 CAD 2021-09-15 -105576.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -710736.86000000 -0.04333721571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22084567.46000000 USD 81479500.00000000 PLN 2021-09-15 -710736.86000000 N N N N/A N/A N/A 9.00000000 NC USD 32088.32000000 0.001956586922 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-23 668081.25000000 USD 32088.32000000 N N N N/A N/A N/A -1.00000000 NC USD 22621.79000000 0.001379364780 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-17 -234268.75000000 USD 22621.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -75373.59000000 -0.00459590843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2345103.40000000 USD 32731066.00000000 ZAR 2021-09-15 -75373.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -237966.82000000 -0.01451003879 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7705966.04000000 USD 63865954.00000000 SEK 2021-09-15 -237966.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -13450.27000000 -0.00082013088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1648256.34000000 USD 181500000.00000000 JPY 2021-09-15 -13450.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 75141.02000000 0.004581727466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40484000.00000000 ZAR 2882496.63000000 USD 2021-09-15 75141.02000000 N N N N/A N/A N/A 112.00000000 NC USD 201342.54000000 0.012276871483 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A RBOB Gasoline 2021-07-30 10545427.20000000 USD 201342.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -16653.03000000 -0.00101541934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 487214.60000000 USD 434500.00000000 CHF 2021-09-15 -16653.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 23866.96000000 0.001455289084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1016000.00000000 AUD 786065.08000000 USD 2021-09-15 23866.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 2828.08000000 0.000172442319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24138000.00000000 PHP 494337.55000000 USD 2021-09-15 2828.08000000 N N N N/A N/A N/A 9.00000000 NC USD 110916.45000000 0.006763136106 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-23 983043.00000000 USD 110916.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -32267.90000000 -0.00196753682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1032414.29000000 USD 923500.00000000 CHF 2021-09-15 -32267.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 54385.44000000 0.003316154934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1788512.89000000 USD 2021-09-15 54385.44000000 N N N N/A N/A 000000000 -677808.00000000 PA USD -19310.64000000 -0.00117746724 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2021-11-26 0.00000000 USD 0.00000000 USD -677808.00000000 USD -19310.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -7686.91000000 -0.00046870972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 396595.25000000 USD 286205500.00000000 CLP 2021-09-15 -7686.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -10025.85000000 -0.00061132670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 493573.08000000 USD 349500.00000000 GBP 2021-09-15 -10025.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 40422.60000000 0.002464770064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078774.00000000 EUR 1321606.97000000 USD 2021-09-15 40422.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 10202.38000000 0.000622090632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 509203000.00000000 CLP 702129.31000000 USD 2021-09-15 10202.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -19227.67000000 -0.00117240814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 882318.66000000 USD 623828.00000000 GBP 2021-09-15 -19227.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 53217.80000000 0.003244958026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460158.00000000 EUR 1787345.25000000 USD 2021-09-15 53217.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 17708.19000000 0.001079757774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1175555.15000000 USD 5991500.00000000 BRL 2021-09-15 17708.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 15478.06000000 0.000943775485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6711352.65000000 USD 135398406.00000000 MXN 2021-09-15 15478.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 713.52000000 0.000043506917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 629500.00000000 SEK 74322.47000000 USD 2021-09-15 713.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -26550.35000000 -0.00161890892 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1703771.31000000 USD 186209000.00000000 JPY 2021-09-15 -26550.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -3640.72000000 -0.00022199308 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 560259.78000000 USD 1813000.00000000 ILS 2021-09-17 -3640.72000000 N N N N/A N/A N/A -6.00000000 NC USD -9518.70000000 -0.00058040321 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-04 -655344.00000000 USD -9518.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 86405.26000000 0.005268565065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4823570.15000000 USD 24653500.00000000 BRL 2021-09-15 86405.26000000 N N N N/A N/A N/A 6.00000000 NC USD 2499.30000000 0.000152394942 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-06 378117.00000000 USD 2499.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -14312.53000000 -0.00087270723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 514114.97000000 USD 461500.00000000 CHF 2021-09-15 -14312.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -14313.17000000 -0.00087274625 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 514115.61000000 USD 461500.00000000 CHF 2021-09-15 -14313.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 38571.50000000 0.002351899148 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1089670.00000000 EUR 1332696.28000000 USD 2021-09-15 38571.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 54171.67000000 0.003303120297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4067232.23000000 USD 20694000.00000000 BRL 2021-09-15 54171.67000000 N N N N/A N/A N/A -569.00000000 NC -14483.08000000 -0.00088310653 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2023-06-19 -142776325.00000000 EUR -14483.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -27536.69000000 -0.00167905105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315910000.00000000 TWD 11361355.25000000 USD 2021-09-15 -27536.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 24483.89000000 0.001492906421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 145057000.00000000 INR 1957244.39000000 USD 2021-09-15 24483.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -37443.46000000 -0.00228311685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1862171.79000000 USD 136949000.00000000 INR 2021-09-15 -37443.46000000 N N N N/A N/A N/A 15.00000000 NC USD -1419.25000000 -0.00008653883 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-29 946500.00000000 USD -1419.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -35470.00000000 -0.00216278503 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2421849.27000000 USD 3209000.00000000 SGD 2021-09-15 -35470.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.00000000 INR 0.01000000 USD 2021-09-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 175201.91000000 0.010682945257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9627000.00000000 NZD 6902886.46000000 USD 2021-09-15 175201.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -260745.40000000 -0.01589896385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9595744.36000000 USD 79832442.00000000 SEK 2021-09-15 -260745.40000000 N N N N/A N/A 000000000 -11452860.00000000 PA 77727.49000000 0.004739437604 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-08-18 0.00000000 USD 0.00000000 USD -11452860.00000000 BRL 77727.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -17129.62000000 -0.00104447943 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4481430.79000000 USD 3759000.00000000 EUR 2021-09-15 -17129.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -57549.16000000 -0.00350906291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1716156.84000000 USD 1531500.00000000 CHF 2021-09-15 -57549.16000000 N N N N/A N/A N/A 24.00000000 NC USD 264034.98000000 0.016099546159 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long NASDAQ 100 E-Mini Index US6311011026 2021-09-17 6983520.00000000 USD 264034.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -151.65000000 -0.00000924686 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68357000.00000000 TWD 2464191.00000000 USD 2021-09-15 -151.65000000 N N N N/A N/A N/A 6.00000000 NC USD -7150.20000000 -0.00043598380 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-12 445867.50000000 USD -7150.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 14831.83000000 0.000904371578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85295500.00000000 INR 1151321.44000000 USD 2021-09-15 14831.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 75616.58000000 0.004610724761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21740000.00000000 SEK 2617726.93000000 USD 2021-09-15 75616.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -4778.15000000 -0.00029134793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 610968.80000000 USD 179887500.00000000 HUF 2021-09-15 -4778.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -9694.10000000 -0.00059109823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3371974.09000000 USD 10951500.00000000 ILS 2021-09-17 -9694.10000000 N N N N/A N/A N/A -9.00000000 NC USD -24418.80000000 -0.00148893755 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-23 -568012.50000000 USD -24418.80000000 N N N N/A N/A N/A 2.00000000 NC USD -3593.40000000 -0.00021910774 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-27 148637.50000000 USD -3593.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -249066.61000000 -0.01518684904 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9444737.11000000 USD 78640912.00000000 SEK 2021-09-15 -249066.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 7265.88000000 0.000443037397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11312805022.00000000 IDR 776842.07000000 USD 2021-09-15 7265.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -95898.38000000 -0.00584740853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8777176.17000000 USD 12422500.00000000 NZD 2021-09-15 -95898.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -4071.76000000 -0.00024827577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 610474.71000000 USD 179950500.00000000 HUF 2021-09-15 -4071.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 169516.67000000 0.010336287462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4945000.00000000 EUR 6042347.02000000 USD 2021-09-15 169516.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2889.80000000 0.000176205700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1361895000.00000000 CLP 1853491.29000000 USD 2021-09-15 2889.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1602.78000000 0.000097729590 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3144500.00000000 ILS 967012.94000000 USD 2021-09-17 1602.78000000 N N N N/A N/A N/A 7.00000000 NC USD -1482.78000000 -0.00009041258 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-04 519954.75000000 USD -1482.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 37283.49000000 0.002273362674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078774.00000000 EUR 1318467.86000000 USD 2021-09-15 37283.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -312205.02000000 -0.01903671676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8397874.02000000 USD 30823500.00000000 PLN 2021-09-15 -312205.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -10819.74000000 -0.00065973418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 732778.37000000 USD 20026000.00000000 TWD 2021-09-15 -10819.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 40862.55000000 0.002491596037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095118.00000000 EUR 1341457.54000000 USD 2021-09-15 40862.55000000 N N N N/A N/A N/A -7.00000000 NC USD -16355.15000000 -0.00099725609 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-23 -764988.00000000 USD -16355.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -65069.08000000 -0.00396759041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3519890.36000000 USD 4645750.00000000 SGD 2021-09-15 -65069.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 54454.15000000 0.003320344529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1865000.00000000 GBP 2634756.25000000 USD 2021-09-15 54454.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -26024.40000000 -0.00158683909 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1687854.33000000 USD 33449500.00000000 MXN 2021-09-15 -26024.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -135595.43000000 -0.00826793815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5765859.05000000 USD 6979500.00000000 CAD 2021-09-15 -135595.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -7056.80000000 -0.00043028873 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 312345.24000000 USD 4487754000.00000000 IDR 2021-09-15 -7056.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 9284.45000000 0.000566119804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1157500.00000000 EUR 1383966.17000000 USD 2021-09-15 9284.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 2305.38000000 0.000140570661 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1453000.00000000 PLN 383458.63000000 USD 2021-09-15 2305.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 18613.44000000 0.001134955438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20609000.00000000 CAD 16643601.34000000 USD 2021-09-15 18613.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -743523.97000000 -0.04533641139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26937418.97000000 USD 32471000.00000000 CAD 2021-09-15 -743523.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 44099.62000000 0.002688976543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078774.00000000 EUR 1325283.99000000 USD 2021-09-15 44099.62000000 N N N N/A N/A N/A -2.00000000 NC USD 30550.06000000 0.001862791442 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-05 -468278.52000000 USD 30550.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -18165.84000000 -0.00110766300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1482724.12000000 USD 21529073500.00000000 IDR 2021-09-15 -18165.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 66475.26000000 0.004053332315 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1862500.00000000 EUR 2278436.13000000 USD 2021-09-15 66475.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -37721.09000000 -0.00230004535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2665762.13000000 USD 197239000.00000000 INR 2021-09-15 -37721.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -12903.33000000 -0.00078678119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58814000.00000000 MXN 2909079.53000000 USD 2021-09-15 -12903.33000000 N N N N/A N/A N/A 1.00000000 NC USD 1464.97000000 0.000089326619 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-28 74251.25000000 USD 1464.97000000 N N N N/A N/A N/A -8.00000000 NC USD -24713.17000000 -0.00150688678 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-28 -503986.00000000 USD -24713.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 39933.05000000 0.002434919728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095120.00000000 EUR 1340530.42000000 USD 2021-09-15 39933.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 34663.47000000 0.002113606823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1044047.81000000 USD 2021-09-15 34663.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1166.51000000 -0.00007112800 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115226.72000000 USD 429778528.00000000 COP 2021-09-15 -1166.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 18592.64000000 0.001133687157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20609000.00000000 CAD 16643580.54000000 USD 2021-09-15 18592.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -186225.87000000 -0.01135513177 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6165327.69000000 USD 1774302642.00000000 HUF 2021-09-15 -186225.87000000 N N N N/A N/A N/A 17.00000000 NC USD 104754.85000000 0.006387432237 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-06 1067812.50000000 USD 104754.85000000 N N N United States of America 254900HROIFWPRGM1V77 9127964L0 155132000.00000000 PA USD 155117972.96000000 9.458326187863 Long STIV UST US N 2 2021-09-09 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3784.56000000 -0.00023076373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155864.84000000 USD 573038038.00000000 COP 2021-09-15 -3784.56000000 N N N N/A N/A N/A -11.00000000 NC USD -16594.09000000 -0.00101182547 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-06 -1201501.64000000 USD -16594.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -1383.55000000 -0.00008436203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73282.85000000 USD 3530970.00000000 PHP 2021-09-15 -1383.55000000 N N N N/A N/A N/A -6.00000000 NC USD 5667.74000000 0.000345590731 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-12 -445867.50000000 USD 5667.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 604429.18000000 0.036855099591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80626500.00000000 CAD 65644682.80000000 USD 2021-09-15 604429.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 1892.35000000 0.000115386136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12348918.00000000 INR 166431.12000000 USD 2021-09-15 1892.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -22652.85000000 -0.00138125866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 900508.98000000 USD 634500.00000000 GBP 2021-09-15 -22652.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 5380.31000000 0.000328064672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6861500.00000000 CAD 5540455.01000000 USD 2021-09-15 5380.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -19271.32000000 -0.00117506970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 873731.79000000 USD 617590.00000000 GBP 2021-09-15 -19271.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -115370.70000000 -0.00703473422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2777748.80000000 USD 22916313.00000000 NOK 2021-09-15 -115370.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -12806.03000000 -0.00078084832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1216272.92000000 USD 1360321480.00000000 KRW 2021-09-15 -12806.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 12704.66000000 0.000774667281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 483000.00000000 EUR 586329.95000000 USD 2021-09-15 12704.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -71338.01000000 -0.00434983874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4494809.65000000 USD 5000007500.00000000 KRW 2021-09-15 -71338.01000000 N N N N/A N/A N/A 9.00000000 NC USD 4067.06000000 0.000247989187 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-09 983463.61000000 USD 4067.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -97371.95000000 -0.00593725953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7659500.35000000 USD 8547743000.00000000 KRW 2021-09-15 -97371.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 1601.58000000 0.000097656420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3144500.00000000 ILS 967011.74000000 USD 2021-09-17 1601.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -135588.22000000 -0.00826749852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5765851.84000000 USD 6979500.00000000 CAD 2021-09-15 -135588.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 50256.49000000 0.003064392000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11599500.00000000 CAD 9407408.57000000 USD 2021-09-15 50256.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 177815.30000000 0.010842296843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1080077000.00000000 JPY 9906280.53000000 USD 2021-09-15 177815.30000000 N N N N/A N/A N/A -1849.00000000 NC USD -70899.27000000 -0.00432308654 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-03-14 -461325500.00000000 USD -70899.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 129672.75000000 0.007906802440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2163348.60000000 USD 11513500.00000000 BRL 2021-09-15 129672.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -21585.43000000 -0.00131617267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1952594.67000000 USD 2182688500.00000000 KRW 2021-09-15 -21585.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 15111.12000000 0.000921401300 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2746500.00000000 GBP 3815003.73000000 USD 2021-09-15 15111.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 112635.97000000 0.006867983924 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7890000.00000000 CAD 6477387.03000000 USD 2021-09-15 112635.97000000 N N N United States of America 254900HROIFWPRGM1V77 912796F46 218546000.00000000 PA USD 218526134.17000000 13.32464200061 Long STIV UST US N 2 2021-09-16 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 949.77000000 0.000057912273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9879135.00000000 INR 132580.80000000 USD 2021-09-15 949.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 347385.18000000 0.021181828788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19621500.00000000 NZD 14059576.13000000 USD 2021-09-15 347385.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -106021.33000000 -0.00646465591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7884615.42000000 USD 215766000.00000000 TWD 2021-09-15 -106021.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -1360.16000000 -0.00008293582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67770.08000000 USD 48000.00000000 GBP 2021-09-15 -1360.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -74367.89000000 -0.00453458582 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2137758.73000000 USD 29755516.00000000 ZAR 2021-09-15 -74367.89000000 N N N N/A N/A N/A 4.00000000 NC USD -10936.80000000 -0.00066687192 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-18 297325.00000000 USD -10936.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 31150.00000000 0.001899372813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1040534.34000000 USD 2021-09-15 31150.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 25959.64000000 0.001582890352 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 252150000.00000000 INR 3385642.80000000 USD 2021-09-15 25959.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -13126.51000000 -0.00080038960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66115170.00000000 SEK 7717878.93000000 USD 2021-09-15 -13126.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 549492.81000000 0.033505351673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30460008.00000000 NZD 21836012.50000000 USD 2021-09-15 549492.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -58359.81000000 -0.00355849234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3513181.84000000 USD 4645751.00000000 SGD 2021-09-15 -58359.81000000 N N N N/A N/A N/A 351.00000000 NC -16590.94000000 -0.00101163339 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-03-14 88193137.50000000 EUR -16590.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -226367.62000000 -0.01380277699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8702993.90000000 USD 10507965.00000000 CAD 2021-09-15 -226367.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 31935.13000000 0.001947246154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9654690.92000000 USD 194973500.00000000 MXN 2021-09-15 31935.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -86755.25000000 -0.00528990572 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10984883.79000000 USD 302296993.00000000 TWD 2021-09-15 -86755.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -23769.94000000 -0.00144937328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1849305.74000000 USD 50637500.00000000 TWD 2021-09-15 -23769.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 920292.22000000 0.056114864311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4657605430.00000000 JPY 42872257.22000000 USD 2021-09-15 920292.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 3372.56000000 0.000205642015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12348919.00000000 INR 167911.35000000 USD 2021-09-15 3372.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -47661.19000000 -0.00290614345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2162058.47000000 USD 1556027647.00000000 CLP 2021-09-15 -47661.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -25318.67000000 -0.00154380717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 903174.80000000 USD 634500.00000000 GBP 2021-09-15 -25318.67000000 N N N N/A N/A N/A -189.00000000 NC -249610.82000000 -0.01522003227 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2021-09-08 -28616490.00000000 EUR -249610.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -3087.65000000 -0.00018826961 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4319070000.00000000 COP 1143163.29000000 USD 2021-09-15 -3087.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 44097.97000000 0.002688875934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078774.00000000 EUR 1325282.34000000 USD 2021-09-15 44097.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -10304.51000000 -0.00062831801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7645500.00000000 NZD 5332638.48000000 USD 2021-09-15 -10304.51000000 N N N N/A N/A N/A -2.00000000 NC USD -4970.19000000 -0.00030305758 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-23 -148725.00000000 USD -4970.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 6661.42000000 0.000406180418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6720169.29000000 USD 135398406.00000000 MXN 2021-09-15 6661.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -44609.90000000 -0.00272009089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1885436.40000000 USD 1550000.00000000 EUR 2021-09-15 -44609.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -91338.40000000 -0.00556936352 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5335988.98000000 USD 77096602500.00000000 IDR 2021-09-15 -91338.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 869687.21000000 0.053029221286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30460008.00000000 NZD 22156206.90000000 USD 2021-09-15 869687.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -43019.22000000 -0.00262309909 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2580295.95000000 USD 1867233176.00000000 CLP 2021-09-15 -43019.22000000 N N N N/A N/A N/A 78.00000000 NC 91180.79000000 0.005559753247 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2021-09-16 18762120.00000000 CAD 91180.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 6675.63000000 0.000407046874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18070500.00000000 NOK 2106075.46000000 USD 2021-09-15 6675.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -38190.92000000 -0.00232869326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67116915.00000000 SEK 7809950.96000000 USD 2021-09-15 -38190.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -304609.30000000 -0.01857356735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17637092.34000000 USD 249946334.00000000 ZAR 2021-09-15 -304609.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -4764.95000000 -0.00029054306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3092924.32000000 USD 3490656500.00000000 KRW 2021-09-15 -4764.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -17124.01000000 -0.00104413736 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4481425.18000000 USD 3759000.00000000 EUR 2021-09-15 -17124.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -164.94000000 -0.00001005722 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90798.62000000 USD 1307000.00000000 ZAR 2021-09-15 -164.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 8213.67000000 0.000500828940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9427337518.00000000 IDR 649527.16000000 USD 2021-09-15 8213.67000000 N N N N/A N/A N/A -4.00000000 NC USD -15361.80000000 -0.00093668652 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-22 -296950.00000000 USD -15361.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -5388.60000000 -0.00032857015 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 480660.85000000 USD 35670000.00000000 INR 2021-09-15 -5388.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 3455.08000000 0.000210673676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 449872.00000000 PLN 121466.21000000 USD 2021-09-15 3455.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -19517.86000000 -0.00119010249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 903406.22000000 USD 638860.00000000 GBP 2021-09-15 -19517.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -339331.77000000 -0.02069077170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10237975.50000000 USD 13194761.00000000 AUD 2021-09-15 -339331.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 774.48000000 0.000047223956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6174460.00000000 INR 83043.88000000 USD 2021-09-15 774.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -23753.16000000 -0.00144835012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3409092.47000000 USD 2850500.00000000 EUR 2021-09-15 -23753.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -491.24000000 -0.00002995338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 486035.91000000 USD 1581499.00000000 ILS 2021-09-17 -491.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -202425.59000000 -0.01234291051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5331931.12000000 USD 73971000.00000000 ZAR 2021-09-15 -202425.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 2585.64000000 0.000157659528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3816059000.00000000 IDR 262180.69000000 USD 2021-09-15 2585.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -21171.16000000 -0.00129091254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 662304.52000000 USD 592000.00000000 CHF 2021-09-15 -21171.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -20497.39000000 -0.00124982938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 904385.75000000 USD 638860.00000000 GBP 2021-09-15 -20497.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 28747.43000000 0.001752875987 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932030.00000000 CHF 1038131.77000000 USD 2021-09-15 28747.43000000 N N N N/A N/A N/A 13.00000000 NC USD 37665.52000000 0.002296656972 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-08 964681.25000000 USD 37665.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -55401.56000000 -0.00337811290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2118792.40000000 USD 29755516.00000000 ZAR 2021-09-15 -55401.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 43322.48000000 0.002641590392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1089671.00000000 EUR 1337448.45000000 USD 2021-09-15 43322.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -21171.99000000 -0.00129096315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 662305.35000000 USD 592000.00000000 CHF 2021-09-15 -21171.99000000 N N N N/A N/A N/A -1182.00000000 NC -84284.79000000 -0.00513926930 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2022-09-21 -147188550.00000000 GBP -84284.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -173461.24000000 -0.01057680781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7613369.37000000 USD 6264500.00000000 EUR 2021-09-15 -173461.24000000 N N N N/A N/A N/A -780.00000000 NC -73472.26000000 -0.00447997474 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2023-03-15 -97007625.00000000 GBP -73472.26000000 N N N N/A N/A N/A -2.00000000 NC USD -1838.56000000 -0.00011210628 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-23 -468675.00000000 USD -1838.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 39931.38000000 0.002434817899 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095120.00000000 EUR 1340528.75000000 USD 2021-09-15 39931.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -20588.25000000 -0.00125536957 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 883679.24000000 USD 623828.00000000 GBP 2021-09-15 -20588.25000000 N N N N/A N/A N/A 408.00000000 NC -329842.71000000 -0.02011217579 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Long HSCEI HK0000004330 2021-07-29 215648400.00000000 HKD -329842.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -267362.72000000 -0.01630245527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10291643.96000000 USD 12426500.00000000 CAD 2021-09-15 -267362.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -102796.30000000 -0.00626800955 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4050716.66000000 USD 4894000.00000000 CAD 2021-09-15 -102796.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 16363.03000000 0.000997736575 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3977551.76000000 USD 57595000.00000000 ZAR 2021-09-15 16363.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -63783.43000000 -0.00388919784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2601060.16000000 USD 1867233175.00000000 CLP 2021-09-15 -63783.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 53599.86000000 0.003268254154 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438366.00000000 EUR 1761846.47000000 USD 2021-09-15 53599.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 54387.68000000 0.003316291518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460158.00000000 EUR 1788515.13000000 USD 2021-09-15 54387.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 24694.84000000 0.001505769108 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 668500.00000000 GBP 949591.33000000 USD 2021-09-15 24694.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -27579.51000000 -0.00168166200 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2919869.88000000 USD 2090500.00000000 GBP 2021-09-15 -27579.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -9448.66000000 -0.00057613251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622522.00000000 USD 9012206000.00000000 IDR 2021-09-15 -9448.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -19425.97000000 -0.00118449949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 886830.84000000 USD 626946.00000000 GBP 2021-09-15 -19425.