CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V109 23765 250000 SH Call SOLE 0 0 250000 CURRENCYSHARES EURO TR EURO SHS 23130C108 113751 1100000 SH Put SOLE 0 0 1100000 ISHARES TR IBOXX HI YD ETF 464288513 17556 200000 SH Put SOLE 0 0 200000 ISHARES TR 20 YR TR BD ETF 464287432 30178 250000 SH Call SOLE 0 0 250000 ISHARES TR RUSSELL 2000 ETF 464287655 82488 600000 SH Put SOLE 0 0 600000 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 12828 250000 SH Put SOLE 0 0 250000 SPDR GOLD TRUST GOLD SHS 78463V107 49862 420000 SH Call SOLE 0 0 420000 SPDR S&P 500 ETF TR TR UNIT 78462F103 36540 155000 SH Put SOLE 0 0 155000