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 3749.85000000 0.000228647291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8132078500.00000000 IDR 556950.75000000 USD 2021-09-15 3749.85000000 N N N United States of America 254900HROIFWPRGM1V77 9127964W6 87460000.00000000 PA USD 87443929.23000000 5.331897974318 Long STIV UST US N 2 2021-11-04 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -250819.60000000 -0.01529373770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22029559.32000000 USD 24617285000.00000000 KRW 2021-09-15 -250819.60000000 N N N N/A N/A N/A -20.00000000 NC USD 8947.00000000 0.000545543774 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-24 -2185680.00000000 USD 8947.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -176533.98000000 -0.01076416829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10591491.64000000 USD 11772397500.00000000 KRW 2021-09-15 -176533.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -339344.57000000 -0.02069155219 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10237988.30000000 USD 13194761.00000000 AUD 2021-09-15 -339344.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -24333.20000000 -0.00148371809 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1113870.95000000 USD 787500.00000000 GBP 2021-09-15 -24333.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 896964.05000000 0.054692427974 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30460008.00000000 NZD 22183483.74000000 USD 2021-09-15 896964.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 6381.40000000 0.000389106185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 284011500.00000000 INR 3790591.81000000 USD 2021-09-15 6381.40000000 N N N N/A N/A N/A -3.00000000 NC -56.12000000 -0.00000342191 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euroswiss 2022-06-13 -755175.00000000 CHF -56.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -210.64000000 -0.00001284378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1132358.52000000 USD 22788000.00000000 MXN 2021-09-15 -210.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -38181.16000000 -0.00232809814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67116915.00000000 SEK 7809960.72000000 USD 2021-09-15 -38181.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -4996.64000000 -0.00030467037 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207254.38000000 USD 2973198000.00000000 IDR 2021-09-15 -4996.64000000 N N N N/A N/A N/A 163.00000000 NC USD -181115.93000000 -0.01104355292 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cotton No. 2 2021-12-08 6919350.00000000 USD -181115.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -115367.23000000 -0.00703452264 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2777745.45000000 USD 22916314.00000000 NOK 2021-09-15 -115367.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 3524.94000000 0.000214933393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 364396.00000000 PLN 99113.87000000 USD 2021-09-15 3524.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 746454.05000000 0.045515073169 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4657605430.00000000 JPY 42698419.05000000 USD 2021-09-15 746454.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -16483.88000000 -0.00100510541 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1067717.12000000 USD 51626000.00000000 PHP 2021-09-15 -16483.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -5476.80000000 -0.00033394815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 356050.00000000 USD 5153442000.00000000 IDR 2021-09-15 -5476.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 4977.81000000 0.000303522214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11312805020.00000000 IDR 774554.00000000 USD 2021-09-15 4977.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -37724.42000000 -0.00230024840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2665765.46000000 USD 197239000.00000000 INR 2021-09-15 -37724.42000000 N N N N/A N/A 000000000 2861856.00000000 PA USD -126789.96000000 -0.00773102417 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2021-11-26 0.00000000 USD 0.00000000 USD 2861856.00000000 USD -126789.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 100747.99000000 0.006143113747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16460000.00000000 PLN 4418561.08000000 USD 2021-09-15 100747.99000000 N N N N/A N/A N/A 1.00000000 NC USD -22458.88000000 -0.00136943133 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-17 234268.75000000 USD -22458.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -2722.65000000 -0.00016601372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 186421000.00000000 INR 2481177.79000000 USD 2021-09-15 -2722.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -22217.30000000 -0.00135470098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 895706.98000000 USD 631344.00000000 GBP 2021-09-15 -22217.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -43912.41000000 -0.00267756140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1797794.58000000 USD 25292188.00000000 ZAR 2021-09-15 -43912.41000000 N N N N/A N/A N/A 36.00000000 NC 15599.86000000 0.000951202246 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2021-09-15 5082803.64000000 AUD 15599.86000000 N N N N/A N/A N/A -7.00000000 NC USD -9440.79000000 -0.00057565264 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-05 -764580.14000000 USD -9440.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 34623.56000000 0.002111173309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1044010.07000000 USD 2021-09-15 34623.56000000 N N N N/A N/A N/A 108.00000000 NC USD -90277.55000000 -0.00550467814 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2021-09-14 3235950.00000000 USD -90277.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 2231.54000000 0.000136068263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5642183500.00000000 IDR 386052.36000000 USD 2021-09-15 2231.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 42092.83000000 0.002566612422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1089670.00000000 EUR 1336217.61000000 USD 2021-09-15 42092.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 117587.66000000 0.007169913471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21554250.00000000 PLN 5771732.42000000 USD 2021-09-15 117587.66000000 N N N N/A N/A N/A 9.00000000 NC -40588.52000000 -0.00247488704 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Long IBEX 35 Index ES0SI0000005 2021-07-16 790947.00000000 EUR -40588.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -25300.58000000 -0.00154270413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2231229.20000000 USD 61189000.00000000 TWD 2021-09-15 -25300.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -3089.08000000 -0.00018835680 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4319070000.00000000 COP 1143161.86000000 USD 2021-09-15 -3089.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -4996.90000000 -0.00030468622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207254.64000000 USD 2973198000.00000000 IDR 2021-09-15 -4996.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -38700.41000000 -0.00235975944 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4184485.21000000 USD 5574899.00000000 SGD 2021-09-15 -38700.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -44607.55000000 -0.00271994760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1885434.05000000 USD 1550000.00000000 EUR 2021-09-15 -44607.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -68626.18000000 -0.00418448477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10966754.76000000 USD 302296994.00000000 TWD 2021-09-15 -68626.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -29610.46000000 -0.00180549928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1648146.80000000 USD 23792558002.00000000 IDR 2021-09-15 -29610.46000000 N N N N/A N/A N/A -12.00000000 NC USD -35118.40000000 -0.00214134620 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-27 -755958.00000000 USD -35118.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -12927.81000000 -0.00078827386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1633049.91000000 USD 32610000.00000000 MXN 2021-09-15 -12927.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 16358.06000000 0.000997433529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3977556.73000000 USD 57595000.00000000 ZAR 2021-09-15 16358.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 44871.03000000 0.002736013306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095118.00000000 EUR 1345466.02000000 USD 2021-09-15 44871.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -17569.17000000 -0.00107128102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 644207.09000000 USD 461155500.00000000 CLP 2021-09-15 -17569.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -217211.71000000 -0.01324449492 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8567321.42000000 USD 10351130.00000000 CAD 2021-09-15 -217211.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -226378.48000000 -0.01380343918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8703003.95000000 USD 10507964.00000000 CAD 2021-09-15 -226378.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 25963.87000000 0.001583148276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 252150000.00000000 INR 3385647.03000000 USD 2021-09-15 25963.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -8707.28000000 -0.00053092683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 512002.35000000 USD 24716790.00000000 PHP 2021-09-15 -8707.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -26026.51000000 -0.00158696775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1687856.44000000 USD 33449500.00000000 MXN 2021-09-15 -26026.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 32327.54000000 0.001971173374 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1813979.35000000 USD 9270500.00000000 BRL 2021-09-15 32327.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -252781.58000000 -0.01541336952 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7082146.62000000 USD 9772500.00000000 NZD 2021-09-15 -252781.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -220746.87000000 -0.01346005147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8697372.34000000 USD 10507964.00000000 CAD 2021-09-15 -220746.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -36167.18000000 -0.00220529561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 902651.71000000 USD 3264911000.00000000 COP 2021-09-15 -36167.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -6816.83000000 -0.00041565655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 403892.81000000 USD 287000.00000000 GBP 2021-09-15 -6816.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.10000000 0.000009030404 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2828500.00000000 SGD 2103567.79000000 USD 2021-09-15 148.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -4506.92000000 -0.00027480967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 203153.58000000 USD 2920115000.00000000 IDR 2021-09-15 -4506.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -44620.36000000 -0.00272072869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3139706.62000000 USD 44633274.00000000 ZAR 2021-09-15 -44620.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -10205.80000000 -0.00062229916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22019885.00000000 PLN 5766085.07000000 USD 2021-09-15 -10205.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 143753.64000000 0.008765385415 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9685000.00000000 CAD 7956505.73000000 USD 2021-09-15 143753.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -44132.90000000 -0.00269100579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1355098.66000000 USD 1747500.00000000 AUD 2021-09-15 -44132.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 12167.93000000 0.000741940142 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2407000.00000000 AUD 1817887.29000000 USD 2021-09-15 12167.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 32138.92000000 0.001959672260 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1041525.43000000 USD 2021-09-15 32138.92000000 N N N N/A N/A N/A 2.00000000 NC USD -59532.76000000 -0.00363001302 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-12 468472.50000000 USD -59532.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -79091.77000000 -0.00482262464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2142482.61000000 USD 29755516.00000000 ZAR 2021-09-15 -79091.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 68079.24000000 0.004151135076 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2040500.00000000 EUR 2491438.25000000 USD 2021-09-15 68079.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 117594.87000000 0.007170353101 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21554250.00000000 PLN 5771739.63000000 USD 2021-09-15 117594.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -226007.09000000 -0.01378079365 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9514563.31000000 USD 79435266.00000000 SEK 2021-09-15 -226007.09000000 N N N N/A N/A N/A 2.00000000 NC USD -37923.76000000 -0.00231240316 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-06 468306.50000000 USD -37923.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 31947.20000000 0.001947982123 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9654678.85000000 USD 194973500.00000000 MXN 2021-09-15 31947.20000000 N N N N/A N/A N/A -1888.00000000 NC USD 162276.61000000 0.009894824440 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2023-03-13 -469002800.00000000 USD 162276.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 565555.96000000 0.034484803050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142601000.00000000 ZAR 10454196.35000000 USD 2021-09-15 565555.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 36216.43000000 0.002208298637 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1045602.94000000 USD 2021-09-15 36216.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -78603.44000000 -0.00479284869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2740981.43000000 USD 22916312.00000000 NOK 2021-09-15 -78603.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -19105.46000000 -0.00116495638 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 740391.55000000 USD 530809000.00000000 CLP 2021-09-15 -19105.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -18767.58000000 -0.00114435413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 926061.91000000 USD 68094000.00000000 INR 2021-09-15 -18767.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 855586.84000000 0.052169450517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4657605430.00000000 JPY 42807551.84000000 USD 2021-09-15 855586.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -104221.17000000 -0.00635489107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16769528.86000000 USD 1850221500.00000000 JPY 2021-09-15 -104221.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 26815.66000000 0.001635086214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7789500.00000000 ZAR 566977.12000000 USD 2021-09-15 26815.66000000 N N N N/A N/A N/A -2.00000000 NC USD 27406.08000000 0.001671087103 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-07-27 -468050.00000000 USD 27406.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 25620.05000000 0.001562183834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149539000.00000000 PHP 3070604.50000000 USD 2021-09-15 25620.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -21353.67000000 -0.00130204110 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1716107.14000000 USD 188155500.00000000 JPY 2021-09-15 -21353.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 4769.58000000 0.000290825379 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25570500.00000000 JPY 235088.09000000 USD 2021-09-15 4769.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 949.93000000 0.000057922029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9879135.00000000 INR 132580.96000000 USD 2021-09-15 949.93000000 N N N N/A N/A N/A 10.00000000 NC USD 126030.50000000 0.007684716063 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-21 1092360.00000000 USD 126030.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -25931.96000000 -0.00158120256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 983180.78000000 USD 1276000.00000000 AUD 2021-09-15 -25931.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -487.06000000 -0.00002969850 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80771.61000000 USD 261500.00000000 ILS 2021-09-17 -487.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -53857.15000000 -0.00328394242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3508679.18000000 USD 4645751.00000000 SGD 2021-09-15 -53857.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 21551.41000000 0.001314098306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 695500.00000000 EUR 847548.07000000 USD 2021-09-15 21551.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -2130.34000000 -0.00012989758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149646.30000000 USD 7244500.00000000 PHP 2021-09-15 -2130.34000000 N N N N/A N/A N/A -9.00000000 NC USD -3925.66000000 -0.00023936731 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-09 -983463.61000000 USD -3925.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 920238.63000000 0.056111596658 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4657605430.00000000 JPY 42872203.63000000 USD 2021-09-15 920238.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 10943.64000000 0.000667288998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5303500.00000000 SGD 3954902.03000000 USD 2021-09-15 10943.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -209.22000000 -0.00001275720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1132357.10000000 USD 22788000.00000000 MXN 2021-09-15 -209.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -231176.61000000 -0.01409600539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7587713.06000000 USD 62912730.00000000 SEK 2021-09-15 -231176.61000000 N N N N/A N/A N/A 403.00000000 NC 5136.26000000 0.000313183711 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2021-12-13 100236175.00000000 CAD 5136.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -39533.77000000 -0.00241057361 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8012919.84000000 USD 885224000.00000000 JPY 2021-09-15 -39533.77000000 N N N N/A N/A N/A 20.00000000 NC USD -20865.21000000 -0.00127225722 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-24 2185680.00000000 USD -20865.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -51705.72000000 -0.00315275887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5340270.78000000 USD 146696500.00000000 TWD 2021-09-15 -51705.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -199359.79000000 -0.01215597320 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6041589.12000000 USD 22271250.00000000 PLN 2021-09-15 -199359.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -30924.12000000 -0.00188559976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2829814.98000000 USD 3163686000.00000000 KRW 2021-09-15 -30924.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 78926.98000000 0.004812576567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2165000.00000000 EUR 2650145.93000000 USD 2021-09-15 78926.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -13545.96000000 -0.00082596559 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1217012.85000000 USD 1360321481.00000000 KRW 2021-09-15 -13545.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -148.57000000 -0.00000905906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68357000.00000000 TWD 2464194.08000000 USD 2021-09-15 -148.57000000 N N N N/A N/A N/A 6.00000000 NC USD 5810.24000000 0.000354279675 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-10 655405.59000000 USD 5810.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 12147.56000000 0.000740698080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15083740028.00000000 IDR 1038249.14000000 USD 2021-09-15 12147.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1716.47000000 0.000104661844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2389000.00000000 SGD 1778301.10000000 USD 2021-09-15 1716.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 9136.23000000 0.000557082082 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67912500.00000000 ZAR 4718516.18000000 USD 2021-09-15 9136.23000000 N N N N/A N/A N/A 3.00000000 NC USD 12508.86000000 0.000762728366 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-16 327852.00000000 USD 12508.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 36216.16000000 0.002208282173 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1089670.00000000 EUR 1330340.94000000 USD 2021-09-15 36216.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -18992.67000000 -0.00115807900 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 902881.03000000 USD 638860.00000000 GBP 2021-09-15 -18992.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 52747.92000000 0.003216307069 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438366.00000000 EUR 1760994.53000000 USD 2021-09-15 52747.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 230249.41000000 0.014039469332 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6671500.00000000 EUR 8153522.95000000 USD 2021-09-15 230249.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 17706.72000000 0.001079668140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1175556.62000000 USD 5991500.00000000 BRL 2021-09-15 17706.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -27574.41000000 -0.00168135103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1797838.00000000 USD 2380500.00000000 SGD 2021-09-15 -27574.41000000 N N N N/A N/A N/A 54.00000000 NC -1601.81000000 -0.00009767044 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-03-16 6733800.00000000 GBP -1601.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 713.62000000 0.000043513015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 629500.00000000 SEK 74322.57000000 USD 2021-09-15 713.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -5388.00000000 -0.00032853357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 480660.25000000 USD 35670000.00000000 INR 2021-09-15 -5388.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -8094.98000000 -0.00049359181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 770714.62000000 USD 10997500.00000000 ZAR 2021-09-15 -8094.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 9571.63000000 0.000583630619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6223500.00000000 AUD 4678410.21000000 USD 2021-09-15 9571.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1700.50000000 -0.00010368807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 98809.15000000 USD 4769000.00000000 PHP 2021-09-15 -1700.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -841443.13000000 -0.05130703709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22312988.52000000 USD 81852000.00000000 PLN 2021-09-15 -841443.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -202765.92000000 -0.01236366215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6838966.75000000 USD 8226500.00000000 CAD 2021-09-15 -202765.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -20791.76000000 -0.00126777860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 883882.75000000 USD 623828.00000000 GBP 2021-09-15 -20791.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -20491.27000000 -0.00124945621 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 852386.20000000 USD 601280.00000000 GBP 2021-09-15 -20491.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -40847.60000000 -0.00249068446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2104238.44000000 USD 29755516.00000000 ZAR 2021-09-15 -40847.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 26601.88000000 0.001622050968 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1035988.39000000 USD 2021-09-15 26601.88000000 N N N N/A N/A N/A -3.00000000 NC USD 32306.37000000 0.001969882532 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-07-28 -702106.50000000 USD 32306.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -312215.52000000 -0.01903735700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8397884.52000000 USD 30823500.00000000 PLN 2021-09-15 -312215.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 1508.17000000 0.000091960741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 212000.00000000 SGD 159162.39000000 USD 2021-09-15 1508.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -19164.65000000 -0.00116856549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 899516.69000000 USD 636304.00000000 GBP 2021-09-15 -19164.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 29115.77000000 0.001775335537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1038502.28000000 USD 2021-09-15 29115.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -229762.95000000 -0.01400980740 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8664216.50000000 USD 10455686.00000000 CAD 2021-09-15 -229762.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 1892.55000000 0.000115398331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12348919.00000000 INR 166431.34000000 USD 2021-09-15 1892.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -12302.50000000 -0.00075014555 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1272215.12000000 USD 34948000.00000000 TWD 2021-09-15 -12302.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -37445.79000000 -0.00228325892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1862174.12000000 USD 136949000.00000000 INR 2021-09-15 -37445.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 44196.19000000 0.002694864903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095120.00000000 EUR 1344793.56000000 USD 2021-09-15 44196.19000000 N N N N/A N/A N/A -2.00000000 NC USD -3060.90000000 -0.00018663853 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-30 -148518.50000000 USD -3060.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -34739.04000000 -0.00211821470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2785926.74000000 USD 39674020.00000000 ZAR 2021-09-15 -34739.04000000 N N N N/A N/A N/A 39.00000000 NC USD 48634.73000000 0.002965505103 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-03 4261273.45000000 USD 48634.73000000 N N N N/A N/A N/A 1.00000000 NC USD 1413.05000000 0.000086160794 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-11 109236.00000000 USD 1413.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -58514.97000000 -0.00356795323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3024340.29000000 USD 145651500.00000000 PHP 2021-09-15 -58514.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 127978.42000000 0.007803490583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2165042.93000000 USD 11513500.00000000 BRL 2021-09-15 127978.42000000 N N N N/A N/A N/A 1.00000000 NC USD -883.88000000 -0.00005389462 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-28 234368.75000000 USD -883.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -231232.22000000 -0.01409939622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8665685.77000000 USD 10455686.00000000 CAD 2021-09-15 -231232.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -99946.61000000 -0.00609424956 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3009202.82000000 USD 3878000.00000000 AUD 2021-09-15 -99946.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -313822.45000000 -0.01913533964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10212465.43000000 USD 13194760.00000000 AUD 2021-09-15 -313822.45000000 N N N N/A N/A N/A -4.00000000 NC USD 60004.16000000 0.003658756668 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-07-29 -936183.00000000 USD 60004.16000000 N N N N/A N/A N/A -2.00000000 NC USD -8405.90000000 -0.00051255017 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-24 -126225.00000000 USD -8405.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -162252.62000000 -0.00989336164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4310049.09000000 USD 1230861500.00000000 HUF 2021-09-15 -162252.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -160212.23000000 -0.00976894876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4355781.75000000 USD 60503000.00000000 ZAR 2021-09-15 -160212.23000000 N N N N/A N/A N/A 7.00000000 NC USD 12099.49000000 0.000737767010 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-05 764580.14000000 USD 12099.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 2531.56000000 0.000154361998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43924000.00000000 NOK 5105546.86000000 USD 2021-09-15 2531.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 23556.59000000 0.001436364257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6327000.00000000 SEK 763387.88000000 USD 2021-09-15 23556.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -3381.35000000 -0.00020617798 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 491056500.00000000 HUF 1651396.56000000 USD 2021-09-15 -3381.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -94138.04000000 -0.00574007171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3477173.68000000 USD 2489644234.00000000 CLP 2021-09-15 -94138.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -170279.43000000 -0.01038279679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4770809.60000000 USD 17537750.00000000 PLN 2021-09-15 -170279.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 44917.03000000 0.002738818158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85195000.00000000 ZAR 5952748.80000000 USD 2021-09-15 44917.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -280734.03000000 -0.01711777157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10219399.77000000 USD 143322400.00000000 ZAR 2021-09-15 -280734.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -31102.64000000 -0.00189648503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2416169.00000000 USD 66158000.00000000 TWD 2021-09-15 -31102.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 5183.71000000 0.000316076977 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1739500.00000000 GBP 2411851.54000000 USD 2021-09-15 5183.71000000 N N N N/A N/A N/A -22.00000000 NC USD -46214.90000000 -0.00281795584 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-24 -1388475.00000000 USD -46214.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 36215.13000000 0.002208219369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1045601.64000000 USD 2021-09-15 36215.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -8013.76000000 -0.00048863941 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 270640.18000000 USD 242500.00000000 CHF 2021-09-15 -8013.76000000 N N N N/A N/A N/A -12.00000000 NC USD -73068.73000000 -0.00445536947 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-09 -754200.00000000 USD -73068.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 9675.04000000 0.000589936049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9427337518.00000000 IDR 650988.53000000 USD 2021-09-15 9675.04000000 N N N N/A N/A N/A -8.00000000 NC USD -19723.60000000 -0.00120264750 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-29 -504000.00000000 USD -19723.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -92547.48000000 -0.00564308723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2754925.47000000 USD 22916312.00000000 NOK 2021-09-15 -92547.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -19270.23000000 -0.00117500324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 873730.70000000 USD 617590.00000000 GBP 2021-09-15 -19270.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -373.91000000 -0.00002279918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39800.28000000 USD 579569500.00000000 IDR 2021-09-15 -373.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -26552.48000000 -0.00161903880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1703773.44000000 USD 186209000.00000000 JPY 2021-09-15 -26552.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 3370.08000000 0.000205490797 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12348918.00000000 INR 167908.85000000 USD 2021-09-15 3370.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 4978.78000000 0.000303581360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11312805022.00000000 IDR 774554.97000000 USD 2021-09-15 4978.78000000 N N N N/A N/A N/A 7.00000000 NC USD -10317.65000000 -0.00062911922 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-10 441378.00000000 USD -10317.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -23772.26000000 -0.00144951474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1849308.06000000 USD 50637500.00000000 TWD 2021-09-15 -23772.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 23228.48000000 0.001416357734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 353780.20000000 USD 1893000.00000000 BRL 2021-09-15 23228.48000000 N N N N/A N/A N/A 116.00000000 NC USD -1421148.43000000 -0.08665459685 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 100 oz Gold 2021-08-27 20550560.00000000 USD -1421148.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -20891.87000000 -0.00127388282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1106222.08000000 USD 53300500.00000000 PHP 2021-09-15 -20891.87000000 N N N N/A N/A N/A -1.00000000 NC USD 759.55000000 0.000046313599 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-11 -63062.50000000 USD 759.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -17450.43000000 -0.00106404084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095002.18000000 USD 1449000.00000000 SGD 2021-09-15 -17450.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 50548.90000000 0.003082221714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1784676.35000000 USD 2021-09-15 50548.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -4777.39000000 -0.00029130159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 610968.04000000 USD 179887500.00000000 HUF 2021-09-15 -4777.39000000 N N N N/A N/A N/A 4.00000000 NC USD -185.80000000 -0.00001132916 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-29 437136.00000000 USD -185.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -423036.62000000 -0.02579467914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12115584.54000000 USD 168614588.00000000 ZAR 2021-09-15 -423036.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -153723.25000000 -0.00937328288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9555642.72000000 USD 260794500.00000000 TWD 2021-09-15 -153723.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -373.96000000 -0.00002280222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39800.33000000 USD 579569500.00000000 IDR 2021-09-15 -373.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -18993.80000000 -0.00115814790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 902882.16000000 USD 638860.00000000 GBP 2021-09-15 -18993.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 32329.81000000 0.001971311787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1813977.08000000 USD 9270500.00000000 BRL 2021-09-15 32329.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 7726.25000000 0.000471108481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9427337518.00000000 IDR 649039.74000000 USD 2021-09-15 7726.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -22216.19000000 -0.00135463330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 895705.87000000 USD 631344.00000000 GBP 2021-09-15 -22216.19000000 N N N N/A N/A N/A -3.00000000 NC USD -12680.85000000 -0.00077321546 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-16 -327852.00000000 USD -12680.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 29117.07000000 0.001775414804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1038503.58000000 USD 2021-09-15 29117.07000000 N N N N/A N/A N/A -1253.00000000 NC -1632838.70000000 -0.09956242169 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2021-09-28 -160509300.00000000 GBP -1632838.70000000 N N N N/A N/A N/A -167.00000000 NC -6810.58000000 -0.00041527545 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2023-03-13 -41919087.50000000 EUR -6810.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -26617.02000000 -0.00162297413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2304178.22000000 USD 32844000.00000000 ZAR 2021-09-15 -26617.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 14490.91000000 0.000883583964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 641500.00000000 AUD 495741.00000000 USD 2021-09-15 14490.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -2732.98000000 -0.00016664359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1185630.59000000 USD 88778500.00000000 INR 2021-09-15 -2732.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -30920.58000000 -0.00188538391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2829811.44000000 USD 3163686000.00000000 KRW 2021-09-15 -30920.58000000 N N N N/A N/A N/A 12.00000000 NC USD 72264.60000000 0.004406337612 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-09 754200.00000000 USD 72264.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -183881.09000000 -0.01121215869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17722703.10000000 USD 252921884.00000000 ZAR 2021-09-15 -183881.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -20255.55000000 -0.00123508317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1400433.99000000 USD 20288686000.00000000 IDR 2021-09-15 -20255.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -21351.52000000 -0.00130191000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1716104.99000000 USD 188155500.00000000 JPY 2021-09-15 -21351.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -8095.95000000 -0.00049365095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 770715.59000000 USD 10997500.00000000 ZAR 2021-09-15 -8095.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 48175.99000000 0.002937533408 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1295500.00000000 EUR 1586750.65000000 USD 2021-09-15 48175.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 12864.54000000 0.000784415972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8437500.00000000 PLN 2226202.81000000 USD 2021-09-15 12864.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 43687.88000000 0.002663870676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 669501.81000000 USD 3581000.00000000 BRL 2021-09-15 43687.88000000 N N N N/A N/A N/A -1.00000000 NC USD 14891.12000000 0.000907986789 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-25 -234231.25000000 USD 14891.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 99531.11000000 0.006068914428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1736718.24000000 USD 9220000.00000000 BRL 2021-09-15 99531.11000000 N N N N/A N/A N/A 2.00000000 NC USD -26392.76000000 -0.00160929986 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-07-30 468112.50000000 USD -26392.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 2887.48000000 0.000176064237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1361895000.00000000 CLP 1853488.97000000 USD 2021-09-15 2887.48000000 N N N N/A N/A N/A 19.00000000 NC USD 32089.57000000 0.001956663141 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-16 1198662.50000000 USD 32089.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 49096.07000000 0.002993635332 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73464000.00000000 ZAR 5143443.78000000 USD 2021-09-15 49096.07000000 N N N N/A N/A N/A 2.00000000 NC USD 4169.10000000 0.000254211081 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-17 148775.00000000 USD 4169.10000000 N N N N/A N/A 000000000 -1570880.00000000 PA USD -56952.00000000 -0.00347265105 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2021-08-06 0.00000000 USD 0.00000000 USD -1570880.00000000 USD -56952.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -18474.57000000 -0.00112648783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 872932.27000000 USD 617588.00000000 GBP 2021-09-15 -18474.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 54166.58000000 0.003302809934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4067237.32000000 USD 20694000.00000000 BRL 2021-09-15 54166.58000000 N N N N/A N/A N/A 10.00000000 NC USD 34255.50000000 0.002088730832 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-26 629947.50000000 USD 34255.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -80768.06000000 -0.00492483651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90313500.00000000 MXN 4406165.30000000 USD 2021-09-15 -80768.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -211167.76000000 -0.01287596476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6053397.09000000 USD 22271250.00000000 PLN 2021-09-15 -211167.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 81731.81000000 0.004983601217 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43401490.00000000 PLN 11466878.94000000 USD 2021-09-15 81731.81000000 N N N N/A N/A N/A -1740.00000000 NC -2375731.29000000 -0.14486033466 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2021-09-08 -300341400.00000000 EUR -2375731.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -591886.37000000 -0.03609030112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15344642.64000000 USD 21110500.00000000 NZD 2021-09-15 -591886.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1922.27000000 0.000117210509 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24286750.00000000 SEK 2841830.21000000 USD 2021-09-15 1922.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -150703.33000000 -0.00918914311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4140876.78000000 USD 15211000.00000000 PLN 2021-09-15 -150703.33000000 N N N United States of America 254900HROIFWPRGM1V77 9127963S6 80718000.00000000 PA USD 80716665.73000000 4.921702744710 Long STIV UST US N 2 2021-07-15 None 0.00000000 N N N N N N N/A N/A N/A 272.00000000 NC 14309.20000000 0.000872504188 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2021-12-09 271946356.16000000 AUD 14309.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -18036.34000000 -0.00109976673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 420067.85000000 USD 1514853500.00000000 COP 2021-09-15 -18036.34000000 N N N N/A N/A N/A -5.00000000 NC USD -43556.23000000 -0.00265584331 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-07-06 -1169437.50000000 USD -43556.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -313809.71000000 -0.01913456281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10212453.44000000 USD 13194761.00000000 AUD 2021-09-15 -313809.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 48435.42000000 0.002953352165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438366.00000000 EUR 1756682.03000000 USD 2021-09-15 48435.42000000 N N N N/A N/A N/A 86.00000000 NC -139585.64000000 -0.00851124140 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2021-09-17 6003230.00000000 GBP -139585.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 23228.04000000 0.001416330905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 353780.64000000 USD 1893000.00000000 BRL 2021-09-15 23228.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 59127.34000000 0.003605292524 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1541411500.00000000 HUF 5253425.14000000 USD 2021-09-15 59127.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 128097.25000000 0.007810736248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18223000.00000000 CAD 14828332.80000000 USD 2021-09-15 128097.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -198415.63000000 -0.01209840299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8675041.91000000 USD 10507965.00000000 CAD 2021-09-15 -198415.63000000 N N N N/A N/A N/A -9.00000000 NC USD -107999.55000000 -0.00658527798 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-23 -983043.00000000 USD -107999.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -109083.92000000 -0.00665139749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3030821.60000000 USD 11138000.00000000 PLN 2021-09-15 -109083.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -52004.61000000 -0.00317098370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2106677.88000000 USD 7742002500.00000000 COP 2021-09-15 -52004.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -15806.41000000 -0.00096379664 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60166500.00000000 MXN 2973371.02000000 USD 2021-09-15 -15806.41000000 N N N N/A N/A N/A -4.00000000 NC USD 10873.20000000 0.000662993915 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-18 -297325.00000000 USD 10873.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 175210.54000000 0.010683471471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9627000.00000000 NZD 6902895.09000000 USD 2021-09-15 175210.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -9142.49000000 -0.00055746378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3031254.45000000 USD 4324500.00000000 NZD 2021-09-15 -9142.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -4070.99000000 -0.00024822881 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 610473.94000000 USD 179950500.00000000 HUF 2021-09-15 -4070.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -247809.68000000 -0.01511020767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7678654.56000000 USD 63548212.00000000 SEK 2021-09-15 -247809.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -364.02000000 -0.00002219613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95414.20000000 USD 358148774.00000000 COP 2021-09-15 -364.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.56000000 0.000052594639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7409351.00000000 INR 99585.83000000 USD 2021-09-15 862.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 112220.71000000 0.006842663425 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6039500.00000000 CAD 4984199.67000000 USD 2021-09-15 112220.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -49624.44000000 -0.00302585272 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1592893.09000000 USD 1425000.00000000 CHF 2021-09-15 -49624.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -3503.13000000 -0.00021360352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155425.17000000 USD 111802500.00000000 CLP 2021-09-15 -3503.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -8891.07000000 -0.00054213343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2545452.93000000 USD 8262000.00000000 ILS 2021-09-17 -8891.07000000 N N N N/A N/A N/A -18.00000000 NC USD -40728.60000000 -0.00248342842 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-17 -1135638.00000000 USD -40728.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -244624.75000000 -0.01491600641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7259750.16000000 USD 59993000.00000000 SEK 2021-09-15 -244624.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1082.04000000 -0.00006597744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1203500.00000000 SGD 893903.14000000 USD 2021-09-15 -1082.04000000 N N N N/A N/A N/A 50.00000000 NC USD 142811.12000000 0.008707915210 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-22 3155450.00000000 USD 142811.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 38066.68000000 0.002321117723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1078774.00000000 EUR 1319251.05000000 USD 2021-09-15 38066.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -38064.75000000 -0.00232100004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1985983000.00000000 HUF 6654364.31000000 USD 2021-09-15 -38064.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -267303.69000000 -0.01629885591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18837821.13000000 USD 267799642.00000000 ZAR 2021-09-15 -267303.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 246.89000000 0.000015054130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 499714000.00000000 IDR 34240.93000000 USD 2021-09-15 246.89000000 N N N N/A N/A N/A -1846.00000000 NC USD 117795.13000000 0.007182563964 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-12-19 -459100200.00000000 USD 117795.13000000 N N N United States of America 254900HROIFWPRGM1V77 912796H51 7574000.00000000 PA USD 7572505.80000000 0.461733921280 Long STIV UST US N 2 2021-11-12 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -31026.54000000 -0.00189184483 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5557302.26000000 USD 111233500.00000000 MXN 2021-09-15 -31026.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -105570.10000000 -0.00643714214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4779911.04000000 USD 5794500.00000000 CAD 2021-09-15 -105570.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -27572.16000000 -0.00168121384 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1797835.75000000 USD 2380500.00000000 SGD 2021-09-15 -27572.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -1044.04000000 -0.00006366039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51006.96000000 USD 5547000.00000000 JPY 2021-09-15 -1044.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -8137.01000000 -0.00049615459 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1211603.90000000 USD 1360321479.00000000 KRW 2021-09-15 -8137.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -476.69000000 -0.00002906619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427530500.00000000 COP 112986.91000000 USD 2021-09-15 -476.69000000 N N N N/A N/A N/A -10.00000000 NC USD -121021.21000000 -0.00737927435 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-20 -1092381.00000000 USD -121021.21000000 N N N N/A N/A N/A 9.00000000 NC USD 24182.58000000 0.001474534029 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-23 568012.50000000 USD 24182.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 364859.27000000 0.022247312303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5053607.44000000 USD 27206688.00000000 BRL 2021-09-15 364859.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 160488.14000000 0.009785772392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6542500.00000000 AUD 5068638.93000000 USD 2021-09-15 160488.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -153991.74000000 -0.00938965407 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4271752.90000000 USD 1221948500.00000000 HUF 2021-09-15 -153991.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -29651.01000000 -0.00180797182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000015.02000000 USD 896000.00000000 CHF 2021-09-15 -29651.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 751888.96000000 0.045846467079 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4657605430.00000000 JPY 42703853.96000000 USD 2021-09-15 751888.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -237976.45000000 -0.01451062598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7705975.67000000 USD 63865954.00000000 SEK 2021-09-15 -237976.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -21112.27000000 -0.00128732172 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 885866.28000000 USD 625030.00000000 GBP 2021-09-15 -21112.27000000 N N N N/A N/A N/A -22.00000000 NC USD -76688.90000000 -0.00467610952 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-20 -1387375.00000000 USD -76688.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 3662.20000000 0.000223302828 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 449874.00000000 PLN 121673.86000000 USD 2021-09-15 3662.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -788312.51000000 -0.04806739486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21057900.45000000 USD 77270000.00000000 PLN 2021-09-15 -788312.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -53861.53000000 -0.00328420949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3508682.81000000 USD 4645750.00000000 SGD 2021-09-15 -53861.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 211367.00000000 0.012888113435 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12338500.00000000 CAD 10164659.89000000 USD 2021-09-15 211367.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -53716.14000000 -0.00327534433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3239149.49000000 USD 4283500.00000000 SGD 2021-09-15 -53716.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 64505.69000000 0.003933237685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2124000.00000000 EUR 2587031.81000000 USD 2021-09-15 64505.69000000 N N N N/A N/A N/A 3.00000000 NC USD 816.15000000 0.000049764787 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-17 222993.75000000 USD 816.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -30908.91000000 -0.00188467233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2145306.19000000 USD 1556027648.00000000 CLP 2021-09-15 -30908.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 410244.31000000 0.025014667395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6091915.42000000 USD 32648024.00000000 BRL 2021-09-15 410244.31000000 N N N N/A N/A N/A -6.00000000 NC USD -2578.45000000 -0.00015722111 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-06 -378117.00000000 USD -2578.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -11796.36000000 -0.00071928364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 501931.36000000 USD 24070500.00000000 PHP 2021-09-15 -11796.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -18853.34000000 -0.00114958335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 415714.47000000 USD 1495371500.00000000 COP 2021-09-15 -18853.34000000 N N N N/A N/A N/A 3.00000000 NC USD -3008.85000000 -0.00018346477 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-19 222975.00000000 USD -3008.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -48718.53000000 -0.00297061481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1214817500.00000000 CLP 1602027.73000000 USD 2021-09-15 -48718.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -267327.23000000 -0.01630029126 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18837844.67000000 USD 267799642.00000000 ZAR 2021-09-15 -267327.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -165.05000000 -0.00001006393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90798.73000000 USD 1307000.00000000 ZAR 2021-09-15 -165.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 103825.78000000 0.006330782147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16460000.00000000 PLN 4421638.87000000 USD 2021-09-15 103825.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -24334.59000000 -0.00148380284 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1113872.34000000 USD 787500.00000000 GBP 2021-09-15 -24334.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 1918.59000000 0.000116986121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1824000.00000000 BRL 365185.27000000 USD 2021-09-15 1918.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -266103.30000000 -0.01622566207 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21312689.80000000 USD 303506262.00000000 ZAR 2021-09-15 -266103.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 6798.59000000 0.000414544366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108120500.00000000 TWD 3904657.76000000 USD 2021-09-15 6798.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -740958.52000000 -0.04517998295 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17827274.18000000 USD 65135000.00000000 PLN 2021-09-15 -740958.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 2232.03000000 0.000136098141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5642183500.00000000 IDR 386052.85000000 USD 2021-09-15 2232.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 191028.74000000 0.011647987010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4788000.00000000 EUR 5877401.18000000 USD 2021-09-15 191028.74000000 N N N N/A N/A N/A 31.00000000 NC -867.20000000 -0.00005287756 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euroswiss 2021-12-13 7807350.00000000 CHF -867.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -13452.33000000 -0.00082025649 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1648258.40000000 USD 181500000.00000000 JPY 2021-09-15 -13452.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 25616.21000000 0.001561949690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149539000.00000000 PHP 3070600.66000000 USD 2021-09-15 25616.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 18109.76000000 0.001104243525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11733500.00000000 NOK 1381287.75000000 USD 2021-09-15 18109.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -2130.53000000 -0.00012990917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149646.49000000 USD 7244500.00000000 PHP 2021-09-15 -2130.53000000 N N N N/A N/A N/A 1.00000000 NC USD 1922.37000000 0.000117216607 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-29 234362.50000000 USD 1922.37000000 N N N N/A N/A N/A 5.00000000 NC USD -4458.68000000 -0.00027186823 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-14 546411.33000000 USD -4458.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1937.47000000 -0.00011813733 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115997.68000000 USD 429778528.00000000 COP 2021-09-15 -1937.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 7939.26000000 0.000484096777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5245224000.00000000 COP 1399984.99000000 USD 2021-09-15 7939.26000000 N N N N/A N/A N/A -9.00000000 NC USD -18865.80000000 -0.00115034310 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-26 -668189.25000000 USD -18865.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1832.88000000 0.000111759950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8482000.00000000 TWD 307618.01000000 USD 2021-09-15 1832.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 745197.60000000 0.045438461067 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30460007.00000000 NZD 22031716.59000000 USD 2021-09-15 745197.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 131247.75000000 0.008002838144 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49799500.00000000 ZAR 3584585.01000000 USD 2021-09-15 131247.75000000 N N N N/A N/A N/A -174.00000000 NC -256039.20000000 -0.01561200307 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short Canada Canada 10 Year Bond 2021-09-21 -25320480.00000000 CAD -256039.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 35431.22000000 0.002160420418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1964726.28000000 USD 10043000.00000000 BRL 2021-09-15 35431.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 181022.54000000 0.011037858463 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5058500.00000000 EUR 6188648.89000000 USD 2021-09-15 181022.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -211274.93000000 -0.01288249946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6453944.92000000 USD 53387000.00000000 SEK 2021-09-15 -211274.93000000 N N N N/A N/A N/A 9.00000000 NC USD 19321.03000000 0.001178100774 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-26 668189.25000000 USD 19321.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 43320.77000000 0.002641486125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1089670.00000000 EUR 1337445.55000000 USD 2021-09-15 43320.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 779.96000000 0.000047558100 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6174460.00000000 INR 83049.36000000 USD 2021-09-15 779.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1814.42000000 -0.00011063435 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 672776000.00000000 CLP 912382.54000000 USD 2021-09-15 -1814.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 143763.59000000 0.008765992116 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9685000.00000000 CAD 7956515.68000000 USD 2021-09-15 143763.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 23865.97000000 0.001455228718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1016000.00000000 AUD 786064.09000000 USD 2021-09-15 23865.97000000 N N N N/A N/A N/A 4.00000000 NC USD -57627.52000000 -0.00351384092 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-07-29 936183.00000000 USD -57627.52000000 N N N N/A N/A N/A 17.00000000 NC USD 86437.35000000 0.005270521755 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-14 1069512.50000000 USD 86437.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 9565.78000000 0.000583273915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6223500.00000000 AUD 4678404.36000000 USD 2021-09-15 9565.78000000 N N N N/A N/A N/A 8.00000000 NC USD 17804.26000000 0.001085615647 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-27 874011.38000000 USD 17804.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 769.20000000 0.000046902008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67480.00000000 PLN 18470.66000000 USD 2021-09-15 769.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -49303.95000000 -0.00300631082 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3574558.33000000 USD 391382000.00000000 JPY 2021-09-15 -49303.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -236722.97000000 -0.01443419497 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5561479.18000000 USD 45832626.00000000 NOK 2021-09-15 -236722.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 901.23000000 0.000054952544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 743500.00000000 SGD 553806.49000000 USD 2021-09-15 901.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -51763.75000000 -0.00315629725 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1815220.52000000 USD 6722500.00000000 PLN 2021-09-15 -51763.75000000 N N N N/A N/A N/A -15.00000000 NC USD -3419.25000000 -0.00020848894 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-29 -946500.00000000 USD -3419.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 10201.50000000 0.000622036974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 509203000.00000000 CLP 702128.43000000 USD 2021-09-15 10201.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -25303.36000000 -0.00154287364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2231231.98000000 USD 61189000.00000000 TWD 2021-09-15 -25303.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -29652.26000000 -0.00180804804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000016.27000000 USD 896000.00000000 CHF 2021-09-15 -29652.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 53597.62000000 0.003268117569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438365.00000000 EUR 1761843.04000000 USD 2021-09-15 53597.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -1368.35000000 -0.00008343520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73267.67000000 USD 3530971.00000000 PHP 2021-09-15 -1368.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -72106.37000000 -0.00439668953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2649415.82000000 USD 9825000.00000000 PLN 2021-09-15 -72106.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 31290.30000000 0.001907927613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1040676.81000000 USD 2021-09-15 31290.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -20597.50000000 -0.00125593359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 888005.14000000 USD 626948.00000000 GBP 2021-09-15 -20597.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 60947.65000000 0.003716286018 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15484500.00000000 EUR 18450804.38000000 USD 2021-09-15 60947.65000000 N N N N/A N/A 000000000 12998250.00000000 PA 58811.37000000 0.003586026237 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-09-17 0.00000000 USD 0.00000000 USD 12998250.00000000 CHF 58811.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -226018.98000000 -0.01378151865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9514575.20000000 USD 79435266.00000000 SEK 2021-09-15 -226018.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -22557.31000000 -0.00137543310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7256897.23000000 USD 10352000.00000000 NZD 2021-09-15 -22557.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 38193.10000000 0.002328826189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095118.00000000 EUR 1338788.09000000 USD 2021-09-15 38193.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 775.54000000 0.000047288590 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5357000.00000000 PHP 109857.33000000 USD 2021-09-15 775.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 50551.13000000 0.003082357689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460158.00000000 EUR 1784678.58000000 USD 2021-09-15 50551.13000000 N N N N/A N/A N/A 791.00000000 NC USD -54102.84000000 -0.00329892338 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Low Sulphur Gasoil 2021-08-12 47321575.00000000 USD -54102.84000000 N N N United States of America 254900HROIFWPRGM1V77 912796H69 81811000.00000000 PA USD 81795092.67000000 4.987459881511 Long STIV UST US N 2 2021-11-18 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 36790.28000000 0.002243289169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932030.00000000 CHF 1046174.62000000 USD 2021-09-15 36790.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -231186.10000000 -0.01409658405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7587722.55000000 USD 62912730.00000000 SEK 2021-09-15 -231186.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -40804.54000000 -0.00248805887 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2305745.04000000 USD 251459000.00000000 JPY 2021-09-15 -40804.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -211160.19000000 -0.01287550318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6053389.52000000 USD 22271250.00000000 PLN 2021-09-15 -211160.19000000 N N N N/A N/A N/A -28.00000000 NC USD 35930.67000000 0.002190874406 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Meal 2021-12-14 -1068760.00000000 USD 35930.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 869659.52000000 0.053027532887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30460008.00000000 NZD 22156179.21000000 USD 2021-09-15 869659.52000000 N N N N/A N/A N/A 11.00000000 NC USD 16130.24000000 0.000983542193 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-06 1201501.64000000 USD 16130.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 1690.78000000 0.000103095395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2384500.00000000 SGD 1774928.98000000 USD 2021-09-15 1690.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 32554.58000000 0.001985017149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12463500.00000000 PLN 3301999.50000000 USD 2021-09-15 32554.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 814.14000000 0.000049642227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6174459.00000000 INR 83083.53000000 USD 2021-09-15 814.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 796.19000000 0.000048547725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85476.00000000 PLN 23218.39000000 USD 2021-09-15 796.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -18266.62000000 -0.00111380807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3523308.80000000 USD 11416500.00000000 ILS 2021-09-17 -18266.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -17568.37000000 -0.00107123224 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 644206.29000000 USD 461155500.00000000 CLP 2021-09-15 -17568.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -18776.26000000 -0.00114488339 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 886181.13000000 USD 626946.00000000 GBP 2021-09-15 -18776.26000000 N N N United States of America 254900HROIFWPRGM1V77 912796G78 15593000.00000000 PA USD 15590293.99000000 0.950618958643 Long STIV UST US N 2 2021-10-28 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 739.88000000 0.000045114220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34496000.00000000 TWD 1244357.42000000 USD 2021-09-15 739.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 38194.81000000 0.002328930457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095119.00000000 EUR 1338790.99000000 USD 2021-09-15 38194.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 50244.73000000 0.003063674933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11599500.00000000 CAD 9407396.81000000 USD 2021-09-15 50244.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -1406.75000000 -0.00008577665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95478.73000000 USD 126500.00000000 SGD 2021-09-15 -1406.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -153480.08000000 -0.00935845558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5335312.87000000 USD 1537712500.00000000 HUF 2021-09-15 -153480.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -75370.67000000 -0.00459573038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2345100.62000000 USD 32731068.00000000 ZAR 2021-09-15 -75370.67000000 N N N N/A N/A N/A 9.00000000 NC USD -9060.17000000 -0.00055244432 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Palladium 2021-09-28 2501280.00000000 USD -9060.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 112627.87000000 0.006867490026 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7890000.00000000 CAD 6477378.93000000 USD 2021-09-15 112627.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 25558.38000000 0.001558423503 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 655594500.00000000 CLP 916408.38000000 USD 2021-09-15 25558.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 48865.44000000 0.002979572656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 485584500.00000000 JPY 4422620.21000000 USD 2021-09-15 48865.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 75144.63000000 0.004581947586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40484000.00000000 ZAR 2882500.24000000 USD 2021-09-15 75144.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -4627.78000000 -0.00028217911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205523.45000000 USD 185500.00000000 CHF 2021-09-15 -4627.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 2698.50000000 0.000164541172 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510000.00000000 AUD 385297.95000000 USD 2021-09-15 2698.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 352283.43000000 0.021480499828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23266500.00000000 NZD 16611727.96000000 USD 2021-09-15 352283.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 35433.68000000 0.002160570416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1964723.82000000 USD 10043000.00000000 BRL 2021-09-15 35433.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 801.74000000 0.000048886136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6174459.00000000 INR 83071.13000000 USD 2021-09-15 801.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -11795.73000000 -0.00071924522 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 501930.73000000 USD 24070500.00000000 PHP 2021-09-15 -11795.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -18473.48000000 -0.00112642137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 872931.18000000 USD 617588.00000000 GBP 2021-09-15 -18473.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -250792.07000000 -0.01529205905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22029531.79000000 USD 24617285000.00000000 KRW 2021-09-15 -250792.07000000 N N N N/A N/A N/A 74.00000000 NC USD -217424.08000000 -0.01325744419 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE Index MSDUEAFE Index 2021-09-17 8525170.00000000 USD -217424.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 9282.72000000 0.000566014317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1157500.00000000 EUR 1383964.44000000 USD 2021-09-15 9282.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -39543.79000000 -0.00241118458 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8012929.86000000 USD 885224000.00000000 JPY 2021-09-15 -39543.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 78930.29000000 0.004812778394 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2165000.00000000 EUR 2650149.24000000 USD 2021-09-15 78930.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -155899.04000000 -0.00950595178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113836000.00000000 MXN 5499673.45000000 USD 2021-09-15 -155899.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -31019.59000000 -0.00189142105 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5557295.31000000 USD 111233500.00000000 MXN 2021-09-15 -31019.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -202432.25000000 -0.01234331660 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5331937.78000000 USD 73971000.00000000 ZAR 2021-09-15 -202432.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -16946.90000000 -0.00103333807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 819206.08000000 USD 11793246500.00000000 IDR 2021-09-15 -16946.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -51761.48000000 -0.00315615884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1815218.25000000 USD 6722500.00000000 PLN 2021-09-15 -51761.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 121769.65000000 0.007424910521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4784000.00000000 AUD 3710702.53000000 USD 2021-09-15 121769.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -12804.51000000 -0.00078075564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1216271.40000000 USD 1360321481.00000000 KRW 2021-09-15 -12804.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -43022.44000000 -0.00262329543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2580299.17000000 USD 1867233175.00000000 CLP 2021-09-15 -43022.44000000 N N N N/A N/A N/A 5.00000000 NC USD 15860.25000000 0.000967079539 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-22 371843.75000000 USD 15860.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -50028.35000000 -0.00305048115 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3764131.81000000 USD 53559928.00000000 ZAR 2021-09-15 -50028.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 160481.81000000 0.009785386420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6542500.00000000 AUD 5068632.60000000 USD 2021-09-15 160481.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -14827.91000000 -0.00090413255 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7444549000.00000000 KRW 6571312.48000000 USD 2021-09-15 -14827.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -974.69000000 -0.00005943177 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6727805.40000000 USD 135398406.00000000 MXN 2021-09-15 -974.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 6940.52000000 0.000423198555 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1178208500.00000000 CLP 1607940.89000000 USD 2021-09-15 6940.52000000 N N N N/A N/A N/A 1349.00000000 NC USD -152650.26000000 -0.00930785726 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XIN9I Index 2021-07-29 23387613.00000000 USD -152650.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 72058.47000000 0.004393768825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1395148.57000000 USD 7367000.00000000 BRL 2021-09-15 72058.47000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 31248999.76000000 NS USD 31248999.76000000 1.905409329006 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -331853.41000000 -0.02023477833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19387168.79000000 USD 21538901500.00000000 KRW 2021-09-15 -331853.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -382384.64000000 -0.02331592261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202847500.00000000 MXN 9695435.56000000 USD 2021-09-15 -382384.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 196979.08000000 0.012010809290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 166580500.00000000 SEK 19675636.57000000 USD 2021-09-15 196979.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -20243.60000000 -0.00123435452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 874701.30000000 USD 617588.00000000 GBP 2021-09-15 -20243.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -18775.15000000 -0.00114481571 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 886180.02000000 USD 626946.00000000 GBP 2021-09-15 -18775.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 100753.52000000 0.006143450939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16460000.00000000 PLN 4418566.61000000 USD 2021-09-15 100753.52000000 N N N N/A N/A N/A 2.00000000 NC USD 15090.10000000 0.000920119604 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-27 218436.00000000 USD 15090.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -99942.85000000 -0.00609402029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3009199.06000000 USD 3878000.00000000 AUD 2021-09-15 -99942.85000000 N N N N/A N/A N/A 2.00000000 NC USD 9419.10000000 0.000574330095 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-24 126225.00000000 USD 9419.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -150907.46000000 -0.00920158994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16833496.58000000 USD 23872000.00000000 NZD 2021-09-15 -150907.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 4741.53000000 0.000289115029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22685500.00000000 MXN 1131797.03000000 USD 2021-09-15 4741.53000000 N N N N/A N/A N/A 12.00000000 NC USD 40193.77000000 0.002450817143 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-09 890550.00000000 USD 40193.77000000 N N N N/A N/A N/A -2.00000000 NC USD 37657.08000000 0.002296142343 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-06 -468306.50000000 USD 37657.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 299478.80000000 0.018260734863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12540500.00000000 AUD 9707299.20000000 USD 2021-09-15 299478.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 36275.88000000 0.002211923603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49862000.00000000 ZAR 3493947.20000000 USD 2021-09-15 36275.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -44131.21000000 -0.00269090274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1355096.97000000 USD 1747500.00000000 AUD 2021-09-15 -44131.21000000 N N N N/A N/A N/A -2.00000000 NC USD 1696.10000000 0.000103419782 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-08 -148810.50000000 USD 1696.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -90915.71000000 -0.00554358998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2753293.81000000 USD 22916313.00000000 NOK 2021-09-15 -90915.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -29612.52000000 -0.00180562489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1648148.86000000 USD 23792557998.00000000 IDR 2021-09-15 -29612.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -15474.30000000 -0.00094354621 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 527731.19000000 USD 473000.00000000 CHF 2021-09-15 -15474.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -788286.19000000 -0.04806579000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21057874.13000000 USD 77270000.00000000 PLN 2021-09-15 -788286.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -71343.62000000 -0.00435018081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4494815.26000000 USD 5000007500.00000000 KRW 2021-09-15 -71343.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -227324.94000000 -0.01386114962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5582619.85000000 USD 20415000.00000000 PLN 2021-09-15 -227324.94000000 N N N United States of America 254900HROIFWPRGM1V77 912796H77 4204000.00000000 PA USD 4203083.99000000 0.256283257277 Long STIV UST US N 2 2021-11-26 None 0.00000000 N N N N N N N/A N/A N/A 4.00000000 NC USD 23878.20000000 0.001455974443 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-08 251350.00000000 USD 23878.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 352304.19000000 0.021481765670 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23266500.00000000 NZD 16611748.72000000 USD 2021-09-15 352304.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -244633.82000000 -0.01491655945 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7259759.23000000 USD 59993000.00000000 SEK 2021-09-15 -244633.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -8014.10000000 -0.00048866014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 270640.52000000 USD 242500.00000000 CHF 2021-09-15 -8014.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -13979.99000000 -0.00085243059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1442827.99000000 USD 107237500.00000000 INR 2021-09-15 -13979.99000000 N N N N/A N/A N/A -18.00000000 NC USD -81928.55000000 -0.00499559744 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-21 -1133775.00000000 USD -81928.55000000 N N N N/A N/A N/A -1.00000000 NC USD -768.57000000 -0.00004686359 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-25 -74318.75000000 USD -768.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -239.57000000 -0.00001460779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46961500.00000000 PHP 956012.89000000 USD 2021-09-15 -239.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 44869.35000000 0.002735910868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095118.00000000 EUR 1345464.34000000 USD 2021-09-15 44869.35000000 N N N N/A N/A N/A 29.00000000 NC USD 69116.02000000 0.004214352788 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2021-09-17 6218470.00000000 USD 69116.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 11390.41000000 0.000694530821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36308500.00000000 TWD 1320350.50000000 USD 2021-09-15 11390.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -58364.19000000 -0.00355875941 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3513185.47000000 USD 4645750.00000000 SGD 2021-09-15 -58364.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 51686.50000000 0.003151586932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1785813.95000000 USD 2021-09-15 51686.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -20792.86000000 -0.00126784568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 883883.85000000 USD 623828.00000000 GBP 2021-09-15 -20792.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 125455.92000000 0.007649681019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21554250.00000000 PLN 5779600.68000000 USD 2021-09-15 125455.92000000 N N N N/A N/A N/A -19.00000000 NC USD -37343.55000000 -0.00227702483 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-16 -1198662.50000000 USD -37343.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -80773.57000000 -0.00492517248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90313500.00000000 MXN 4406159.79000000 USD 2021-09-15 -80773.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -22566.38000000 -0.00137598615 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7256906.30000000 USD 10352000.00000000 NZD 2021-09-15 -22566.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 898.38000000 0.000054778765 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2714438500.00000000 IDR 185553.49000000 USD 2021-09-15 898.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 35201.18000000 0.002146393717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 909077000.00000000 CLP 1270494.10000000 USD 2021-09-15 35201.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 47478.57000000 0.002895008189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 674673.29000000 USD 3626000.00000000 BRL 2021-09-15 47478.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -327844.64000000 -0.01999034338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202131000.00000000 MXN 9714378.58000000 USD 2021-09-15 -327844.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 150.73000000 0.000009190769 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2828500.00000000 SGD 2103570.42000000 USD 2021-09-15 150.73000000 N N N N/A N/A N/A -1243.00000000 NC -100200.65000000 -0.00610973966 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2022-12-21 -154675812.50000000 GBP -100200.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 80667.55000000 0.004918707910 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43824510.00000000 PLN 11576781.95000000 USD 2021-09-15 80667.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -186233.58000000 -0.01135560188 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6165335.39000000 USD 1774302640.00000000 HUF 2021-09-15 -186233.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -3638.74000000 -0.00022187235 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168153.74000000 USD 2418378000.00000000 IDR 2021-09-15 -3638.74000000 N N N N/A N/A N/A 21.00000000 NC USD 87093.30000000 0.005310518339 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-22 1322737.50000000 USD 87093.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -52001.98000000 -0.00317082334 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2106675.25000000 USD 7742002500.00000000 COP 2021-09-15 -52001.98000000 N N N United States of America 254900HROIFWPRGM1V77 912796C64 72279000.00000000 PA USD 72275907.90000000 4.407027112315 Long STIV UST US N 2 2021-08-05 None 0.00000000 N N N N N N N/A N/A 000000000 8389500.00000000 PA USD -383506.00000000 -0.02338429760 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-08-27 0.00000000 USD 0.00000000 USD 8389500.00000000 USD -383506.00000000 N N N N/A N/A N/A 3.00000000 NC USD 1536.07000000 0.000093661945 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-29 222765.75000000 USD 1536.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -48726.82000000 -0.00297112029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2817073.65000000 USD 3129161000.00000000 KRW 2021-09-15 -48726.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 24486.34000000 0.001493055810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 145057000.00000000 INR 1957246.84000000 USD 2021-09-15 24486.34000000 N N N N/A N/A N/A -1.00000000 NC USD 27830.12000000 0.001696942964 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-18 -234275.00000000 USD 27830.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -51699.05000000 -0.00315235216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5340264.11000000 USD 146696500.00000000 TWD 2021-09-15 -51699.05000000 N N N N/A N/A N/A -1.00000000 NC USD -285.70000000 -0.00001742057 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-05 -74283.25000000 USD -285.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -205594.02000000 -0.01253610568 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8682220.30000000 USD 10507965.00000000 CAD 2021-09-15 -205594.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 118367.93000000 0.007217490473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39967500.00000000 SEK 4791863.59000000 USD 2021-09-15 118367.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -10488.41000000 -0.00063953132 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551317.44000000 USD 398007000.00000000 CLP 2021-09-15 -10488.41000000 N N N N/A N/A N/A 3.00000000 NC USD 6099.15000000 0.000371895977 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-05 189033.00000000 USD 6099.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -11450.71000000 -0.00069820761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 564629.44000000 USD 8131752500.00000000 IDR 2021-09-15 -11450.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -9497.08000000 -0.00057908492 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 443199.51000000 USD 313473.00000000 GBP 2021-09-15 -9497.08000000 N N N N/A N/A N/A 3.00000000 NC USD -34195.14000000 -0.00208505037 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-07-28 702106.50000000 USD -34195.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -31099.61000000 -0.00189630028 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2416165.97000000 USD 66158000.00000000 TWD 2021-09-15 -31099.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -20598.61000000 -0.00125600127 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 888006.25000000 USD 626948.00000000 GBP 2021-09-15 -20598.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 11488.37000000 0.000700503937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3490000.00000000 NOK 416950.61000000 USD 2021-09-15 11488.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1075.24000000 0.000065562812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 143500.00000000 SGD 107789.30000000 USD 2021-09-15 1075.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -225775.48000000 -0.01376667122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8575885.19000000 USD 10351130.00000000 CAD 2021-09-15 -225775.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -32269.19000000 -0.00196761548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1032415.58000000 USD 923500.00000000 CHF 2021-09-15 -32269.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -526622.91000000 -0.03211085837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15332141.22000000 USD 21186000.00000000 NZD 2021-09-15 -526622.91000000 N N N N/A N/A N/A -122.00000000 NC -5440.78000000 -0.00033175183 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2022-12-19 -30635725.00000000 EUR -5440.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 949.93000000 0.000057922029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9879135.00000000 INR 132580.96000000 USD 2021-09-15 949.93000000 N N N N/A N/A N/A 2.00000000 NC USD 4870.10000000 0.000296954591 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-23 148725.00000000 USD 4870.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 10938.69000000 0.000666987171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5303500.00000000 SGD 3954897.08000000 USD 2021-09-15 10938.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -7915.65000000 -0.00048265715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1009681.55000000 USD 843500.00000000 EUR 2021-09-15 -7915.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -128937.57000000 -0.00786197480 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3490982.01000000 USD 12816500.00000000 PLN 2021-09-15 -128937.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 121774.29000000 0.007425193445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4784000.00000000 AUD 3710707.17000000 USD 2021-09-15 121774.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 30787.09000000 0.001877244358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7253000.00000000 CAD 5881679.28000000 USD 2021-09-15 30787.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -225764.76000000 -0.01376601757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8575874.47000000 USD 10351130.00000000 CAD 2021-09-15 -225764.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -3567.25000000 -0.00021751324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 235349.42000000 USD 25733000.00000000 JPY 2021-09-15 -3567.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -405564.28000000 -0.02472930233 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15400240.15000000 USD 18588000.00000000 CAD 2021-09-15 -405564.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -13123.32000000 -0.00080019509 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 655946.09000000 USD 9449524000.00000000 IDR 2021-09-15 -13123.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 52652.43000000 0.003210484562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460158.00000000 EUR 1786779.88000000 USD 2021-09-15 52652.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -170273.47000000 -0.01038243338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4770803.64000000 USD 17537750.00000000 PLN 2021-09-15 -170273.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 99533.28000000 0.006069046744 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1736716.07000000 USD 9220000.00000000 BRL 2021-09-15 99533.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -48183.96000000 -0.00293801937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2473861.84000000 USD 67284500.00000000 TWD 2021-09-15 -48183.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 4658.44000000 0.000284048612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 135198000.00000000 JPY 1222413.32000000 USD 2021-09-15 4658.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 63352.04000000 0.003862893819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1907500.00000000 EUR 2328756.26000000 USD 2021-09-15 63352.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 79044.49000000 0.004819741745 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1131047.81000000 USD 6076000.00000000 BRL 2021-09-15 79044.49000000 N N N N/A N/A N/A -6.00000000 NC USD 6721.61000000 0.000409850507 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-11 -445843.50000000 USD 6721.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4004.27000000 0.000244160564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60822.10000000 USD 325500.00000000 BRL 2021-09-15 4004.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.56000000 0.000052594639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7409351.00000000 INR 99585.83000000 USD 2021-09-15 862.56000000 N N N N/A N/A N/A -1892.00000000 NC USD 114750.85000000 0.006996938839 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2023-06-19 -469310600.00000000 USD 114750.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -2533.20000000 -0.00015446199 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10375000.00000000 ILS 3182752.36000000 USD 2021-09-17 -2533.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 797.38000000 0.000048620285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6174460.00000000 INR 83066.78000000 USD 2021-09-15 797.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 278665.30000000 0.016991630655 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13107000.00000000 NZD 9438295.65000000 USD 2021-09-15 278665.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -7056.41000000 -0.00043026495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 312344.85000000 USD 4487754000.00000000 IDR 2021-09-15 -7056.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 81999.71000000 0.004999936433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1612249.01000000 USD 8507000.00000000 BRL 2021-09-15 81999.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -4506.67000000 -0.00027479442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 203153.33000000 USD 2920115000.00000000 IDR 2021-09-15 -4506.67000000 N N N N/A N/A N/A -13.00000000 NC USD -14494.35000000 -0.00088379371 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-28 -820462.50000000 USD -14494.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 20511.01000000 0.001250659864 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38875000.00000000 MXN 1951889.31000000 USD 2021-09-15 20511.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -68612.47000000 -0.00418364880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10966741.05000000 USD 302296994.00000000 TWD 2021-09-15 -68612.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 4164.07000000 0.000253904377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12993000.00000000 ILS 3993216.15000000 USD 2021-09-17 4164.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -160493.36000000 -0.00978609068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4761023.53000000 USD 17537750.00000000 PLN 2021-09-15 -160493.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -104242.76000000 -0.00635620752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2924184.46000000 USD 40665500.00000000 ZAR 2021-09-15 -104242.76000000 N N N N/A N/A N/A -21.00000000 NC USD -81485.89000000 -0.00496860623 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-22 -1322737.50000000 USD -81485.89000000 N N N N/A N/A N/A 235.00000000 NC USD 775435.47000000 0.047282216708 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Natural Gas 2021-07-28 8577500.00000000 USD 775435.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -2718.52000000 -0.00016576189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164068.22000000 USD 118740500.00000000 CLP 2021-09-15 -2718.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -1080.92000000 -0.00006590915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1203500.00000000 SGD 893904.26000000 USD 2021-09-15 -1080.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1484729.02000000 -0.09053142652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36009274.53000000 USD 49403000.00000000 NZD 2021-09-15 -1484729.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 103831.31000000 0.006331119339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16460000.00000000 PLN 4421644.40000000 USD 2021-09-15 103831.31000000 N N N N/A N/A N/A -17.00000000 NC USD -85759.99000000 -0.00522921969 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-14 -1069512.50000000 USD -85759.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 3663.04000000 0.000223354047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 372499000.00000000 CLP 509830.70000000 USD 2021-09-15 3663.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 80653.07000000 0.004917824991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43824510.00000000 PLN 11576767.47000000 USD 2021-09-15 80653.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -20929.52000000 -0.00127617853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1106259.73000000 USD 53300500.00000000 PHP 2021-09-15 -20929.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -15789.77000000 -0.00096278201 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55480000.00000000 MXN 2740554.11000000 USD 2021-09-15 -15789.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -66.28000000 -0.00000404142 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95116.46000000 USD 358148774.00000000 COP 2021-09-15 -66.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -70130.16000000 -0.00427619002 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2341834.98000000 USD 8660000.00000000 PLN 2021-09-15 -70130.16000000 N N N N/A N/A N/A 41.00000000 NC USD 193183.80000000 0.011779391902 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-16 2580355.50000000 USD 193183.80000000 N N N N/A N/A N/A 5.00000000 NC USD 51097.75000000 0.003115687871 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-26 546112.50000000 USD 51097.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1133.22000000 -0.00006909814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24286750.00000000 SEK 2838774.72000000 USD 2021-09-15 -1133.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -13923.56000000 -0.00084898976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1442771.56000000 USD 107237500.00000000 INR 2021-09-15 -13923.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -4692.03000000 -0.00028609676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 703086.80000000 USD 10266435000.00000000 IDR 2021-09-15 -4692.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 118502.56000000 0.007225699544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40411500.00000000 ZAR 2920830.67000000 USD 2021-09-15 118502.56000000 N N N N/A N/A N/A 924.00000000 NC USD 334072.77000000 0.020370103920 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Sugar No. 11 2021-09-30 18514003.20000000 USD 334072.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 86399.23000000 0.005268197386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4823576.18000000 USD 24653500.00000000 BRL 2021-09-15 86399.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 131.69000000 0.000008029804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88099000.00000000 JPY 793656.65000000 USD 2021-09-15 131.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -104064.18000000 -0.00634531859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8112824.97000000 USD 9052587500.00000000 KRW 2021-09-15 -104064.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -10350.98000000 -0.00063115152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3191491.83000000 USD 10361500.00000000 ILS 2021-09-17 -10350.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 323962.26000000 0.019753615065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18489500.00000000 NZD 13245071.99000000 USD 2021-09-15 323962.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -179489.11000000 -0.01094435749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4858369.42000000 USD 1388461000.00000000 HUF 2021-09-15 -179489.11000000 N N N N/A N/A N/A -9.00000000 NC USD -36789.49000000 -0.00224324099 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-22 -2108981.25000000 USD -36789.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -38841.23000000 -0.00236834594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1386087.69000000 USD 1244000.00000000 CHF 2021-09-15 -38841.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 118666.60000000 0.007235701891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3771000.00000000 EUR 4597219.33000000 USD 2021-09-15 118666.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -104200.21000000 -0.00635361303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16769507.90000000 USD 1850221500.00000000 JPY 2021-09-15 -104200.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -19226.57000000 -0.00117234107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 882317.56000000 USD 623828.00000000 GBP 2021-09-15 -19226.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 741.44000000 0.000045209341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34496000.00000000 TWD 1244358.98000000 USD 2021-09-15 741.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 37582.23000000 0.002291578360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095120.00000000 EUR 1338179.60000000 USD 2021-09-15 37582.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -841415.24000000 -0.05130533649 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22312960.63000000 USD 81852000.00000000 PLN 2021-09-15 -841415.24000000 N N N N/A N/A N/A 42.00000000 NC USD -33229.97000000 -0.00202619908 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2021-09-17 4846380.00000000 USD -33229.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 5180.70000000 0.000315893442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1739500.00000000 GBP 2411848.53000000 USD 2021-09-15 5180.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 309884.73000000 0.018895236967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15934500.00000000 NZD 11445471.04000000 USD 2021-09-15 309884.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -44156.86000000 -0.00269246675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4189941.66000000 USD 5574899.00000000 SGD 2021-09-15 -44156.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -74357.27000000 -0.00453393827 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2344087.22000000 USD 32731068.00000000 ZAR 2021-09-15 -74357.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 3104.99000000 0.000189326921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83338000.00000000 PHP 1700073.10000000 USD 2021-09-15 3104.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -294520.69000000 -0.01795841385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5878980.24000000 USD 80531750.00000000 ZAR 2021-09-15 -294520.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -67218.84000000 -0.00409867214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10965347.38000000 USD 302296993.00000000 TWD 2021-09-15 -67218.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 3295.69000000 0.000200954863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5120726000.00000000 IDR 351643.32000000 USD 2021-09-15 3295.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -40850.23000000 -0.00249084482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2104241.07000000 USD 29755516.00000000 ZAR 2021-09-15 -40850.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2821.59000000 0.000172046591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 187733997.00000000 INR 2504216.59000000 USD 2021-09-15 2821.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -11869.13000000 -0.00072372079 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1524280.92000000 USD 167911500.00000000 JPY 2021-09-15 -11869.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 81717.48000000 0.004982727445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43401490.00000000 PLN 11466864.61000000 USD 2021-09-15 81717.48000000 N N N N/A N/A N/A 7.00000000 NC -164.37000000 -0.00001002246 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Long FTSE/JSE Top 40 Index TOP40 Index 2021-09-16 4191320.00000000 ZAR -164.37000000 N N N N/A N/A N/A -1.00000000 NC USD -1328.21000000 -0.00008098767 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-29 -234362.50000000 USD -1328.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 40424.25000000 0.002464870672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078774.00000000 EUR 1321608.62000000 USD 2021-09-15 40424.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -2050.50000000 -0.00012502934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4609579000.00000000 KRW 4076011.77000000 USD 2021-09-15 -2050.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -7916.91000000 -0.00048273398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1009682.81000000 USD 843500.00000000 EUR 2021-09-15 -7916.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -231221.39000000 -0.01409873586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8665674.94000000 USD 10455686.00000000 CAD 2021-09-15 -231221.39000000 N N N N/A N/A N/A -774.00000000 NC -44556.73000000 -0.00271684884 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2022-06-15 -96450075.00000000 GBP -44556.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -435336.41000000 -0.02654465945 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12127884.47000000 USD 168614590.00000000 ZAR 2021-09-15 -435336.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -48730.34000000 -0.00297133492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2817077.17000000 USD 3129161000.00000000 KRW 2021-09-15 -48730.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -13124.14000000 -0.00080024509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 655946.91000000 USD 9449524000.00000000 IDR 2021-09-15 -13124.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 34664.84000000 0.002113690359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1044051.35000000 USD 2021-09-15 34664.84000000 N N N N/A N/A N/A 28.00000000 NC USD -118122.23000000 -0.00720250890 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P Midcap 400 E-Mini Index XC0009692283 2021-09-17 7538720.00000000 USD -118122.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 4264.84000000 0.000260048833 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 382392.00000000 PLN 104574.51000000 USD 2021-09-15 4264.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 347367.60000000 0.021180756847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19621500.00000000 NZD 14059558.55000000 USD 2021-09-15 347367.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -16482.54000000 -0.00100502370 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1067715.78000000 USD 51626000.00000000 PHP 2021-09-15 -16482.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -35473.02000000 -0.00216296917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2421852.29000000 USD 3209000.00000000 SGD 2021-09-15 -35473.02000000 N N N N/A N/A N/A -476.00000000 NC USD -67444.93000000 -0.00411245799 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2021-12-13 -118756050.00000000 USD -67444.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -223118.01000000 -0.01360463185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8699744.29000000 USD 10507965.00000000 CAD 2021-09-15 -223118.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -94142.39000000 -0.00574033695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3477178.03000000 USD 2489644234.00000000 CLP 2021-09-15 -94142.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 44924.47000000 0.002739271813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85195000.00000000 ZAR 5952756.24000000 USD 2021-09-15 44924.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -10661.58000000 -0.00065009037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 721115.09000000 USD 10443699000.00000000 IDR 2021-09-15 -10661.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -331176.78000000 -0.02019352078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19199846.71000000 USD 21327929500.00000000 KRW 2021-09-15 -331176.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -8361.19000000 -0.00050982397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 224856.19000000 USD 815752500.00000000 COP 2021-09-15 -8361.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -55404.21000000 -0.00337827448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2118795.05000000 USD 29755516.00000000 ZAR 2021-09-15 -55404.21000000 N N N N/A N/A N/A 3.00000000 NC USD -252.60000000 -0.00001540229 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-20 222956.25000000 USD -252.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -79094.44000000 -0.00482278744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2142485.28000000 USD 29755516.00000000 ZAR 2021-09-15 -79094.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 39199.69000000 0.002390203065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095120.00000000 EUR 1339797.06000000 USD 2021-09-15 39199.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 695.17000000 0.000042388025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 112648500.00000000 KRW 100354.51000000 USD 2021-09-15 695.17000000 N N N N/A N/A N/A 19.00000000 NC USD 88612.20000000 0.005403133343 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-19 1196368.25000000 USD 88612.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -11823.46000000 -0.00072093606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1363091.63000000 USD 101415000.00000000 INR 2021-09-15 -11823.46000000 N N N N/A N/A N/A 13.00000000 NC USD 45328.40000000 0.002763901465 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-23 818860.25000000 USD 45328.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 4038.12000000 0.000246224569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74894500.00000000 PHP 1529075.65000000 USD 2021-09-15 4038.12000000 N N N N/A N/A N/A -8.00000000 NC USD -16716.60000000 -0.00101929552 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-04 -504018.00000000 USD -16716.60000000 N N N N/A N/A N/A -116.00000000 NC USD -159801.44000000 -0.00974390082 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Live Cattle 2021-08-31 -5694440.00000000 USD -159801.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -251860.56000000 -0.01535721028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11149989.14000000 USD 302296994.00000000 TWD 2021-09-15 -251860.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 13309.57000000 0.000811551698 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5229500.00000000 BRL 1054813.47000000 USD 2021-09-15 13309.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -359.70000000 -0.00002193272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95409.88000000 USD 358148774.00000000 COP 2021-09-15 -359.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 41715.36000000 0.002543596170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31215500.00000000 ZAR 2206348.53000000 USD 2021-09-15 41715.36000000 N N N N/A N/A N/A 6.00000000 NC USD 13623.30000000 0.000830681401 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-30 377988.00000000 USD 13623.30000000 N N N N/A N/A N/A -4.00000000 NC USD -23424.30000000 -0.00142829786 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-08 -251350.00000000 USD -23424.30000000 N N N N/A N/A N/A -19.00000000 NC USD 44375.03000000 0.002705769681 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-15 -4454075.00000000 USD 44375.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 5572.27000000 0.000339769442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13136500.00000000 SEK 1541654.73000000 USD 2021-09-15 5572.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 26600.58000000 0.001621971700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1035987.09000000 USD 2021-09-15 26600.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 6177.90000000 0.000376697762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 365793000.00000000 CLP 503233.16000000 USD 2021-09-15 6177.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 38569.84000000 0.002351797930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1089670.00000000 EUR 1332694.62000000 USD 2021-09-15 38569.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 40149.55000000 0.002448120826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 226046000.00000000 INR 3052019.23000000 USD 2021-09-15 40149.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -2537.18000000 -0.00015470467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10375000.00000000 ILS 3182748.38000000 USD 2021-09-17 -2537.18000000 N N N N/A N/A N/A 4.00000000 NC USD -57307.57000000 -0.00349433195 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-04 936501.95000000 USD -57307.57000000 N N N N/A N/A N/A 6.00000000 NC USD -98153.28000000 -0.00598490117 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-15 1406550.00000000 USD -98153.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -213631.79000000 -0.01302620911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6136433.20000000 USD 50651500.00000000 SEK 2021-09-15 -213631.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -18829.48000000 -0.00114812848 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2719793.56000000 USD 202712000.00000000 INR 2021-09-15 -18829.48000000 N N N N/A N/A N/A -1829.00000000 NC USD 23505.88000000 0.001433272212 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-09-19 -455581037.50000000 USD 23505.88000000 N N N N/A N/A N/A 1.00000000 NC USD -2471.38000000 -0.00015069251 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-24 234343.75000000 USD -2471.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 7264.91000000 0.000442978251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11312805020.00000000 IDR 776841.10000000 USD 2021-09-15 7264.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -1724.40000000 -0.00010514537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2097724000.00000000 COP 554996.87000000 USD 2021-09-15 -1724.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 2780.59000000 0.000169546614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 296500.00000000 GBP 413000.20000000 USD 2021-09-15 2780.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.67000000 0.000003943256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6165390.00000000 PLN 1617379.47000000 USD 2021-09-15 64.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 60970.71000000 0.003717692102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15484500.00000000 EUR 18450827.44000000 USD 2021-09-15 60970.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -9487.44000000 -0.00057849713 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1212954.33000000 USD 1360321479.00000000 KRW 2021-09-15 -9487.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -1813.28000000 -0.00011056483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 672776000.00000000 CLP 912383.68000000 USD 2021-09-15 -1813.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -40943.88000000 -0.00249655513 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1464541.53000000 USD 1314500.00000000 CHF 2021-09-15 -40943.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 615.67000000 0.000037540509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21691230.00000000 PLN 5690693.24000000 USD 2021-09-15 615.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -20498.52000000 -0.00124989828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 904386.88000000 USD 638860.00000000 GBP 2021-09-15 -20498.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.44000000 0.000052587322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7409351.00000000 INR 99585.71000000 USD 2021-09-15 862.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 188122.50000000 0.011470778880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30355500.00000000 CAD 24675473.67000000 USD 2021-09-15 188122.50000000 N N N N/A N/A N/A 2.00000000 NC USD -27505.26000000 -0.00167713460 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-07-27 468050.00000000 USD -27505.26000000 N N N N/A N/A N/A 6.00000000 NC 1511.42000000 0.000092158910 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2021-09-13 910140000.00000000 JPY 1511.42000000 N N N N/A N/A 000000000 81595500.00000000 PA -149683.82000000 -0.00912697843 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-07-29 0.00000000 USD 0.00000000 USD 81595500.00000000 HKD -149683.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -106031.18000000 -0.00646525652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7884625.27000000 USD 215766000.00000000 TWD 2021-09-15 -106031.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 21355.22000000 0.001302135611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1281545.35000000 USD 6542000.00000000 BRL 2021-09-15 21355.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 3750.54000000 0.000228689364 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8132078500.00000000 IDR 556951.44000000 USD 2021-09-15 3750.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 32046.45000000 0.001954033897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932030.00000000 CHF 1041430.79000000 USD 2021-09-15 32046.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 604347.13000000 0.036850096588 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80626500.00000000 CAD 65644600.75000000 USD 2021-09-15 604347.13000000 N N N N/A N/A N/A -12.00000000 NC USD -41135.40000000 -0.00250823307 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-09 -890550.00000000 USD -41135.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 11392.06000000 0.000694631430 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36308500.00000000 TWD 1320352.15000000 USD 2021-09-15 11392.06000000 N N N N/A N/A N/A 9.00000000 NC USD 42332.58000000 0.002581231190 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-22 2108981.25000000 USD 42332.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -591867.19000000 -0.03608913162 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15344623.46000000 USD 21110500.00000000 NZD 2021-09-15 -591867.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -236729.93000000 -0.01443461936 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5561486.02000000 USD 45832625.00000000 NOK 2021-09-15 -236729.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -61969.81000000 -0.00377861227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4688161.33000000 USD 5229149000.00000000 KRW 2021-09-15 -61969.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 68074.96000000 0.004150874103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32900500.00000000 ZAR 2349554.14000000 USD 2021-09-15 68074.96000000 N N N N/A N/A N/A -2.00000000 NC USD -4753.12000000 -0.00028982173 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-17 -148775.00000000 USD -4753.12000000 N N N N/A N/A N/A -5.00000000 NC USD 4973.92000000 0.000303285021 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-14 -546411.33000000 USD 4973.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -15197.93000000 -0.00092669454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3810216.23000000 USD 12361000.00000000 ILS 2021-09-17 -15197.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 37707.56000000 0.002299220363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095118.00000000 EUR 1338302.55000000 USD 2021-09-15 37707.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -19499.15000000 -0.00118896165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 947071.06000000 USD 45553000.00000000 PHP 2021-09-15 -19499.15000000 N N N N/A N/A N/A -6.00000000 NC USD -25817.70000000 -0.00157423555 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-12 -445387.50000000 USD -25817.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -198623.60000000 -0.01211108398 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8633077.15000000 USD 10455686.00000000 CAD 2021-09-15 -198623.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 37705.89000000 0.002299118535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095118.00000000 EUR 1338300.88000000 USD 2021-09-15 37705.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 14490.29000000 0.000883546160 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 641500.00000000 AUD 495740.38000000 USD 2021-09-15 14490.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -19287.69000000 -0.00117606786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1052755.73000000 USD 760550000.00000000 CLP 2021-09-15 -19287.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -8706.64000000 -0.00053088781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 512001.75000000 USD 24716792.00000000 PHP 2021-09-15 -8706.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.00000000 INR 0.01000000 USD 2021-09-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -91331.73000000 -0.00556895682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5335982.31000000 USD 77096602500.00000000 IDR 2021-09-15 -91331.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 29559.80000000 0.001802410288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932030.00000000 CHF 1038944.14000000 USD 2021-09-15 29559.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -192373.03000000 -0.01172995516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8542482.74000000 USD 10351130.00000000 CAD 2021-09-15 -192373.03000000 N N N N/A N/A N/A -4.00000000 NC USD 492.20000000 0.000030011919 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-29 -437136.00000000 USD 492.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 6669.82000000 0.000406692609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6720160.89000000 USD 135398406.00000000 MXN 2021-09-15 6669.82000000 N N N N/A N/A N/A -17.00000000 NC USD -19379.40000000 -0.00118165988 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-15 -1265225.00000000 USD -19379.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 9527.26000000 0.000580925156 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1672000.00000000 SGD 1252913.41000000 USD 2021-09-15 9527.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 399363.28000000 0.024351196045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6102796.45000000 USD 32648024.00000000 BRL 2021-09-15 399363.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 769.19000000 0.000046901398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67481.00000000 PLN 18470.91000000 USD 2021-09-15 769.19000000 N N N N/A N/A N/A 668.00000000 NC USD 54891.47000000 0.003347010138 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A NY Harbor ULSD 2021-07-30 59711584.80000000 USD 54891.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -235157.83000000 -0.01433876048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9570156.79000000 USD 79832442.00000000 SEK 2021-09-15 -235157.83000000 N N N N/A N/A N/A -5.00000000 NC USD -50857.25000000 -0.00310102337 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-26 -546112.50000000 USD -50857.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 6177.27000000 0.000376659348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 365793000.00000000 CLP 503232.53000000 USD 2021-09-15 6177.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -74365.22000000 -0.00453442302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2137756.06000000 USD 29755516.00000000 ZAR 2021-09-15 -74365.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -205604.85000000 -0.01253676604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8682230.32000000 USD 10507964.00000000 CAD 2021-09-15 -205604.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 23407.14000000 0.001427251536 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6703423.57000000 USD 135398406.00000000 MXN 2021-09-15 23407.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 8330.20000000 0.000507934363 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25898500.00000000 TWD 941998.71000000 USD 2021-09-15 8330.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -95297.74000000 -0.00581078448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2780007.15000000 USD 22959500.00000000 SEK 2021-09-15 -95297.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -3640.02000000 -0.00022195040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 560259.08000000 USD 1813000.00000000 ILS 2021-09-17 -3640.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1380.79000000 0.000084193739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14818702.00000000 INR 198827.32000000 USD 2021-09-15 1380.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -8382.10000000 -0.00051109896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 286170.46000000 USD 256500.00000000 CHF 2021-09-15 -8382.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -15786.34000000 -0.00096257287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55480000.00000000 MXN 2740557.54000000 USD 2021-09-15 -15786.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -15061.93000000 -0.00091840193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2738749.73000000 USD 8871500.00000000 ILS 2021-09-17 -15061.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -47663.89000000 -0.00290630808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2162061.17000000 USD 1556027647.00000000 CLP 2021-09-15 -47663.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -223128.86000000 -0.01360529343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8699754.33000000 USD 10507964.00000000 CAD 2021-09-15 -223128.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 26816.37000000 0.001635129506 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7789500.00000000 ZAR 566977.83000000 USD 2021-09-15 26816.37000000 N N N N/A N/A N/A -6.00000000 NC USD 938.20000000 0.000057206792 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short SGX NIFTY 50 Index XC0006013996 2021-07-29 -188964.00000000 USD 938.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -18852.82000000 -0.00114955164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 415713.95000000 USD 1495371500.00000000 COP 2021-09-15 -18852.82000000 N N N N/A N/A N/A -1103.00000000 NC USD -516289.68000000 -0.03148078915 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2021-09-21 -146147500.00000000 USD -516289.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 48251.38000000 0.002942130317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34985500.00000000 ZAR 2474314.51000000 USD 2021-09-15 48251.38000000 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 1407070.19000000 NS USD 1407070.19000000 0.085796175467 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9142.13000000 0.000557441835 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67912500.00000000 ZAR 4718522.08000000 USD 2021-09-15 9142.13000000 N N N N/A N/A N/A 2.00000000 NC USD 1869.74000000 0.000114007490 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-23 468675.00000000 USD 1869.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 15486.45000000 0.000944287066 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6711344.26000000 USD 135398406.00000000 MXN 2021-09-15 15486.45000000 N N N N/A N/A N/A -422.00000000 NC -1808526.52000000 -0.11027499534 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Buxl 2021-09-08 -85767280.00000000 EUR -1808526.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 474.27000000 0.000028918637 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6352220.00000000 PLN 1666798.61000000 USD 2021-09-15 474.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -28461.70000000 -0.00173545358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1070519.67000000 USD 766871500.00000000 CLP 2021-09-15 -28461.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -53309.78000000 -0.00325056651 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1333318.53000000 USD 4823069000.00000000 COP 2021-09-15 -53309.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -155892.17000000 -0.00950553289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113836000.00000000 MXN 5499680.32000000 USD 2021-09-15 -155892.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -294513.35000000 -0.01795796630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5878972.90000000 USD 80531750.00000000 ZAR 2021-09-15 -294513.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 40864.23000000 0.002491698475 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095118.00000000 EUR 1341459.22000000 USD 2021-09-15 40864.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -34468.30000000 -0.00210170632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1241980.35000000 USD 888632500.00000000 CLP 2021-09-15 -34468.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -6832.88000000 -0.00041663520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 308370.62000000 USD 14808500.00000000 PHP 2021-09-15 -6832.88000000 N N N United States of America 254900HROIFWPRGM1V77 912796D63 71209000.00000000 PA USD 71202893.83000000 4.341600025534 Long STIV UST US N 2 2021-09-02 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27575.86000000 -0.00168143944 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2919866.23000000 USD 2090500.00000000 GBP 2021-09-15 -27575.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.52000000 -0.00001686082 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17421.73000000 USD 842000.00000000 PHP 2021-09-15 -276.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -3638.95000000 -0.00022188515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168153.95000000 USD 2418378000.00000000 IDR 2021-09-15 -3638.95000000 N N N N/A N/A N/A -12.00000000 NC USD -78035.40000000 -0.00475821243 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-07 -753900.00000000 USD -78035.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -196858.26000000 -0.01200344228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8603734.45000000 USD 10421500.00000000 CAD 2021-09-15 -196858.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -85984.11000000 -0.00524288542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14869584500.00000000 KRW 13069033.21000000 USD 2021-09-15 -85984.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -48401.88000000 -0.00295130706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3349827.12000000 USD 47608824.00000000 ZAR 2021-09-15 -48401.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -2719.55000000 -0.00016582469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 186421000.00000000 INR 2481180.89000000 USD 2021-09-15 -2719.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 52650.20000000 0.003210348587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1786777.65000000 USD 2021-09-15 52650.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -9817.93000000 -0.00059864877 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2124215.20000000 USD 1556027646.00000000 CLP 2021-09-15 -9817.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -134.29000000 -0.00000818833 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36437.79000000 USD 4030500.00000000 JPY 2021-09-15 -134.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -14819.70000000 -0.00090363195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7444549000.00000000 KRW 6571320.69000000 USD 2021-09-15 -14819.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -740.54000000 -0.00004515446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6165390.00000000 PLN 1616574.26000000 USD 2021-09-15 -740.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -18588.90000000 -0.00113345911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 873049.37000000 USD 617590.00000000 GBP 2021-09-15 -18588.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -70133.09000000 -0.00427636868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2341837.91000000 USD 8660000.00000000 PLN 2021-09-15 -70133.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 52745.72000000 0.003216172924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438366.00000000 EUR 1760992.33000000 USD 2021-09-15 52745.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -11559.24000000 -0.00070482523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1342657.71000000 USD 26792500.00000000 MXN 2021-09-15 -11559.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 9675.85000000 0.000589985439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9427337520.00000000 IDR 650989.34000000 USD 2021-09-15 9675.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -92544.04000000 -0.00564287748 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2754922.03000000 USD 22916312.00000000 NOK 2021-09-15 -92544.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -4223.84000000 -0.00025754885 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 382995.62000000 USD 5567962498.00000000 IDR 2021-09-15 -4223.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 3675.72000000 0.000224127211 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5044660000.00000000 KRW 4466651.11000000 USD 2021-09-15 3675.72000000 N N N N/A N/A N/A -462.00000000 NC -48835.00000000 -0.00297771657 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2023-06-21 -57423712.50000000 GBP -48835.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -3686.81000000 -0.00022480342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 116966.25000000 USD 151000.00000000 AUD 2021-09-15 -3686.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 3296.13000000 0.000200981692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5120726000.00000000 IDR 351643.76000000 USD 2021-09-15 3296.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 44619.55000000 0.002720679301 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22761500.00000000 CAD 18405998.66000000 USD 2021-09-15 44619.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -17451.80000000 -0.00106412438 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095003.55000000 USD 1449000.00000000 SGD 2021-09-15 -17451.80000000 N N N N/A N/A 000000000 -3497500.00000000 PA USD -213173.50000000 -0.01299826486 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-10-22 0.00000000 USD 0.00000000 USD -3497500.00000000 USD -213173.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 37285.14000000 0.002273463283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078774.00000000 EUR 1318469.51000000 USD 2021-09-15 37285.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -231609.48000000 -0.01412239966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6087400.24000000 USD 1737710000.00000000 HUF 2021-09-15 -231609.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -349349.55000000 -0.02130160634 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10247993.28000000 USD 13194761.00000000 AUD 2021-09-15 -349349.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -6885.74000000 -0.00041985834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 506688.18000000 USD 461500.00000000 CHF 2021-09-15 -6885.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -89193.29000000 -0.00543856533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1891257.08000000 USD 25987000.00000000 ZAR 2021-09-15 -89193.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -5634.22000000 -0.00034354684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38297500.00000000 MXN 1897052.87000000 USD 2021-09-15 -5634.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 855640.35000000 0.052172713292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4657605430.00000000 JPY 42807605.35000000 USD 2021-09-15 855640.35000000 N N N N/A N/A N/A 79.00000000 NC USD -19134.50000000 -0.00116672709 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2021-09-14 2684025.00000000 USD -19134.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -213639.46000000 -0.01302667679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6136440.87000000 USD 50651500.00000000 SEK 2021-09-15 -213639.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -35421.48000000 -0.00215982652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3352819.40000000 USD 3749773000.00000000 KRW 2021-09-15 -35421.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3975.46000000 -0.00024240387 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 297981.05000000 USD 4321895500.00000000 IDR 2021-09-15 -3975.46000000 N N N N/A N/A N/A 1.00000000 NC USD -27433.88000000 -0.00167278221 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-18 234275.00000000 USD -27433.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 12146.26000000 0.000740618813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15083740028.00000000 IDR 1038247.84000000 USD 2021-09-15 12146.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 4769.88000000 0.000290843672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25570500.00000000 JPY 235088.39000000 USD 2021-09-15 4769.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -526603.75000000 -0.03210969009 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15332122.06000000 USD 21186000.00000000 NZD 2021-09-15 -526603.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -20492.34000000 -0.00124952146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 852387.27000000 USD 601280.00000000 GBP 2021-09-15 -20492.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -11825.16000000 -0.00072103972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1363093.33000000 USD 101415000.00000000 INR 2021-09-15 -11825.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -8135.50000000 -0.00049606252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1211602.39000000 USD 1360321480.00000000 KRW 2021-09-15 -8135.50000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 287217895.05400000 NS USD 287103007.90000000 17.50612031872 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3525.08000000 0.000214941929 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 364398.00000000 PLN 99114.54000000 USD 2021-09-15 3525.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -5463.03000000 -0.00033310852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 364959.53000000 USD 17654851.00000000 PHP 2021-09-15 -5463.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 37464.26000000 0.002284385134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1089670.00000000 EUR 1331589.04000000 USD 2021-09-15 37464.26000000 N N N N/A N/A N/A 368.00000000 NC USD -35891.25000000 -0.00218847077 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Coffee 'C' 2021-09-20 22045500.00000000 USD -35891.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -4478.13000000 -0.00027305420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43722000.00000000 ZAR 3027416.00000000 USD 2021-09-15 -4478.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -1166.36000000 -0.00007111885 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115226.57000000 USD 429778528.00000000 COP 2021-09-15 -1166.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 278653.50000000 0.016990911150 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13107000.00000000 NZD 9438283.85000000 USD 2021-09-15 278653.50000000 N N N N/A N/A N/A 9.00000000 NC USD 116262.45000000 0.007089108724 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-22 983083.50000000 USD 116262.45000000 N N N N/A N/A N/A -1.00000000 NC USD 1905.30000000 0.000116175763 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-14 -74423.00000000 USD 1905.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -18723.62000000 -0.00114167366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 881814.61000000 USD 623828.00000000 GBP 2021-09-15 -18723.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 8212.86000000 0.000500779550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9427337518.00000000 IDR 649526.35000000 USD 2021-09-15 8212.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 28746.14000000 0.001752797329 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1038130.48000000 USD 2021-09-15 28746.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -381955.79000000 -0.02328977346 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16555199.63000000 USD 20049000.00000000 CAD 2021-09-15 -381955.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 4004.35000000 0.000244165442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60822.02000000 USD 325500.00000000 BRL 2021-09-15 4004.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -3690.51000000 -0.00022502903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8834000.00000000 SGD 6565731.27000000 USD 2021-09-15 -3690.51000000 N N N N/A N/A N/A -5.00000000 NC USD -15825.17000000 -0.00096494053 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-09-22 -371843.75000000 USD -15825.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -423021.48000000 -0.02579375597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12115569.54000000 USD 168614590.00000000 ZAR 2021-09-15 -423021.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 11773.42000000 0.000717884875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41343000.00000000 TWD 1502232.60000000 USD 2021-09-15 11773.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 3662.04000000 0.000223293072 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 449872.00000000 PLN 121673.17000000 USD 2021-09-15 3662.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 7725.43000000 0.000471058482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9427337518.00000000 IDR 649038.92000000 USD 2021-09-15 7725.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -14923.52000000 -0.00090996238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 922550.79000000 USD 1220500.00000000 SGD 2021-09-15 -14923.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -435321.25000000 -0.02654373507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12127869.31000000 USD 168614590.00000000 ZAR 2021-09-15 -435321.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 6942.53000000 0.000423321115 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1178208500.00000000 CLP 1607942.90000000 USD 2021-09-15 6942.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -710709.25000000 -0.04333553219 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22084539.85000000 USD 81479500.00000000 PLN 2021-09-15 -710709.25000000 N N N N/A N/A N/A -17.00000000 NC USD -106520.24000000 -0.00649507698 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-06 -1067812.50000000 USD -106520.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 68072.02000000 0.004150694836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32900500.00000000 ZAR 2349551.20000000 USD 2021-09-15 68072.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 230259.60000000 0.014040090668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6671500.00000000 EUR 8153533.14000000 USD 2021-09-15 230259.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 68082.35000000 0.004151324708 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2040500.00000000 EUR 2491441.36000000 USD 2021-09-15 68082.35000000 N N N N/A N/A N/A -8.00000000 NC USD -21014.98000000 -0.00128138946 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-27 -874011.38000000 USD -21014.98000000 N N N N/A N/A N/A 2.00000000 NC USD 2340.10000000 0.000142687714 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-30 148518.50000000 USD 2340.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -12304.09000000 -0.00075024250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1272216.71000000 USD 34948000.00000000 TWD 2021-09-15 -12304.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -247800.08000000 -0.01510962231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7678644.96000000 USD 63548212.00000000 SEK 2021-09-15 -247800.08000000 N N N N/A N/A N/A 22.00000000 NC -72680.21000000 -0.00443167945 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2021-09-17 2750440.00000000 EUR -72680.21000000 N N N N/A N/A N/A -7.00000000 NC USD -8634.03000000 -0.00052646041 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-13 -520206.75000000 USD -8634.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -20242.51000000 -0.00123428806 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 874700.21000000 USD 617588.00000000 GBP 2021-09-15 -20242.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 29558.50000000 0.001802331021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1038942.84000000 USD 2021-09-15 29558.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1833.27000000 0.000111783730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8482000.00000000 TWD 307618.40000000 USD 2021-09-15 1833.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -217222.42000000 -0.01324514796 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8567332.13000000 USD 10351130.00000000 CAD 2021-09-15 -217222.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -21113.38000000 -0.00128738940 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 885867.39000000 USD 625030.00000000 GBP 2021-09-15 -21113.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 319122.30000000 0.019458498261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5099344.80000000 USD 27206690.00000000 BRL 2021-09-15 319122.30000000 N N N N/A N/A N/A 191.00000000 NC -415604.58000000 -0.02534151012 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Long Hang Seng Index HK0000004322 2021-07-29 273416500.00000000 HKD -415604.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 32137.62000000 0.001959592992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1041524.13000000 USD 2021-09-15 32137.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 22352.37000000 0.001362936882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93209500.00000000 TWD 3382654.11000000 USD 2021-09-15 22352.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -266129.94000000 -0.01622728645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21312716.44000000 USD 303506262.00000000 ZAR 2021-09-15 -266129.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 47479.41000000 0.002895059408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 674672.45000000 USD 3626000.00000000 BRL 2021-09-15 47479.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 2585.97000000 0.000157679650 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3816059000.00000000 IDR 262181.02000000 USD 2021-09-15 2585.97000000 N N N United States of America 254900HROIFWPRGM1V77 912796C49 83903000.00000000 PA USD 83900784.96000000 5.115854574596 Long STIV UST US N 2 2021-07-22 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -109087.71000000 -0.00665162859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3030825.39000000 USD 11138000.00000000 PLN 2021-09-15 -109087.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -50033.05000000 -0.00305076773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3764136.51000000 USD 53559928.00000000 ZAR 2021-09-15 -50033.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -1383.46000000 -0.00008435654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73282.76000000 USD 3530970.00000000 PHP 2021-09-15 -1383.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -75692.58000000 -0.00461535886 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2143311.98000000 USD 613567500.00000000 HUF 2021-09-15 -75692.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -198634.40000000 -0.01211174251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8633087.95000000 USD 10455686.00000000 CAD 2021-09-15 -198634.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -5631.85000000 -0.00034340233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38297500.00000000 MXN 1897055.24000000 USD 2021-09-15 -5631.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 15456.01000000 0.000942430985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 449500.00000000 EUR 549295.69000000 USD 2021-09-15 15456.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -235145.87000000 -0.01433803122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9570144.83000000 USD 79832442.00000000 SEK 2021-09-15 -235145.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 4828.45000000 0.000294414981 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3847544.67000000 USD 77541000.00000000 MXN 2021-09-15 4828.45000000 N N N N/A N/A N/A -2.00000000 NC USD -13361.90000000 -0.00081474252 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-25 -218496.00000000 USD -13361.90000000 N N N United States of America 254900HROIFWPRGM1V77 912796G60 50709000.00000000 PA USD 50701900.74000000 3.091550942760 Long STIV UST US N 2 2021-10-21 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10296.14000000 -0.00062780765 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1637167.58000000 USD 122099500.00000000 INR 2021-09-15 -10296.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -12416.92000000 -0.00075712232 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 435868.18000000 USD 391000.00000000 CHF 2021-09-15 -12416.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -48716.53000000 -0.00297049286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1214817500.00000000 CLP 1602029.73000000 USD 2021-09-15 -48716.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 43688.71000000 0.002663921285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 669500.98000000 USD 3581000.00000000 BRL 2021-09-15 43688.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 34622.25000000 0.002111093431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1044008.76000000 USD 2021-09-15 34622.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 1008.64000000 0.000061501874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16842000.00000000 TWD 608180.68000000 USD 2021-09-15 1008.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -4434.48000000 -0.00027039264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11033500.00000000 ILS 3383020.77000000 USD 2021-09-17 -4434.48000000 N N N N/A N/A 000000000 6115500.00000000 PA USD -64440.00000000 -0.00392923223 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-08-27 0.00000000 USD 0.00000000 USD 6115500.00000000 USD -64440.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -9447.89000000 -0.00057608556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622521.23000000 USD 9012206000.00000000 IDR 2021-09-15 -9447.89000000 N N N N/A N/A N/A 8.00000000 NC USD 20176.40000000 0.001230257002 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-29 504000.00000000 USD 20176.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -95887.41000000 -0.00584673963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8777165.20000000 USD 12422500.00000000 NZD 2021-09-15 -95887.41000000 N N N N/A N/A N/A 60.00000000 NC -70515.44000000 -0.00429968249 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SPI 200 Index XC0006013624 2021-09-16 10834500.00000000 AUD -70515.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -72103.06000000 -0.00439648770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2649412.51000000 USD 9825000.00000000 PLN 2021-09-15 -72103.06000000 N N N N/A N/A N/A -9.00000000 NC USD -34732.80000000 -0.00211783422 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-23 -668081.25000000 USD -34732.80000000 N N N N/A N/A N/A -2.00000000 NC USD 3544.10000000 0.000216101675 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-27 -148637.50000000 USD 3544.10000000 N N N N/A N/A N/A 10.00000000 NC 15509.39000000 0.000945685833 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long KOSPI 200 Index KRD020020016 2021-09-09 1097125000.00000000 KRW 15509.39000000 N N N N/A N/A N/A 1.00000000 NC USD 816.30000000 0.000049773933 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-25 74318.75000000 USD 816.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 17315.58000000 0.001055818359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2994000.00000000 SGD 2243809.67000000 USD 2021-09-15 17315.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -4223.35000000 -0.00025751897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 382995.14000000 USD 5567962502.00000000 IDR 2021-09-15 -4223.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -295774.49000000 -0.01803486437 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11148925.40000000 USD 13454000.00000000 CAD 2021-09-15 -295774.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 6386.14000000 0.000389395207 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 284011500.00000000 INR 3790596.55000000 USD 2021-09-15 6386.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 165438.07000000 0.010087594622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8199500.00000000 NZD 5895535.65000000 USD 2021-09-15 165438.07000000 N N N N/A N/A N/A -4.00000000 NC USD 56301.88000000 0.003433009959 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-04 -936501.95000000 USD 56301.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -1360.25000000 -0.00008294131 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67770.17000000 USD 48000.00000000 GBP 2021-09-15 -1360.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 51940.97000000 0.003167103253 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1519256000.00000000 CLP 2116371.35000000 USD 2021-09-15 51940.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -211283.00000000 -0.01288299153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6453952.99000000 USD 53387000.00000000 SEK 2021-09-15 -211283.00000000 N N N N/A N/A N/A 2.00000000 NC USD 16647.71000000 0.001015094952 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-24 218493.61000000 USD 16647.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 31291.60000000 0.001908006880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1040678.11000000 USD 2021-09-15 31291.60000000 N N N N/A N/A N/A -3.00000000 NC USD 2694.56000000 0.000164300931 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-19 -222975.00000000 USD 2694.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 19655.74000000 0.001198509733 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5770000.00000000 SEK 694355.68000000 USD 2021-09-15 19655.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -4430.25000000 -0.00027013471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11033500.00000000 ILS 3383025.00000000 USD 2021-09-17 -4430.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 2818.46000000 0.000171855739 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 187734003.00000000 INR 2504213.54000000 USD 2021-09-15 2818.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 11775.30000000 0.000717999508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41343000.00000000 TWD 1502234.48000000 USD 2021-09-15 11775.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -2838.08000000 -0.00017305207 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 488383.36000000 USD 1581501.00000000 ILS 2021-09-17 -2838.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -229773.78000000 -0.01401046776 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8664227.33000000 USD 10455686.00000000 CAD 2021-09-15 -229773.78000000 N N N N/A N/A N/A 88.00000000 NC USD -506387.18000000 -0.03087698372 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Lean Hogs 2021-08-13 3634400.00000000 USD -506387.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 32774.87000000 0.001998449343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1042088.22000000 USD 5397000.00000000 BRL 2021-09-15 32774.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -359.58000000 -0.00002192540 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95409.76000000 USD 358148774.00000000 COP 2021-09-15 -359.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 57764.91000000 0.003522218286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8316194.60000000 USD 168552000.00000000 MXN 2021-09-15 57764.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -476.83000000 -0.00002907473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427530500.00000000 COP 112986.77000000 USD 2021-09-15 -476.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -20582.15000000 -0.00125499762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 883673.14000000 USD 623828.00000000 GBP 2021-09-15 -20582.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 786.66000000 0.000047966632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6174460.00000000 INR 83056.06000000 USD 2021-09-15 786.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 32776.17000000 0.001998528611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1042086.92000000 USD 5397000.00000000 BRL 2021-09-15 32776.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -55803.66000000 -0.00340263096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21468399500.00000000 KRW 18937139.10000000 USD 2021-09-15 -55803.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -216895.50000000 -0.01322521400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18991097.78000000 USD 26865000.00000000 NZD 2021-09-15 -216895.50000000 N N N N/A N/A N/A -291.00000000 NC -15261.54000000 -0.00093057316 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Cocoa 2021-09-15 -4754940.00000000 GBP -15261.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 112214.48000000 0.006842283550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6039500.00000000 CAD 4984193.44000000 USD 2021-09-15 112214.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -176547.22000000 -0.01076497560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10591504.88000000 USD 11772397500.00000000 KRW 2021-09-15 -176547.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -232397.69000000 -0.01417046081 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8709023.16000000 USD 10507964.00000000 CAD 2021-09-15 -232397.69000000 N N N N/A N/A N/A 332.00000000 NC -28419.15000000 -0.00173285909 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2022-03-10 331893610.60000000 AUD -28419.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 5570.34000000 0.000339651761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13136500.00000000 SEK 1541652.80000000 USD 2021-09-15 5570.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -27811.67000000 -0.00169581797 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2338819.11000000 USD 2612214000.00000000 KRW 2021-09-15 -27811.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -4294.31000000 -0.00026184576 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2118691.58000000 USD 1556027646.00000000 CLP 2021-09-15 -4294.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 23555.63000000 0.001436305721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6327000.00000000 SEK 763386.92000000 USD 2021-09-15 23555.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 66472.41000000 0.004053158536 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1862500.00000000 EUR 2278433.28000000 USD 2021-09-15 66472.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -67232.54000000 -0.00409950750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10965361.12000000 USD 302296994.00000000 TWD 2021-09-15 -67232.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -5314.35000000 -0.00032404275 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 436710.16000000 USD 21185822.00000000 PHP 2021-09-15 -5314.35000000 N N N N/A N/A N/A 7.00000000 NC USD 15634.85000000 0.000953335763 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-23 764988.00000000 USD 15634.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 369452.53000000 0.022527386562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5049014.18000000 USD 27206688.00000000 BRL 2021-09-15 369452.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 130.70000000 0.000007969439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88099000.00000000 JPY 793655.66000000 USD 2021-09-15 130.70000000 N N N N/A N/A N/A 926.00000000 NC USD 3503672.68000000 0.213636617540 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A WTI Crude Oil 2021-07-20 68033220.00000000 USD 3503672.68000000 N N N United States of America 254900HROIFWPRGM1V77 9127964B2 920000.00000000 PA USD 919943.65000000 0.056093610238 Long STIV UST US N 2 2021-08-12 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4040.04000000 0.000246341641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74894500.00000000 PHP 1529077.57000000 USD 2021-09-15 4040.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -150886.42000000 -0.00920030703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16833475.54000000 USD 23872000.00000000 NZD 2021-09-15 -150886.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -74360.20000000 -0.00453411692 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2344090.15000000 USD 32731068.00000000 ZAR 2021-09-15 -74360.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -405545.03000000 -0.02472812856 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15400220.90000000 USD 18588000.00000000 CAD 2021-09-15 -405545.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.70000000 0.000004067035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6165390.00000000 PLN 1617381.50000000 USD 2021-09-15 66.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -295788.42000000 -0.01803571375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11148939.33000000 USD 13454000.00000000 CAD 2021-09-15 -295788.42000000 N N N N/A N/A N/A -1823.00000000 NC USD -33000.64000000 -0.00201221568 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-06-13 -454519475.00000000 USD -33000.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -320914.70000000 -0.01956778994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10219558.43000000 USD 13194761.00000000 AUD 2021-09-15 -320914.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 949.77000000 0.000057912273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9879135.00000000 INR 132580.80000000 USD 2021-09-15 949.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -280721.26000000 -0.01711699292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10219387.14000000 USD 143322402.00000000 ZAR 2021-09-15 -280721.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -10213.01000000 -0.00062273879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22019885.00000000 PLN 5766077.86000000 USD 2021-09-15 -10213.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 3017.75000000 0.000184007457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 391000.00000000 EUR 467381.08000000 USD 2021-09-15 3017.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -8847.37000000 -0.00053946882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 382725.50000000 USD 5496025500.00000000 IDR 2021-09-15 -8847.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -90912.27000000 -0.00554338022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2753290.49000000 USD 22916314.00000000 NOK 2021-09-15 -90912.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -202757.38000000 -0.01236314142 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6838958.21000000 USD 8226500.00000000 CAD 2021-09-15 -202757.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -47269.89000000 -0.00288228391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2345329.83000000 USD 1661000.00000000 GBP 2021-09-15 -47269.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 54870.45000000 0.003345728443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460159.00000000 EUR 1788999.08000000 USD 2021-09-15 54870.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 25559.52000000 0.001558493015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 655594500.00000000 CLP 916409.52000000 USD 2021-09-15 25559.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 531907.06000000 0.032433059684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8137639.51000000 USD 43530700.00000000 BRL 2021-09-15 531907.06000000 N N N N/A N/A N/A -2.00000000 NC USD 59662.75000000 0.003637939176 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-12 -468472.50000000 USD 59662.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -40942.05000000 -0.00249644355 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1464539.70000000 USD 1314500.00000000 CHF 2021-09-15 -40942.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -6832.50000000 -0.00041661203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 308370.24000000 USD 14808500.00000000 PHP 2021-09-15 -6832.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 410251.96000000 0.025015133854 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6091908.17000000 USD 32648026.00000000 BRL 2021-09-15 410251.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 18105.97000000 0.001104012429 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4346197500.00000000 COP 1171556.36000000 USD 2021-09-15 18105.97000000 N N N N/A N/A N/A 26.00000000 NC -14723.21000000 -0.00089774846 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long Amsterdam Exchange Index NL0000000107 2021-07-16 3792516.00000000 EUR -14723.21000000 N N N N/A N/A N/A -6.00000000 NC USD -7423.29000000 -0.00045263548 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-10 -655405.59000000 USD -7423.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -52015.37000000 -0.00317163979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3506836.65000000 USD 4645750.00000000 SGD 2021-09-15 -52015.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -173470.75000000 -0.01057738768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7613378.88000000 USD 6264500.00000000 EUR 2021-09-15 -173470.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 20508.57000000 0.001250511085 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38875000.00000000 MXN 1951886.87000000 USD 2021-09-15 20508.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -52019.76000000 -0.00317190747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3506841.04000000 USD 4645750.00000000 SGD 2021-09-15 -52019.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -422.45000000 -0.00002575890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9667417000.00000000 KRW 8552273.70000000 USD 2021-09-15 -422.45000000 N N N N/A N/A N/A -25.00000000 NC USD -117358.34000000 -0.00715593067 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-20 -1574425.00000000 USD -117358.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -49308.42000000 -0.00300658338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3574562.80000000 USD 391382000.00000000 JPY 2021-09-15 -49308.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -89190.92000000 -0.00543842082 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1891254.71000000 USD 25987000.00000000 ZAR 2021-09-15 -89190.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -31816.37000000 -0.00194000475 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1101277.18000000 USD 900500.00000000 EUR 2021-09-15 -31816.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -35417.29000000 -0.00215957103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3352815.21000000 USD 3749773000.00000000 KRW 2021-09-15 -35417.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -611667.14000000 -0.03729643456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23427968.65000000 USD 28284000.00000000 CAD 2021-09-15 -611667.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 129675.46000000 0.007906967682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2163345.89000000 USD 11513500.00000000 BRL 2021-09-15 129675.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 32182.54000000 0.001962331992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1041569.05000000 USD 2021-09-15 32182.54000000 N N N N/A N/A N/A 82.00000000 NC -7472.75000000 -0.00045565130 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-09-19 20596350.00000000 EUR -7472.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -230233.86000000 -0.01403852117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5585528.77000000 USD 20415000.00000000 PLN 2021-09-15 -230233.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 48433.23000000 0.002953218630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438366.00000000 EUR 1756679.84000000 USD 2021-09-15 48433.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 81997.69000000 0.004999813263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1612251.03000000 USD 8507000.00000000 BRL 2021-09-15 81997.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 399.76000000 0.000024375386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94650.42000000 USD 358148772.00000000 COP 2021-09-15 399.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -10297.84000000 -0.00062791131 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7645500.00000000 NZD 5332645.15000000 USD 2021-09-15 -10297.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -3784.75000000 -0.00023077532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155865.03000000 USD 573038036.00000000 COP 2021-09-15 -3784.75000000 N N N N/A N/A N/A 13.00000000 NC USD 13708.38000000 0.000835869158 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-28 820462.50000000 USD 13708.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -44151.63000000 -0.00269214785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4189937.17000000 USD 5574900.00000000 SGD 2021-09-15 -44151.63000000 N N N N/A N/A N/A 5.00000000 NC USD -109338.15000000 -0.00666689918 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-13 1171250.00000000 USD -109338.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -108420.74000000 -0.00661096006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2770798.73000000 USD 22916312.00000000 NOK 2021-09-15 -108420.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -20587.14000000 -0.00125530189 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 883678.13000000 USD 623828.00000000 GBP 2021-09-15 -20587.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -10025.23000000 -0.00061128890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 493572.46000000 USD 349500.00000000 GBP 2021-09-15 -10025.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -4005.34000000 -0.00024422580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 173309.16000000 USD 8314500.00000000 PHP 2021-09-15 -4005.34000000 N N N N/A N/A N/A -4037.00000000 NC USD -212881.58000000 -0.01298046502 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2021-09-30 -498285650.46000000 USD -212881.58000000 N N N N/A N/A N/A 1.00000000 NC USD -33044.13000000 -0.00201486748 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-10 234208.50000000 USD -33044.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 549465.51000000 0.033503687054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30460008.00000000 NZD 21835985.20000000 USD 2021-09-15 549465.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 54457.44000000 0.003320545137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1865000.00000000 GBP 2634759.54000000 USD 2021-09-15 54457.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 4659.97000000 0.000284141904 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 135198000.00000000 JPY 1222414.85000000 USD 2021-09-15 4659.97000000 N N N N/A N/A N/A 29.00000000 NC -51157.90000000 -0.00311935552 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Nikkei 225 Index JP9010C00002 2021-09-09 834620000.00000000 JPY -51157.90000000 N N N N/A N/A N/A -1.00000000 NC USD -1260.45000000 -0.00007685600 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-28 -74251.25000000 USD -1260.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -4005.12000000 -0.00024421239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 173308.94000000 USD 8314500.00000000 PHP 2021-09-15 -4005.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -16567.24000000 -0.00101018829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22019885.00000000 PLN 5759723.63000000 USD 2021-09-15 -16567.24000000 N N N N/A N/A N/A -39.00000000 NC USD -758.50000000 -0.00004624957 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-03 -4261273.45000000 USD -758.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 165445.44000000 0.010088044009 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8199500.00000000 NZD 5895543.02000000 USD 2021-09-15 165445.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -134.24000000 -0.00000818529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36437.74000000 USD 4030500.00000000 JPY 2021-09-15 -134.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 48870.96000000 0.002979909239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 485584500.00000000 JPY 4422625.73000000 USD 2021-09-15 48870.96000000 N N N N/A N/A N/A 19.00000000 NC -4200.56000000 -0.00025612935 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMXS30 Index SE0000337842 2021-07-16 4305400.00000000 SEK -4200.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -48406.07000000 -0.00295156254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3349831.31000000 USD 47608824.00000000 ZAR 2021-09-15 -48406.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -225820.61000000 -0.01376942303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8702446.08000000 USD 10507964.00000000 CAD 2021-09-15 -225820.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 252810.58000000 0.015415137806 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16939500.00000000 NZD 12090726.06000000 USD 2021-09-15 252810.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -6886.38000000 -0.00041989736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 506688.82000000 USD 461500.00000000 CHF 2021-09-15 -6886.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -19424.86000000 -0.00118443181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 886829.73000000 USD 626946.00000000 GBP 2021-09-15 -19424.86000000 N N N N/A N/A N/A -4.00000000 NC USD -38863.02000000 -0.00236967459 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-09 -437011.22000000 USD -38863.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -1043.98000000 -0.00006365673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51006.90000000 USD 5547000.00000000 JPY 2021-09-15 -1043.98000000 N N N N/A N/A N/A 310.00000000 NC USD 350500.91000000 0.021371810581 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A KC HRW Wheat 2021-09-14 10214500.00000000 USD 350500.91000000 N N N N/A N/A N/A 718.00000000 NC USD 1148466.77000000 0.070027818951 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Brent Crude Oil 2021-07-30 53577160.00000000 USD 1148466.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 118672.35000000 0.007236052498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3771000.00000000 EUR 4597225.08000000 USD 2021-09-15 118672.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 72056.72000000 0.004393662119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1395150.32000000 USD 7367000.00000000 BRL 2021-09-15 72056.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -104054.04000000 -0.00634470031 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8112814.83000000 USD 9052587500.00000000 KRW 2021-09-15 -104054.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 11488.90000000 0.000700536254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3490000.00000000 NOK 416951.14000000 USD 2021-09-15 11488.90000000 N N N N/A N/A N/A -2.00000000 NC USD 33222.74000000 0.002025758239 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-27 -468522.00000000 USD 33222.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -1129.67000000 -0.00006888168 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24286750.00000000 SEK 2838778.27000000 USD 2021-09-15 -1129.67000000 N N N N/A N/A N/A 2.00000000 NC USD -32926.09000000 -0.00200766999 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-27 468522.00000000 USD -32926.09000000 N N N N/A N/A N/A 2.00000000 NC USD -31726.74000000 -0.00193453956 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-05 468278.52000000 USD -31726.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -45481.94000000 -0.00277326357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5573196.00000000 USD 7433200.00000000 SGD 2021-09-15 -45481.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 6803.48000000 0.000414842534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108120500.00000000 TWD 3904662.65000000 USD 2021-09-15 6803.48000000 N N N N/A N/A N/A 22.00000000 NC -29505.77000000 -0.00179911580 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2021-07-16 1431100.00000000 EUR -29505.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 4740.12000000 0.000289029054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22685500.00000000 MXN 1131795.62000000 USD 2021-09-15 4740.12000000 N N N N/A N/A N/A 92.00000000 NC -131253.10000000 -0.00800316436 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2021-09-09 1787560000.00000000 JPY -131253.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -38695.19000000 -0.00235944115 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4184480.73000000 USD 5574900.00000000 SGD 2021-09-15 -38695.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -331910.55000000 -0.02023826244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19387225.93000000 USD 21538901500.00000000 KRW 2021-09-15 -331910.55000000 N N N N/A N/A N/A 2.00000000 NC USD -2195.40000000 -0.00013386462 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-08 148810.50000000 USD -2195.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -8846.89000000 -0.00053943956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 382725.02000000 USD 5496025500.00000000 IDR 2021-09-15 -8846.89000000 N N N N/A N/A N/A -2.00000000 NC USD -1233.88000000 -0.00007523589 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short FTSE Taiwan Index Equity Index FTCRTWRP Index 2021-07-29 -122020.00000000 USD -1233.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 31151.37000000 0.001899456349 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1040537.88000000 USD 2021-09-15 31151.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -61963.95000000 -0.00377825496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4688155.47000000 USD 5229149000.00000000 KRW 2021-09-15 -61963.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 24883.46000000 0.001517270222 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 127985500.00000000 INR 1730180.82000000 USD 2021-09-15 24883.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 31679.89000000 0.001931682883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 892500.00000000 GBP 1266489.34000000 USD 2021-09-15 31679.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -238.37000000 -0.00001453462 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46961500.00000000 PHP 956014.09000000 USD 2021-09-15 -238.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -31817.75000000 -0.00194008890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1101278.56000000 USD 900500.00000000 EUR 2021-09-15 -31817.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -84020.41000000 -0.00512314871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2746398.51000000 USD 22916313.00000000 NOK 2021-09-15 -84020.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -35624.95000000 -0.00217223311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1277279.34000000 USD 1146500.00000000 CHF 2021-09-15 -35624.95000000 N N N N/A N/A N/A -2.00000000 NC USD -15629.90000000 -0.00095303393 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-20 -218484.00000000 USD -15629.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -95294.27000000 -0.00581057289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2780003.68000000 USD 22959500.00000000 SEK 2021-09-15 -95294.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 898.61000000 0.000054792789 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2714438500.00000000 IDR 185553.72000000 USD 2021-09-15 898.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -52213.01000000 -0.00318369090 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3619087.36000000 USD 98939500.00000000 TWD 2021-09-15 -52213.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 127981.13000000 0.007803655826 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2165040.22000000 USD 11513500.00000000 BRL 2021-09-15 127981.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -290607.93000000 -0.01771983311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5875067.48000000 USD 80531750.00000000 ZAR 2021-09-15 -290607.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -225809.73000000 -0.01376875962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8702435.20000000 USD 10507964.00000000 CAD 2021-09-15 -225809.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 128115.78000000 0.007811866116 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18223000.00000000 CAD 14828351.33000000 USD 2021-09-15 128115.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 896936.32000000 0.054690737136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30460008.00000000 NZD 22183456.01000000 USD 2021-09-15 896936.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -9485.92000000 -0.00057840444 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1212952.81000000 USD 1360321480.00000000 KRW 2021-09-15 -9485.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -40807.43000000 -0.00248823509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2305747.93000000 USD 251459000.00000000 JPY 2021-09-15 -40807.43000000 N N N N/A N/A N/A -19.00000000 NC USD -84174.30000000 -0.00513253216 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-19 -1196368.25000000 USD -84174.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 695.29000000 0.000042395342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 112648500.00000000 KRW 100354.63000000 USD 2021-09-15 695.29000000 N N N N/A N/A N/A 19.00000000 NC USD -2480.11000000 -0.00015122483 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets Index MXEF Index 2021-09-17 1296560.00000000 USD -2480.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 2698.01000000 0.000164511295 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510000.00000000 AUD 385297.46000000 USD 2021-09-15 2698.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -11867.22000000 -0.00072360433 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1524279.01000000 USD 167911500.00000000 JPY 2021-09-15 -11867.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -241703.73000000 -0.01473789706 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7709702.95000000 USD 63865954.00000000 SEK 2021-09-15 -241703.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -433.14000000 -0.00002641073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9667417000.00000000 KRW 8552263.01000000 USD 2021-09-15 -433.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -183903.23000000 -0.01121350868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17722725.11000000 USD 252921882.00000000 ZAR 2021-09-15 -183903.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -21269.86000000 -0.00129693078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 884360.85000000 USD 623828.00000000 GBP 2021-09-15 -21269.86000000 N N N N/A N/A N/A 86.00000000 NC 6760.54000000 0.000412224265 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2021-07-29 3056870.00000000 SGD 6760.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -86741.51000000 -0.00528906792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10984870.09000000 USD 302296994.00000000 TWD 2021-09-15 -86741.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 79043.07000000 0.004819655161 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1131049.23000000 USD 6076000.00000000 BRL 2021-09-15 79043.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 15115.89000000 0.000921692151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2746500.00000000 GBP 3815008.50000000 USD 2021-09-15 15115.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 309899.04000000 0.018896109520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15934500.00000000 NZD 11445485.35000000 USD 2021-09-15 309899.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -19106.39000000 -0.00116501308 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 740392.48000000 USD 530809000.00000000 CLP 2021-09-15 -19106.39000000 N N N N/A N/A N/A -2.00000000 NC USD 55328.25000000 0.003373642821 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-11 -468444.50000000 USD 55328.25000000 N N N N/A N/A N/A 10.00000000 NC USD 118851.50000000 0.007246976178 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-20 1092381.00000000 USD 118851.50000000 N N N N/A N/A N/A -3.00000000 NC USD -6158.52000000 -0.00037551606 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-05 -189033.00000000 USD -6158.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 565542.89000000 0.034484006106 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142601000.00000000 ZAR 10454183.28000000 USD 2021-09-15 565542.89000000 N N N N/A N/A N/A 1.00000000 NC USD -952.95000000 -0.00005810617 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-11 63062.50000000 USD -952.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -97381.52000000 -0.00593784307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7659509.92000000 USD 8547743000.00000000 KRW 2021-09-15 -97381.52000000 N N N N/A N/A N/A -13.00000000 NC USD -35544.60000000 -0.00216733376 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-07-08 -964681.25000000 USD -35544.60000000 N N N N/A N/A N/A 9.00000000 NC -53983.59000000 -0.00329165211 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long DAX Index DE0008469008 2021-09-17 3493800.00000000 EUR -53983.59000000 N N N N/A N/A N/A 25.00000000 NC USD 118726.25000000 0.007239339053 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-20 1574425.00000000 USD 118726.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 36271.51000000 0.002211657143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49862000.00000000 ZAR 3493942.83000000 USD 2021-09-15 36271.51000000 N N N N/A N/A N/A -16.00000000 NC USD -12275.95000000 -0.00074852666 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-10 -1748406.75000000 USD -12275.95000000 N N N N/A N/A 000000000 1570880.00000000 PA USD 27672.88000000 0.001687355247 N/A DCO AU N 2 Macquarie Bank 4ZHCHI4KYZG2WVRT8631 N/A N/A Y 2021-08-06 0.00000000 USD 0.00000000 USD 1570880.00000000 USD 27672.88000000 N N N N/A N/A N/A 40.00000000 NC USD 31182.00000000 0.001901324015 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-15 2977000.00000000 USD 31182.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 64508.92000000 0.003933434635 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2124000.00000000 EUR 2587035.04000000 USD 2021-09-15 64508.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -85967.77000000 -0.00524188909 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14869584500.00000000 KRW 13069049.55000000 USD 2021-09-15 -85967.77000000 N N N N/A N/A N/A -6.00000000 NC USD -12897.37000000 -0.00078641778 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-30 -377988.00000000 USD -12897.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -20583.26000000 -0.00125506531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 883674.25000000 USD 623828.00000000 GBP 2021-09-15 -20583.26000000 N N N N/A N/A N/A -3.00000000 NC USD -70.10000000 -0.00000427435 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-20 -222956.25000000 USD -70.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -267349.85000000 -0.01630167052 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10291631.09000000 USD 12426500.00000000 CAD 2021-09-15 -267349.85000000 N N N N/A N/A N/A 211.00000000 NC -5196.05000000 -0.00031682940 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-12-15 26342031.25000000 GBP -5196.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 18104.50000000 0.001103922796 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4346197500.00000000 COP 1171554.89000000 USD 2021-09-15 18104.50000000 N N N N/A N/A N/A 1.00000000 NC USD 1065.80000000 0.000064987208 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-24 74318.75000000 USD 1065.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -128933.20000000 -0.00786170834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3490977.64000000 USD 12816500.00000000 PLN 2021-09-15 -128933.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -34466.75000000 -0.00210161181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1241978.80000000 USD 888632500.00000000 CLP 2021-09-15 -34466.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1962.15000000 0.000119642194 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4205500.00000000 SEK 493721.35000000 USD 2021-09-15 1962.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 7941.01000000 0.000484203483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5245224000.00000000 COP 1399986.74000000 USD 2021-09-15 7941.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 3018.33000000 0.000184042823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 391000.00000000 EUR 467381.66000000 USD 2021-09-15 3018.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -16947.92000000 -0.00103340027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 819207.10000000 USD 11793246500.00000000 IDR 2021-09-15 -16947.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 21356.82000000 0.001302233171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1281543.75000000 USD 6542000.00000000 BRL 2021-09-15 21356.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -216871.76000000 -0.01322376645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18991074.04000000 USD 26865000.00000000 NZD 2021-09-15 -216871.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 53215.57000000 0.003244822052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460158.00000000 EUR 1787343.02000000 USD 2021-09-15 53215.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -15058.51000000 -0.00091819340 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2738746.31000000 USD 8871500.00000000 ILS 2021-09-17 -15058.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -363.90000000 -0.00002218882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95414.08000000 USD 358148774.00000000 COP 2021-09-15 -363.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 364865.58000000 0.022247697056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5053601.13000000 USD 27206688.00000000 BRL 2021-09-15 364865.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 169509.11000000 0.010335826491 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4945000.00000000 EUR 6042339.46000000 USD 2021-09-15 169509.11000000 N N N N/A N/A N/A -1.00000000 NC USD 1143.67000000 0.000069735335 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-28 -234368.75000000 USD 1143.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 32045.15000000 0.001953954629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1041429.49000000 USD 2021-09-15 32045.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -742.56000000 -0.00004527763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6165390.00000000 PLN 1616572.24000000 USD 2021-09-15 -742.56000000 N N N United States of America 254900HROIFWPRGM1V77 912796F53 101385000.00000000 PA USD 101373763.50000000 6.181270318182 Long STIV UST US N 2 2021-09-23 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 59133.91000000 0.003605693130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1541411500.00000000 HUF 5253431.71000000 USD 2021-09-15 59133.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 6678.26000000 0.000407207238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18070500.00000000 NOK 2106078.09000000 USD 2021-09-15 6678.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 3107.11000000 0.000189456188 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83338000.00000000 PHP 1700075.22000000 USD 2021-09-15 3107.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 51938.33000000 0.003166942278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1519256000.00000000 CLP 2116368.71000000 USD 2021-09-15 51938.33000000 N N N N/A N/A N/A -1.00000000 NC USD 1946.79000000 0.000118705617 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-24 -234343.75000000 USD 1946.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 1349.02000000 0.000082256562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14818703.00000000 INR 198795.57000000 USD 2021-09-15 1349.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2304.90000000 0.000140541393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1453000.00000000 PLN 383458.15000000 USD 2021-09-15 2304.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 35199.59000000 0.002146296767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 909077000.00000000 CLP 1270492.51000000 USD 2021-09-15 35199.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -21270.97000000 -0.00129699846 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 884361.96000000 USD 623828.00000000 GBP 2021-09-15 -21270.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -1484774.03000000 -0.09053417101 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36009319.54000000 USD 49403000.00000000 NZD 2021-09-15 -1484774.03000000 N N N N/A N/A N/A -1.00000000 NC USD -1448.95000000 -0.00008834979 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-11 -109236.00000000 USD -1448.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -10354.97000000 -0.00063139481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3191495.82000000 USD 10361500.00000000 ILS 2021-09-17 -10354.97000000 N N N N/A N/A N/A 12.00000000 NC USD 79239.60000000 0.004831638587 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-07 753900.00000000 USD 79239.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 40274.94000000 0.002455766488 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209042500.00000000 JPY 1923161.71000000 USD 2021-09-15 40274.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -3698.72000000 -0.00022552963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8834000.00000000 SGD 6565723.06000000 USD 2021-09-15 -3698.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -3686.95000000 -0.00022481196 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 116966.39000000 USD 151000.00000000 AUD 2021-09-15 -3686.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -260733.41000000 -0.01589823276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9595732.37000000 USD 79832442.00000000 SEK 2021-09-15 -260733.41000000 N N N N/A N/A N/A 18.00000000 NC USD 49686.69000000 0.003029648416 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-17 1135638.00000000 USD 49686.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 800.17000000 0.000048790405 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6174460.00000000 INR 83069.57000000 USD 2021-09-15 800.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -179495.18000000 -0.01094472761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4858375.49000000 USD 1388461000.00000000 HUF 2021-09-15 -179495.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 901.92000000 0.000054994617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 743500.00000000 SGD 553807.18000000 USD 2021-09-15 901.92000000 N N N N/A N/A N/A 4.00000000 NC USD 15063.20000000 0.000918479376 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-07-22 296950.00000000 USD 15063.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -707.85000000 -0.00004316118 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48742.93000000 USD 2359000.00000000 PHP 2021-09-15 -707.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -10795.98000000 -0.00065828542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 496349.43000000 USD 23845500.00000000 PHP 2021-09-15 -10795.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 34825.44000000 0.002123482952 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078774.00000000 EUR 1316009.81000000 USD 2021-09-15 34825.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -3503.32000000 -0.00021361511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155425.36000000 USD 111802500.00000000 CLP 2021-09-15 -3503.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 399370.93000000 0.024351662504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6102789.20000000 USD 32648026.00000000 BRL 2021-09-15 399370.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -43910.17000000 -0.00267742481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1797792.34000000 USD 25292188.00000000 ZAR 2021-09-15 -43910.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -9689.88000000 -0.00059084091 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3371969.87000000 USD 10951500.00000000 ILS 2021-09-17 -9689.88000000 N N N N/A N/A N/A 6.00000000 NC USD 10346.30000000 0.000630866161 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-04 655344.00000000 USD 10346.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 23812.13000000 0.001451945822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3872500.00000000 EUR 4622909.30000000 USD 2021-09-15 23812.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -10681.14000000 -0.00065128304 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360272.01000000 USD 466000.00000000 AUD 2021-09-15 -10681.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -207677.37000000 -0.01266313806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8557787.08000000 USD 10351130.00000000 CAD 2021-09-15 -207677.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 39201.36000000 0.002390304893 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1095120.00000000 EUR 1339798.73000000 USD 2021-09-15 39201.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -252772.72000000 -0.01541282929 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7082137.76000000 USD 9772500.00000000 NZD 2021-09-15 -252772.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -19500.33000000 -0.00118903360 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 947072.24000000 USD 45553000.00000000 PHP 2021-09-15 -19500.33000000 N N N N/A N/A N/A 2.00000000 NC USD -56335.76000000 -0.00343507579 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-08-11 468444.50000000 USD -56335.76000000 N N N N/A N/A N/A -142.00000000 NC USD -718936.40000000 -0.04383718307 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean 2021-11-12 -9932900.00000000 USD -718936.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -18826.08000000 -0.00114792117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2719790.16000000 USD 202712000.00000000 INR 2021-09-15 -18826.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 246.85000000 0.000015051691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 499714000.00000000 IDR 34240.89000000 USD 2021-09-15 246.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 18111.49000000 0.001104349011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11733500.00000000 NOK 1381289.48000000 USD 2021-09-15 18111.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -30911.60000000 -0.00188483636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2145308.87000000 USD 1556027646.00000000 CLP 2021-09-15 -30911.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 36788.97000000 0.002243209292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1046173.31000000 USD 2021-09-15 36788.97000000 N N N N/A N/A N/A -148.00000000 NC USD -1124869.56000000 -0.06858897788 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2021-09-21 -28517750.00000000 USD -1124869.56000000 N N N N/A N/A N/A 224.00000000 NC -18455.18000000 -0.00112530552 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-06-13 56274400.00000000 EUR -18455.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 87649.70000000 0.005344444857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2984500.00000000 AUD 2326606.68000000 USD 2021-09-15 87649.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -19165.77000000 -0.00116863378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 899517.81000000 USD 636304.00000000 GBP 2021-09-15 -19165.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 30821.32000000 0.001879331534 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1040207.83000000 USD 2021-09-15 30821.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -9200.47000000 -0.00056099912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 442902.90000000 USD 313473.00000000 GBP 2021-09-15 -9200.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -20253.80000000 -0.00123497647 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1400432.24000000 USD 20288686000.00000000 IDR 2021-09-15 -20253.80000000 N N N N/A N/A N/A 18.00000000 NC USD 3886.17000000 0.000236959410 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long DJIA CBOT E-Mini Index US2605661048 2021-09-17 3095910.00000000 USD 3886.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 177802.92000000 0.010841541972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1080077000.00000000 JPY 9906268.15000000 USD 2021-09-15 177802.92000000 N N N N/A N/A N/A -5.00000000 NC USD 118520.83000000 0.007226813558 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-13 -1171250.00000000 USD 118520.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 797.28000000 0.000048614188 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6174460.00000000 INR 83066.68000000 USD 2021-09-15 797.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 796.16000000 0.000048545895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85476.00000000 PLN 23218.36000000 USD 2021-09-15 796.16000000 N N N N/A N/A N/A -2.00000000 NC USD -14881.90000000 -0.00090742459 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-27 -218436.00000000 USD -14881.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1714.25000000 0.000104526479 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2389000.00000000 SGD 1778298.88000000 USD 2021-09-15 1714.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -4761.09000000 -0.00029030770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3092920.46000000 USD 3490656500.00000000 KRW 2021-09-15 -4761.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -63780.18000000 -0.00388899967 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2601056.91000000 USD 1867233176.00000000 CLP 2021-09-15 -63780.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 3662.40000000 0.000223315023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 372499000.00000000 CLP 509830.06000000 USD 2021-09-15 3662.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -153486.75000000 -0.00935886228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5335319.54000000 USD 1537712500.00000000 HUF 2021-09-15 -153486.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 57754.52000000 0.003521584756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8316204.99000000 USD 168552000.00000000 MXN 2021-09-15 57754.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -53308.11000000 -0.00325046468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1333316.86000000 USD 4823069000.00000000 COP 2021-09-15 -53308.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -57551.30000000 -0.00350919340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1716158.98000000 USD 1531500.00000000 CHF 2021-09-15 -57551.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 32933.34000000 0.002008112059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932030.00000000 CHF 1042317.68000000 USD 2021-09-15 32933.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 1009.40000000 0.000061548215 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16842000.00000000 TWD 608181.44000000 USD 2021-09-15 1009.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -743557.64000000 -0.04533846442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26937452.64000000 USD 32471000.00000000 CAD 2021-09-15 -743557.64000000 N N N N/A N/A N/A -2.00000000 NC USD -16659.51000000 -0.00101581445 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-08-24 -218493.61000000 USD -16659.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -19516.73000000 -0.00119003359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 903405.09000000 USD 638860.00000000 GBP 2021-09-15 -19516.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 14833.27000000 0.000904459382 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85295500.00000000 INR 1151322.88000000 USD 2021-09-15 14833.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -199367.34000000 -0.01215643356 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6041596.67000000 USD 22271250.00000000 PLN 2021-09-15 -199367.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -15474.96000000 -0.00094358646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 527731.85000000 USD 473000.00000000 CHF 2021-09-15 -15474.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 30820.02000000 0.001879252266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932032.00000000 CHF 1040206.53000000 USD 2021-09-15 30820.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -611637.86000000 -0.03729464921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23427939.37000000 USD 28284000.00000000 CAD 2021-09-15 -611637.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 19654.87000000 0.001198456684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5770000.00000000 SEK 694354.81000000 USD 2021-09-15 19654.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -6816.33000000 -0.00041562606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 403892.31000000 USD 287000.00000000 GBP 2021-09-15 -6816.33000000 N N N N/A N/A N/A 980.00000000 NC -50192.66000000 -0.00306049996 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-12-13 246298500.00000000 EUR -50192.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1937.32000000 -0.00011812818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115997.53000000 USD 429778528.00000000 COP 2021-09-15 -1937.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -35623.35000000 -0.00217213555 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1277277.74000000 USD 1146500.00000000 CHF 2021-09-15 -35623.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -1700.38000000 -0.00010368075 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 98809.03000000 USD 4769000.00000000 PHP 2021-09-15 -1700.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 1075.10000000 0.000065554276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 143500.00000000 SGD 107789.16000000 USD 2021-09-15 1075.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -18852.13000000 -0.00114950957 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1812611.74000000 USD 1296500.00000000 GBP 2021-09-15 -18852.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 22356.60000000 0.001363194807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93209500.00000000 TWD 3382658.34000000 USD 2021-09-15 22356.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 15456.70000000 0.000942473058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 449500.00000000 EUR 549296.38000000 USD 2021-09-15 15456.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 1962.77000000 0.000119679999 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4205500.00000000 SEK 493721.97000000 USD 2021-09-15 1962.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 118498.91000000 0.007225476985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40411500.00000000 ZAR 2920827.02000000 USD 2021-09-15 118498.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -220736.00000000 -0.01345938868 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8697361.47000000 USD 10507964.00000000 CAD 2021-09-15 -220736.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 2062.98000000 0.000125790309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67116915.00000000 SEK 7850204.86000000 USD 2021-09-15 2062.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -14152.87000000 -0.00086297195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4639172000.00000000 COP 1217050.90000000 USD 2021-09-15 -14152.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -53720.18000000 -0.00327559067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3239153.53000000 USD 4283500.00000000 SGD 2021-09-15 -53720.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 13308.25000000 0.000811471211 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5229500.00000000 BRL 1054812.15000000 USD 2021-09-15 13308.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -12925.77000000 -0.00078814947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1633047.87000000 USD 32610000.00000000 MXN 2021-09-15 -12925.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1688.33000000 -0.00010294600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 972778.28000000 USD 3163000.00000000 ILS 2021-09-17 -1688.33000000 N N N N/A N/A N/A -9.00000000 NC USD 9477.45000000 0.000577887989 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-09-28 -983556.00000000 USD 9477.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -12899.69000000 -0.00078655924 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58814000.00000000 MXN 2909083.17000000 USD 2021-09-15 -12899.69000000 N N N N/A N/A N/A -2647.00000000 NC -465391.19000000 -0.02837725117 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bobl 2021-09-08 -355095050.00000000 EUR -465391.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -317453.90000000 -0.01935676748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9458702.66000000 USD 78175500.00000000 SEK 2021-09-15 -317453.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -331200.78000000 -0.02019498418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19199870.71000000 USD 21327929500.00000000 KRW 2021-09-15 -331200.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -707.79000000 -0.00004315753 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48742.87000000 USD 2359000.00000000 PHP 2021-09-15 -707.79000000 N N N N/A N/A N/A 96.00000000 NC -95579.85000000 -0.00582798615 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Euro STOXX 50 Index EU0009658145 2021-09-17 3893280.00000000 EUR -95579.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -45134.63000000 -0.00275208632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3465126.42000000 USD 379695500.00000000 JPY 2021-09-15 -45134.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -14922.37000000 -0.00090989225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 922549.64000000 USD 1220500.00000000 SGD 2021-09-15 -14922.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -235398.01000000 -0.01435340547 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7666243.01000000 USD 63548213.00000000 SEK 2021-09-15 -235398.01000000 N N N N/A N/A N/A 12.00000000 NC USD 32922.60000000 0.002007457187 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-07-27 755958.00000000 USD 32922.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 43218.17000000 0.002635230085 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095119.00000000 EUR 1343814.35000000 USD 2021-09-15 43218.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -320901.95000000 -0.01956701250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10219546.43000000 USD 13194762.00000000 AUD 2021-09-15 -320901.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -249078.42000000 -0.01518756916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9444748.92000000 USD 78640912.00000000 SEK 2021-09-15 -249078.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -55827.34000000 -0.00340407485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21468399500.00000000 KRW 18937115.42000000 USD 2021-09-15 -55827.34000000 N N N United States of America 254900HROIFWPRGM1V77 9127965G0 8373000.00000000 PA USD 8371119.59000000 0.510429437214 Long STIV UST US N 2 2021-12-02 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 191021.39000000 0.011647538844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4788000.00000000 EUR 5877393.83000000 USD 2021-09-15 191021.39000000 N N N N/A N/A N/A 5.00000000 NC USD 48768.10000000 0.002973637345 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-07-06 1169437.50000000 USD 48768.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -21582.98000000 -0.00131602328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1952592.22000000 USD 2182688500.00000000 KRW 2021-09-15 -21582.98000000 N N N N/A N/A N/A 48.00000000 NC -1520.05000000 -0.00009268512 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euroswiss 2022-03-14 12085200.00000000 CHF -1520.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -13116.86000000 -0.00079980119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66115170.00000000 SEK 7717888.58000000 USD 2021-09-15 -13116.86000000 N N N N/A N/A N/A -11615.00000000 NC USD 227322.47000000 0.013860999019 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2021-09-30 -2559020423.88000000 USD 227322.47000000 N N N N/A N/A N/A -7.00000000 NC USD 3099.60000000 0.000188998265 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-04 -519954.75000000 USD 3099.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -52217.53000000 -0.00318396651 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3619091.88000000 USD 98939500.00000000 TWD 2021-09-15 -52217.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 44055.89000000 0.002686310104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2275000.00000000 CAD 1879266.11000000 USD 2021-09-15 44055.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -22038.80000000 -0.00134381693 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13978598000.00000000 KRW 12344729.00000000 USD 2021-09-15 -22038.80000000 N N N N/A N/A N/A -2.00000000 NC USD 37530.24000000 0.002288408267 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-09-03 -468714.50000000 USD 37530.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 32932.04000000 0.002008032792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932030.00000000 CHF 1042316.38000000 USD 2021-09-15 32932.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -2055.59000000 -0.00012533970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4609579000.00000000 KRW 4076006.68000000 USD 2021-09-15 -2055.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -8887.89000000 -0.00054193953 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2545449.75000000 USD 8262000.00000000 ILS 2021-09-17 -8887.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.00000000 0.000000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1.00000000 INR 0.01000000 USD 2021-09-15 0.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 2053.16000000 0.000125191534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67116915.00000000 SEK 7850195.04000000 USD 2021-09-15 2053.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 24881.30000000 0.001517138516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 127985500.00000000 INR 1730178.66000000 USD 2021-09-15 24881.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -4706.61000000 -0.00028698578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 390361.74000000 USD 18939500.00000000 PHP 2021-09-15 -4706.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4833.26000000 0.000294708271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3847539.86000000 USD 77541000.00000000 MXN 2021-09-15 4833.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -102801.37000000 -0.00626831869 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4050721.73000000 USD 4894000.00000000 CAD 2021-09-15 -102801.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -75695.26000000 -0.00461552227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2143314.66000000 USD 613567500.00000000 HUF 2021-09-15 -75695.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 188153.34000000 0.011472659351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30355500.00000000 CAD 24675504.51000000 USD 2021-09-15 188153.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1406.63000000 -0.00008576933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95478.61000000 USD 126500.00000000 SGD 2021-09-15 -1406.63000000 N N N N/A N/A N/A 22.00000000 NC USD 39726.58000000 0.002422330209 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-09-24 1388475.00000000 USD 39726.58000000 N N N N/A N/A N/A 3.00000000 NC USD 35603.24000000 0.002170909346 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-12 327752.09000000 USD 35603.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -22054.23000000 -0.00134475778 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13978598000.00000000 KRW 12344713.57000000 USD 2021-09-15 -22054.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -4736.15000000 -0.00028878698 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 193589.36000000 USD 136500.00000000 GBP 2021-09-15 -4736.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -4291.66000000 -0.00026168418 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2118688.93000000 USD 1556027646.00000000 CLP 2021-09-15 -4291.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -239177.14000000 -0.01458383811 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8715802.61000000 USD 10507964.00000000 CAD 2021-09-15 -239177.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -15202.70000000 -0.00092698539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3810221.00000000 USD 12361000.00000000 ILS 2021-09-17 -15202.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -290237.48000000 -0.01769724491 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8375906.48000000 USD 30823500.00000000 PLN 2021-09-15 -290237.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 196954.48000000 0.012009309304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 166580500.00000000 SEK 19675611.97000000 USD 2021-09-15 196954.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 42094.50000000 0.002566714250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1089670.00000000 EUR 1336219.28000000 USD 2021-09-15 42094.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 4264.98000000 0.000260057369 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 382393.00000000 PLN 104574.91000000 USD 2021-09-15 4264.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 49102.50000000 0.002994027402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73464000.00000000 ZAR 5143450.21000000 USD 2021-09-15 49102.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -36166.05000000 -0.00220522671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 902650.58000000 USD 3264911000.00000000 COP 2021-09-15 -36166.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 862.44000000 0.000052587322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7409351.00000000 INR 99585.71000000 USD 2021-09-15 862.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -201482.94000000 -0.01228543238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8635936.49000000 USD 10455686.00000000 CAD 2021-09-15 -201482.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 775.68000000 0.000047297126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5357000.00000000 PHP 109857.47000000 USD 2021-09-15 775.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -487.16000000 -0.00002970460 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80771.71000000 USD 261500.00000000 ILS 2021-09-17 -487.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -18262.22000000 -0.00111353978 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3523304.40000000 USD 11416500.00000000 ILS 2021-09-17 -18262.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -13544.44000000 -0.00082587290 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1217011.33000000 USD 1360321480.00000000 KRW 2021-09-15 -13544.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -192362.35000000 -0.01172930394 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8542472.06000000 USD 10351130.00000000 CAD 2021-09-15 -192362.35000000 N N N N/A N/A N/A -13.00000000 NC USD -46108.05000000 -0.00281144066 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-23 -818860.25000000 USD -46108.05000000 N N N N/A N/A N/A 22.00000000 NC USD 57969.53000000 0.003534695001 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-20 1387375.00000000 USD 57969.53000000 N N N United States of America 254900HROIFWPRGM1V77 912796F61 109738000.00000000 PA USD 109724130.21000000 6.690434347497 Long STIV UST US N 2 2021-09-30 None 0.00000000 N N N N N N N/A N/A N/A -7.00000000 NC USD 10302.60000000 0.000628201552 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-08-10 -441378.00000000 USD 10302.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -327832.50000000 -0.01998960314 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202131000.00000000 MXN 9714390.72000000 USD 2021-09-15 -327832.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 745170.06000000 0.045436781814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30460007.00000000 NZD 22031689.05000000 USD 2021-09-15 745170.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 472.19000000 0.000028791808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6352220.00000000 PLN 1666796.53000000 USD 2021-09-15 472.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -10681.59000000 -0.00065131048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360272.46000000 USD 466000.00000000 AUD 2021-09-15 -10681.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -317442.08000000 -0.01935604676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9458690.84000000 USD 78175500.00000000 SEK 2021-09-15 -317442.08000000 N N N N/A N/A N/A -41.00000000 NC USD -198055.05000000 -0.01207641661 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-16 -2580355.50000000 USD -198055.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -207666.67000000 -0.01266248562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8557776.38000000 USD 10351130.00000000 CAD 2021-09-15 -207666.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 531896.89000000 0.032432439567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8137649.68000000 USD 43530700.00000000 BRL 2021-09-15 531896.89000000 N N N N/A N/A 000000000 3497500.00000000 PA USD -106400.00000000 -0.00648774534 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-10-22 0.00000000 USD 0.00000000 USD 3497500.00000000 USD -106400.00000000 N N N N/A N/A N/A 2.00000000 NC USD 13770.10000000 0.000839632538 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-08-25 218496.00000000 USD 13770.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -74610.05000000 -0.00454935154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2413119.66000000 USD 33722918.00000000 ZAR 2021-09-15 -74610.05000000 N N N N/A N/A N/A -1.00000000 NC USD 12822.37000000 0.000781844654 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-24 -234225.00000000 USD 12822.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 37580.56000000 0.002291476532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1095120.00000000 EUR 1338177.93000000 USD 2021-09-15 37580.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 3455.24000000 0.000210683432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 449874.00000000 PLN 121466.90000000 USD 2021-09-15 3455.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -251846.62000000 -0.01535636029 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11149975.24000000 USD 302296995.00000000 TWD 2021-09-15 -251846.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 37465.93000000 0.002284486962 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1089670.00000000 EUR 1331590.71000000 USD 2021-09-15 37465.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -26614.14000000 -0.00162279852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2304175.34000000 USD 32844000.00000000 ZAR 2021-09-15 -26614.14000000 N N N N/A N/A N/A -134.00000000 NC USD -580659.12000000 -0.03540571898 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2021-09-21 -21540500.00000000 USD -580659.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -10487.72000000 -0.00063948925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 551316.75000000 USD 398007000.00000000 CLP 2021-09-15 -10487.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -47272.82000000 -0.00288246257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2345332.76000000 USD 1661000.00000000 GBP 2021-09-15 -47272.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 38068.33000000 0.002321218332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1078774.00000000 EUR 1319252.70000000 USD 2021-09-15 38068.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -14070.70000000 -0.00085796163 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 968679.31000000 USD 1366000.00000000 NZD 2021-09-15 -14070.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -45138.96000000 -0.00275235035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3465130.75000000 USD 379695500.00000000 JPY 2021-09-15 -45138.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 131243.27000000 0.008002564976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49799500.00000000 ZAR 3584580.53000000 USD 2021-09-15 131243.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1687.11000000 -0.00010287161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 972777.06000000 USD 3163000.00000000 ILS 2021-09-17 -1687.11000000 N N N N/A N/A N/A -10.00000000 NC USD -123867.62000000 -0.00755283434 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-21 -1092360.00000000 USD -123867.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -28463.03000000 -0.00173553468 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1070521.00000000 USD 766871500.00000000 CLP 2021-09-15 -28463.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 195257.45000000 0.011905832815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5223209.26000000 USD 27206688.00000000 BRL 2021-09-15 195257.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -2718.32000000 -0.00016574969 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164068.02000000 USD 118740500.00000000 CLP 2021-09-15 -2718.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 1688.56000000 0.000102960030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2384500.00000000 SGD 1774926.76000000 USD 2021-09-15 1688.56000000 N N N N/A N/A N/A 72.00000000 NC 1294.27000000 0.000078918178 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2021-09-09 71992899.36000000 AUD 1294.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -207510.45000000 -0.01265296010 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7032779.98000000 USD 2025403500.00000000 HUF 2021-09-15 -207510.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -48042.07000000 -0.00292936762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2473719.95000000 USD 67284500.00000000 TWD 2021-09-15 -48042.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 181014.80000000 0.011037386516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5058500.00000000 EUR 6188641.15000000 USD 2021-09-15 181014.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 746507.42000000 0.045518327407 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4657605430.00000000 JPY 42698472.42000000 USD 2021-09-15 746507.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 87652.60000000 0.005344621684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2984500.00000000 AUD 2326609.58000000 USD 2021-09-15 87652.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -38839.50000000 -0.00236824046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1386085.96000000 USD 1244000.00000000 CHF 2021-09-15 -38839.50000000 N N N United States of America 254900HROIFWPRGM1V77 9127964V8 15878000.00000000 PA USD 15875946.82000000 0.968036654291 Long STIV UST US N 2 2021-10-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 195263.99000000 0.011906231592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5223203.11000000 USD 27206690.00000000 BRL 2021-09-15 195263.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -153735.19000000 -0.00937401092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9555654.66000000 USD 260794500.00000000 TWD 2021-09-15 -153735.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -19289.01000000 -0.00117614835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1052757.05000000 USD 760550000.00000000 CLP 2021-09-15 -19289.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -3383.41000000 -0.00020630359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 491056500.00000000 HUF 1651394.50000000 USD 2021-09-15 -3383.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 30779.73000000 0.001876795581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7253000.00000000 CAD 5881671.92000000 USD 2021-09-15 30779.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -1584.20000000 -0.00009659667 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2080716.05000000 USD 41849000.00000000 MXN 2021-09-15 -1584.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -12416.37000000 -0.00075708878 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 435867.63000000 USD 391000.00000000 CHF 2021-09-15 -12416.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -15802.69000000 -0.00096356981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60166500.00000000 MXN 2973374.74000000 USD 2021-09-15 -15802.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -3566.95000000 -0.00021749495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 235349.12000000 USD 25733000.00000000 JPY 2021-09-15 -3566.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -9170.05000000 -0.00055914425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 442872.48000000 USD 313473.00000000 GBP 2021-09-15 -9170.05000000 N N N N/A N/A N/A 8.00000000 NC USD 16346.40000000 0.000996722560 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-08-04 504018.00000000 USD 16346.40000000 N N N N/A N/A N/A 259.00000000 NC -49971.70000000 -0.00304702691 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2022-03-14 64345312.50000000 CAD -49971.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 32183.84000000 0.001962411259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1041570.35000000 USD 2021-09-15 32183.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 31867.45000000 0.001943119363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932032.00000000 CHF 1041253.96000000 USD 2021-09-15 31867.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1918.72000000 0.000116994048 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24286750.00000000 SEK 2841826.66000000 USD 2021-09-15 1918.72000000 N N N N/A N/A N/A -50.00000000 NC USD -141535.00000000 -0.00863010372 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-09-22 -3155450.00000000 USD -141535.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -22651.73000000 -0.00138119037 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 900507.86000000 USD 634500.00000000 GBP 2021-09-15 -22651.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -9138.70000000 -0.00055723269 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3031250.66000000 USD 4324500.00000000 NZD 2021-09-15 -9138.70000000 N N N N/A N/A N/A -9.00000000 NC USD -116015.43000000 -0.00707404666 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-22 -983083.50000000 USD -116015.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 6108.36000000 0.000372457557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156403000.00000000 INR 2090044.61000000 USD 2021-09-15 6108.36000000 N N N N/A N/A N/A 2.00000000 NC USD -37954.42000000 -0.00231427266 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-09-03 468714.50000000 USD -37954.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -5314.89000000 -0.00032407568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 436710.66000000 USD 21185820.00000000 PHP 2021-09-15 -5314.89000000 N N N N/A N/A N/A -1685.00000000 NC -1336126.70000000 -0.08147039260 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short French Republic Euro-OAT 2021-09-08 -267982400.00000000 EUR -1336126.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 44058.24000000 0.002686453395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2275000.00000000 CAD 1879268.46000000 USD 2021-09-15 44058.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 751942.34000000 0.045849721927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4657605430.00000000 JPY 42703907.34000000 USD 2021-09-15 751942.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -231617.09000000 -0.01412286368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6087407.85000000 USD 1737710000.00000000 HUF 2021-09-15 -231617.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -198404.80000000 -0.01209774263 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8675031.89000000 USD 10507966.00000000 CAD 2021-09-15 -198404.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -44624.29000000 -0.00272096832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3139710.55000000 USD 44633274.00000000 ZAR 2021-09-15 -44624.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 2781.10000000 0.000169577712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 296500.00000000 GBP 413000.71000000 USD 2021-09-15 2781.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -14154.40000000 -0.00086306525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4639172000.00000000 COP 1217049.37000000 USD 2021-09-15 -14154.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -10818.83000000 -0.00065967870 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 732777.46000000 USD 20026000.00000000 TWD 2021-09-15 -10818.83000000 N N N United States of America 254900HROIFWPRGM1V77 912796C56 119510000.00000000 PA USD 119505677.32000000 7.286864673544 Long STIV UST US N 2 2021-07-29 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 252795.47000000 0.015414216473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16939500.00000000 NZD 12090710.95000000 USD 2021-09-15 252795.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -49626.43000000 -0.00302597406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1592895.08000000 USD 1425000.00000000 CHF 2021-09-15 -49626.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -230226.88000000 -0.01403809556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5585521.79000000 USD 20415000.00000000 PLN 2021-09-15 -230226.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 21550.36000000 0.001314034282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 695500.00000000 EUR 847547.02000000 USD 2021-09-15 21550.36000000 N N N N/A N/A N/A 7.00000000 NC USD 9987.60000000 0.000608994411 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-08-13 520206.75000000 USD 9987.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 9743.29000000 0.000594097596 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9427337520.00000000 IDR 651056.78000000 USD 2021-09-15 9743.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -18589.99000000 -0.00113352557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 873050.46000000 USD 617590.00000000 GBP 2021-09-15 -18589.99000000 N N N N/A N/A N/A -3.00000000 NC USD -35161.94000000 -0.00214400105 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-07-12 -327752.09000000 USD -35161.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -18849.87000000 -0.00114937176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1812609.48000000 USD 1296500.00000000 GBP 2021-09-15 -18849.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -11557.56000000 -0.00070472280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1342656.03000000 USD 26792500.00000000 MXN 2021-09-15 -11557.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -153986.40000000 -0.00938932846 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4271747.56000000 USD 1221948500.00000000 HUF 2021-09-15 -153986.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 9528.82000000 0.000581020277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1672000.00000000 SGD 1252914.97000000 USD 2021-09-15 9528.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 40272.54000000 0.002455620148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209042500.00000000 JPY 1923159.31000000 USD 2021-09-15 40272.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 323978.82000000 0.019754624812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18489500.00000000 NZD 13245088.55000000 USD 2021-09-15 323978.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -45488.91000000 -0.00277368857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5573202.22000000 USD 7433199.00000000 SGD 2021-09-15 -45488.91000000 N N N N/A N/A N/A 16.00000000 NC USD 7566.08000000 0.000461342107 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-10 1748406.75000000 USD 7566.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -1586.80000000 -0.00009675520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2080718.65000000 USD 41849000.00000000 MXN 2021-09-15 -1586.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -24820.24000000 -0.00151341537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 898309.92000000 USD 631344.00000000 GBP 2021-09-15 -24820.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -8381.75000000 -0.00051107762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 286170.11000000 USD 256500.00000000 CHF 2021-09-15 -8381.75000000 N N N N/A N/A N/A -10.00000000 NC USD -32047.31000000 -0.00195408633 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-07-26 -629947.50000000 USD -32047.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2827.46000000 0.000172404515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24138000.00000000 PHP 494336.93000000 USD 2021-09-15 2827.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -204030.40000000 -0.01244076388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6215408.10000000 USD 51409000.00000000 SEK 2021-09-15 -204030.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -241694.09000000 -0.01473730927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7709693.31000000 USD 63865954.00000000 SEK 2021-09-15 -241694.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -1723.71000000 -0.00010510330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2097724000.00000000 COP 554997.56000000 USD 2021-09-15 -1723.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -8361.47000000 -0.00050984105 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 224856.47000000 USD 815752500.00000000 COP 2021-09-15 -8361.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -160499.31000000 -0.00978645348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4761029.48000000 USD 17537750.00000000 PLN 2021-09-15 -160499.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -490.64000000 -0.00002991679 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 486035.92000000 USD 1581501.00000000 ILS 2021-09-17 -490.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -381976.49000000 -0.02329103565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16555220.33000000 USD 20049000.00000000 CAD 2021-09-15 -381976.49000000 N N N N/A N/A N/A 4.00000000 NC USD 37599.42000000 0.002292626521 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-07-09 437011.22000000 USD 37599.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 2537.94000000 0.000154751018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43924000.00000000 NOK 5105553.24000000 USD 2021-09-15 2537.94000000 N N N N/A N/A N/A 149.00000000 NC USD 167283.65000000 0.010200128956 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-09-15 16283316.00000000 USD 167283.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -227317.96000000 -0.01386072402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5582612.87000000 USD 20415000.00000000 PLN 2021-09-15 -227317.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -201493.74000000 -0.01228609091 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8635947.29000000 USD 10455686.00000000 CAD 2021-09-15 -201493.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -8122.08000000 -0.00049524423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1090966.91000000 USD 1549500.00000000 NZD 2021-09-15 -8122.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 299490.93000000 0.018261474490 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12540500.00000000 AUD 9707311.33000000 USD 2021-09-15 299490.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -24821.36000000 -0.00151348367 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 898311.04000000 USD 631344.00000000 GBP 2021-09-15 -24821.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -9362.65000000 -0.00057088805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 443065.08000000 USD 313473.00000000 GBP 2021-09-15 -9362.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -18036.86000000 -0.00109979844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 420068.37000000 USD 1514853500.00000000 COP 2021-09-15 -18036.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 23415.52000000 0.001427762507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6703415.19000000 USD 135398406.00000000 MXN 2021-09-15 23415.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 211354.30000000 0.012887339052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12338500.00000000 CAD 10164647.19000000 USD 2021-09-15 211354.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.49000000 -0.00001685899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17421.70000000 USD 842000.00000000 PHP 2021-09-15 -276.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -349336.74000000 -0.02130082525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10247980.47000000 USD 13194761.00000000 AUD 2021-09-15 -349336.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 32550.46000000 0.001984765932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12463500.00000000 PLN 3301995.38000000 USD 2021-09-15 32550.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -4707.10000000 -0.00028701565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 390362.23000000 USD 18939500.00000000 PHP 2021-09-15 -4707.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 23817.91000000 0.001452298257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3872500.00000000 EUR 4622915.08000000 USD 2021-09-15 23817.91000000 N N N N/A N/A N/A -1.00000000 NC USD 33163.29000000 0.002022133272 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-08-10 -234208.50000000 USD 33163.29000000 N N N N/A N/A N/A 142.00000000 NC USD 15208.20000000 0.000927320758 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Silver 2021-09-28 18597740.00000000 USD 15208.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -4735.91000000 -0.00028877234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 193589.12000000 USD 136500.00000000 GBP 2021-09-15 -4735.91000000 N N N N/A N/A N/A -3.00000000 NC USD -890.10000000 -0.00005427389 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-08-17 -222993.75000000 USD -890.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -235407.59000000 -0.01435398961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7666252.47000000 USD 63548212.00000000 SEK 2021-09-15 -235407.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -18167.69000000 -0.00110777580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1482725.97000000 USD 21529073500.00000000 IDR 2021-09-15 -18167.69000000 N N N United States of America 254900HROIFWPRGM1V77 912796B57 29724000.00000000 PA USD 29723788.96000000 1.812409523913 Long STIV UST US N 2 2021-07-08 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10660.68000000 -0.00065003549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 721114.19000000 USD 10443699000.00000000 IDR 2021-09-15 -10660.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 24693.65000000 0.001505696548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 668500.00000000 GBP 949590.14000000 USD 2021-09-15 24693.65000000 N N N N/A N/A N/A 1.00000000 NC USD -2079.45000000 -0.00012679456 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-09-14 74423.00000000 USD -2079.45000000 N N N 2021-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer