NPORT-P false 0001524513 XXXXXXXX S000042862 C000132817 iShares U.S. ETF Trust 811-22649 0001524513 5493002YECWEEITPWL97 400 HOWARD STREET SAN FRANCISCO 94105 800-474-2737 iShares Interest Rate Hedged Corporate Bond ETF S000042862 54930033QG8ORSOTEQ66 2025-10-31 2025-10-31 N 1020913096.83 489041601.23 531871495.60 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N BlackRock Interest Rate Hedged Corporate Bond Index USIRHCRP iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 4570147.00000000 NS USD 508337450.81000000 95.57523857084 Long EC RF US N 1 N N BlackRock Funds III 5493008LW2651I1QB503 066922519 243310493.50000000 NS USD 243432148.74000000 45.76897817496 Long STIV RF US N 1 N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 20810000.00000000 NS USD 20810000.00000000 3.912599222209 Long STIV RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1000000.00000000 OU Notional Amount USD 133455.68000000 0.025091715029 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-08-23 9.66000000 USD 0.00000000 USD 1000000.00000000 USD 133446.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22300000.00000000 OU Notional Amount USD 1381980.77000000 0.259833584133 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-20 124.46000000 USD 0.00000000 USD 22300000.00000000 USD 1381856.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3700000.00000000 OU Notional Amount USD 1733576.74000000 0.325939019921 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2051-12-07 119.01000000 USD 0.00000000 USD 3700000.00000000 USD 1733457.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3800000.00000000 OU Notional Amount USD 223593.00000000 0.042038913882 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-07 8.42000000 USD 0.00000000 USD 3800000.00000000 USD 223584.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 18300000.00000000 OU Notional Amount USD 2749110.74000000 0.516874990057 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 199.60000000 USD 0.00000000 USD 18300000.00000000 USD 2748911.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6400000.00000000 OU Notional Amount USD 1566842.37000000 0.294590400681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-12-15 104.36000000 USD 0.00000000 USD 6400000.00000000 USD 1566738.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3100000.00000000 OU Notional Amount USD 458802.19000000 0.086261849675 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-17 33.83000000 USD 0.00000000 USD 3100000.00000000 USD 458768.36000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5000000.00000000 OU Notional Amount USD 599301.61000000 0.112677895874 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-08-23 0.00000000 USD -69604.72000000 USD 5000000.00000000 USD 668906.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 55232000.00000000 OU Notional Amount USD 3170404.64000000 0.596084705841 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-09-22 0.00000000 USD -44242.26000000 USD 55232000.00000000 USD 3214646.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 25400000.00000000 OU Notional Amount USD 3068871.23000000 0.576994867254 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-10-19 0.00000000 USD -304096.50000000 USD 25400000.00000000 USD 3372967.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13180000.00000000 OU Notional Amount USD 1702335.04000000 0.320065101078 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-12 113760.04000000 USD 0.00000000 USD 13180000.00000000 USD 1588575.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26000000.00000000 OU Notional Amount USD 6072877.94000000 1.141794209736 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-09-25 0.00000000 USD -475916.77000000 USD 26000000.00000000 USD 6548794.71000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20700000.00000000 OU Notional Amount USD 6627519.74000000 1.246075376256 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2040-10-19 338796.74000000 USD 0.00000000 USD 20700000.00000000 USD 6288723.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19747000.00000000 OU Notional Amount USD 8838968.01000000 1.661861574294 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2045-03-30 110449.69000000 USD 0.00000000 USD 19747000.00000000 USD 8728518.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16655000.00000000 OU Notional Amount USD 7824734.23000000 1.471170065463 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-18 0.00000000 USD -392935.34000000 USD 16655000.00000000 USD 8217669.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14550000.00000000 OU Notional Amount USD 6517834.69000000 1.225452904304 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-19 1066993.94000000 USD 0.00000000 USD 14550000.00000000 USD 5450840.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1000000.00000000 OU Notional Amount USD 12492.67000000 0.002348813595 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-05-24 12.75000000 USD 0.00000000 USD 1000000.00000000 USD 12479.92000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 900000.00000000 OU Notional Amount USD 131317.88000000 0.024689775836 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-06-27 26.86000000 USD 0.00000000 USD 900000.00000000 USD 131291.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1500000.00000000 OU Notional Amount USD 3807.98000000 0.000715958653 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-07-05 19.42000000 USD 0.00000000 USD 1500000.00000000 USD 3788.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1200000.00000000 OU Notional Amount USD 165610.82000000 0.031137374604 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2053-07-05 35.87000000 USD 0.00000000 USD 1200000.00000000 USD 165574.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 121107.22000000 0.022770015126 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-07-07 34.22000000 USD 0.00000000 USD 1000000.00000000 USD 121073.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 2250.14000000 0.000423060836 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-07-18 20.74000000 USD 0.00000000 USD 1500000.00000000 USD 2229.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 30287.07000000 0.005694433759 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2038-07-18 18.75000000 USD 0.00000000 USD 1000000.00000000 USD 30268.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 77209.32000000 0.014516536539 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2043-07-18 30.94000000 USD 0.00000000 USD 1200000.00000000 USD 77178.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 23301.70000000 0.004381077044 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2043-08-31 25.90000000 USD 0.00000000 USD 1000000.00000000 USD 23275.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 12031.00000000 0.002262012553 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2043-12-14 13.18000000 USD 0.00000000 USD 500000.00000000 USD 12017.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 65167.38000000 0.012252467097 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2043-12-28 26.41000000 USD 0.00000000 USD 1000000.00000000 USD 65140.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 79455.40000000 0.014938834033 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2053-12-28 24.33000000 USD 0.00000000 USD 700000.00000000 USD 79431.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 9647.24000000 0.001813829107 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-28 11.71000000 USD 0.00000000 USD 800000.00000000 USD 9635.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 233.79000000 0.000043956106 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-01-12 5.85000000 USD 0.00000000 USD 400000.00000000 USD 227.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 26268.03000000 0.004938792587 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-01-12 12.45000000 USD 0.00000000 USD 400000.00000000 USD 26255.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 41555.75000000 0.007813118458 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-01-12 17.35000000 USD 0.00000000 USD 500000.00000000 USD 41538.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 550000.00000000 OU Notional Amount USD 37756.01000000 0.007098709051 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-01-19 19.08000000 USD 0.00000000 USD 550000.00000000 USD 37736.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 31333.63000000 0.005891203093 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-01-24 26.40000000 USD 0.00000000 USD 1000000.00000000 USD 31307.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -10460.49000000 -0.00196673258 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-01-24 29.37000000 USD 0.00000000 USD 2000000.00000000 USD -10489.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -9204.12000000 -0.00173051574 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-01-25 14.68000000 USD 0.00000000 USD 1000000.00000000 USD -9218.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 2452.69000000 0.000461143343 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-01-25 11.65000000 USD 0.00000000 USD 600000.00000000 USD 2441.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 39467.83000000 0.007420557470 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-01-25 24.29000000 USD 0.00000000 USD 700000.00000000 USD 39443.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 50144.90000000 0.009428010415 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-02-06 20.80000000 USD 0.00000000 USD 600000.00000000 USD 50124.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -1417.84000000 -0.00026657566 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-02-06 36.73000000 USD 0.00000000 USD 2500000.00000000 USD -1454.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 46020.56000000 0.008652571228 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-02-07 24.27000000 USD 0.00000000 USD 700000.00000000 USD 45996.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 3008.80000000 0.000565700554 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-02-07 9.71000000 USD 0.00000000 USD 500000.00000000 USD 2999.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 13227.26000000 0.002486927784 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-02-07 13.19000000 USD 0.00000000 USD 500000.00000000 USD 13214.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 12501.71000000 0.002350513254 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-02-14 13.20000000 USD 0.00000000 USD 500000.00000000 USD 12488.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD -7962.19000000 -0.00149701385 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-02-14 10.32000000 USD 0.00000000 USD 700000.00000000 USD -7972.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 2147.66000000 0.000403793024 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-02-14 9.72000000 USD 0.00000000 USD 500000.00000000 USD 2137.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 36249.70000000 0.006815499664 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-02-14 20.81000000 USD 0.00000000 USD 600000.00000000 USD 36228.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD -9369.92000000 -0.00176168869 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-02-26 5.90000000 USD 0.00000000 USD 400000.00000000 USD -9375.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 2406.12000000 0.000452387469 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-02-26 7.92000000 USD 0.00000000 USD 300000.00000000 USD 2398.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -29720.86000000 -0.00558797759 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-07 21.53000000 USD 0.00000000 USD 2000000.00000000 USD -29742.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 5952.10000000 0.001119086104 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-03-07 9.76000000 USD 0.00000000 USD 500000.00000000 USD 5942.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD -10587.82000000 -0.00199067257 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-07 19.29000000 USD 0.00000000 USD 1300000.00000000 USD -10607.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 350000.00000000 OU Notional Amount USD 27963.28000000 0.005257525592 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-03-07 12.16000000 USD 0.00000000 USD 350000.00000000 USD 27951.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -12504.12000000 -0.00235096637 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-11 10.78000000 USD 0.00000000 USD 1000000.00000000 USD -12514.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 7814.25000000 0.001469198869 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-03-11 9.76000000 USD 0.00000000 USD 500000.00000000 USD 7804.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -4899.05000000 -0.00092109655 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-11 14.84000000 USD 0.00000000 USD 1000000.00000000 USD -4913.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount USD 60507.07000000 0.011376257329 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-03-15 31.29000000 USD 0.00000000 USD 900000.00000000 USD 60475.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 14060.09000000 0.002643512599 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-03-15 13.25000000 USD 0.00000000 USD 500000.00000000 USD 14046.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 18279.60000000 0.003436845206 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-03-25 13.91000000 USD 0.00000000 USD 400000.00000000 USD 18265.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 9804.93000000 0.001843477246 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-03-28 18.58000000 USD 0.00000000 USD 700000.00000000 USD 9786.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 29664.16000000 0.005577317123 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-03-28 20.87000000 USD 0.00000000 USD 600000.00000000 USD 29643.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 10826.86000000 0.002035615762 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-03-28 6.96000000 USD 0.00000000 USD 200000.00000000 USD 10819.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD -1367.64000000 -0.00025713729 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-03-28 13.71000000 USD 0.00000000 USD 700000.00000000 USD -1381.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -17576.88000000 -0.00330472306 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-28 14.92000000 USD 0.00000000 USD 1000000.00000000 USD -17591.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -21168.54000000 -0.00398001024 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-28 10.87000000 USD 0.00000000 USD 1000000.00000000 USD -21179.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD -16335.36000000 -0.00307129826 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-04-02 17.93000000 USD 0.00000000 USD 1200000.00000000 USD -16353.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -19222.73000000 -0.00361416811 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-02 10.90000000 USD 0.00000000 USD 1000000.00000000 USD -19233.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 7714.32000000 0.001450410496 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-04-02 7.97000000 USD 0.00000000 USD 300000.00000000 USD 7706.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 12910.21000000 0.002427317520 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-04-02 6.96000000 USD 0.00000000 USD 200000.00000000 USD 12903.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 1495.99000000 0.000281269068 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-04-02 7.84000000 USD 0.00000000 USD 400000.00000000 USD 1488.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 20436.05000000 0.003842290885 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-04-04 17.40000000 USD 0.00000000 USD 500000.00000000 USD 20418.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -57341.52000000 -0.01078108537 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-11 21.88000000 USD 0.00000000 USD 2000000.00000000 USD -57363.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -34668.96000000 -0.00651829629 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-13 11.10000000 USD 0.00000000 USD 1000000.00000000 USD -34680.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -30929.59000000 -0.00581523737 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-20 11.13000000 USD 0.00000000 USD 1000000.00000000 USD -30940.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 9782.71000000 0.001839299545 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-05-20 10.48000000 USD 0.00000000 USD 300000.00000000 USD 9772.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -8400.25000000 -0.00157937585 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-05-20 9.88000000 USD 0.00000000 USD 500000.00000000 USD -8410.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 10907.28000000 0.002050735956 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-05-23 13.96000000 USD 0.00000000 USD 400000.00000000 USD 10893.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -55316.86000000 -0.01040041823 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-06 22.48000000 USD 0.00000000 USD 2000000.00000000 USD -55339.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -24735.84000000 -0.00465071736 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-06 15.24000000 USD 0.00000000 USD 1000000.00000000 USD -24751.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -20593.22000000 -0.00387184125 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-07 15.24000000 USD 0.00000000 USD 1000000.00000000 USD -20608.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 12393.32000000 0.002330134271 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-06-07 21.42000000 USD 0.00000000 USD 800000.00000000 USD 12371.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD -3110.88000000 -0.00058489316 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-06-07 13.89000000 USD 0.00000000 USD 700000.00000000 USD -3124.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 25470.00000000 0.004788750705 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-06-07 17.48000000 USD 0.00000000 USD 500000.00000000 USD 25452.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -82315.62000000 -0.01547659926 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-03 28.40000000 USD 0.00000000 USD 2500000.00000000 USD -82344.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 109859.56000000 0.020655282508 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-08-20 35.05000000 USD 0.00000000 USD 1000000.00000000 USD 109824.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 40214.00000000 0.007560848876 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-08-20 20.02000000 USD 0.00000000 USD 1000000.00000000 USD 40193.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 71695.82000000 0.013479913962 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-08-22 22.11000000 USD 0.00000000 USD 700000.00000000 USD 71673.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 19904.17000000 0.003742289286 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-08-22 15.52000000 USD 0.00000000 USD 1000000.00000000 USD 19888.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 49432.58000000 0.009294083328 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-08-22 14.02000000 USD 0.00000000 USD 400000.00000000 USD 49418.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount USD 468.50000000 0.000088085186 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-22 10.69000000 USD 0.00000000 USD 1400000.00000000 USD 457.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 30822.13000000 0.005795033246 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-08-22 10.77000000 USD 0.00000000 USD 400000.00000000 USD 30811.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 35632.70000000 0.006699494200 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-09-05 13.48000000 USD 0.00000000 USD 500000.00000000 USD 35619.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 170497.07000000 0.032056064558 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-09-05 52.58000000 USD 0.00000000 USD 1500000.00000000 USD 170444.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 56827.72000000 0.010684483088 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-09-05 18.96000000 USD 0.00000000 USD 600000.00000000 USD 56808.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 105650.52000000 0.019863918422 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-09-09 28.05000000 USD 0.00000000 USD 800000.00000000 USD 105622.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 133543.78000000 0.025108279181 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-09-09 37.92000000 USD 0.00000000 USD 1200000.00000000 USD 133505.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 11717.50000000 0.002203069744 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-09 15.43000000 USD 0.00000000 USD 2000000.00000000 USD 11702.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 56836.81000000 0.010686192147 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-09-09 20.06000000 USD 0.00000000 USD 1000000.00000000 USD 56816.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 55644.41000000 0.010462002656 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-09 31.15000000 USD 0.00000000 USD 2000000.00000000 USD 55613.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 37717.19000000 0.007091410295 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-09 34.99000000 USD 0.00000000 USD 3000000.00000000 USD 37682.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 85095.04000000 0.015999172864 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-09-09 26.96000000 USD 0.00000000 USD 1000000.00000000 USD 85068.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 15848.37000000 0.002979736671 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-10 15.44000000 USD 0.00000000 USD 2000000.00000000 USD 15832.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 29181.35000000 0.005486541437 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-10 15.58000000 USD 0.00000000 USD 1000000.00000000 USD 29165.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 14509.41000000 0.002727991652 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-10 11.66000000 USD 0.00000000 USD 1000000.00000000 USD 14497.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 44315.89000000 0.008332067118 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-09-10 12.64000000 USD 0.00000000 USD 400000.00000000 USD 44303.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 23075.47000000 0.004338542334 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-09-10 8.03000000 USD 0.00000000 USD 400000.00000000 USD 23067.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 17020.73000000 0.003200158335 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-09-10 5.39000000 USD 0.00000000 USD 200000.00000000 USD 17015.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount USD 122320.72000000 0.022998171741 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-09-11 31.56000000 USD 0.00000000 USD 900000.00000000 USD 122289.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 47662.01000000 0.008961189007 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-09-11 16.05000000 USD 0.00000000 USD 800000.00000000 USD 47645.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 78594.07000000 0.014776890780 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-09-20 22.14000000 USD 0.00000000 USD 700000.00000000 USD 78571.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 52291.75000000 0.009831651147 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-09-20 16.20000000 USD 0.00000000 USD 600000.00000000 USD 52275.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 66393.44000000 0.012482985185 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-09-20 17.55000000 USD 0.00000000 USD 500000.00000000 USD 66375.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 115190.22000000 0.021657528360 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-09-25 40.50000000 USD 0.00000000 USD 1500000.00000000 USD 115149.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 950000.00000000 OU Notional Amount USD 111558.67000000 0.020974741252 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-09-25 33.34000000 USD 0.00000000 USD 950000.00000000 USD 111525.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 99497.99000000 0.018707148403 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-09-25 31.63000000 USD 0.00000000 USD 1000000.00000000 USD 99466.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD 16586.44000000 0.003118505153 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-25 19.51000000 USD 0.00000000 USD 2500000.00000000 USD 16566.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 25498.07000000 0.004794028296 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-25 15.64000000 USD 0.00000000 USD 1000000.00000000 USD 25482.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 18209.84000000 0.003423729256 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-07 23.56000000 USD 0.00000000 USD 2000000.00000000 USD 18186.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 21547.32000000 0.004051226692 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-07 15.67000000 USD 0.00000000 USD 1000000.00000000 USD 21531.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 65438.61000000 0.012303462498 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-10-07 21.04000000 USD 0.00000000 USD 600000.00000000 USD 65417.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 71440.09000000 0.013431832800 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-10-15 35.09000000 USD 0.00000000 USD 1000000.00000000 USD 71405.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -8922.54000000 -0.00167757439 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-15 17.73000000 USD 0.00000000 USD 1500000.00000000 USD -8940.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 39379.20000000 0.007403893670 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-10-14 27.02000000 USD 0.00000000 USD 1000000.00000000 USD 39352.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 57274.33000000 0.010768452619 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2049-10-15 31.64000000 USD 0.00000000 USD 1000000.00000000 USD 57242.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -32676.61000000 -0.00614370393 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-23 23.80000000 USD 0.00000000 USD 3000000.00000000 USD -32700.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -15723.79000000 -0.00295631372 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-23 31.48000000 USD 0.00000000 USD 2000000.00000000 USD -15755.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 5802.98000000 0.001091049256 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-10-23 20.17000000 USD 0.00000000 USD 1000000.00000000 USD 5782.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD -52059.84000000 -0.00978804850 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-24 47.46000000 USD 0.00000000 USD 4000000.00000000 USD -52107.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 32192.81000000 0.006052742112 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-10-24 40.57000000 USD 0.00000000 USD 1500000.00000000 USD 32152.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD 63695.85000000 0.011975796884 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-10-24 45.65000000 USD 0.00000000 USD 1300000.00000000 USD 63650.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -8562.60000000 -0.00160990014 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-24 15.74000000 USD 0.00000000 USD 1000000.00000000 USD -8578.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 3936.55000000 0.000740131786 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-10-24 14.12000000 USD 0.00000000 USD 700000.00000000 USD 3922.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4500000.00000000 OU Notional Amount USD -52562.68000000 -0.00988259014 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-24 35.73000000 USD 0.00000000 USD 4500000.00000000 USD -52598.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 4137.61000000 0.000777934150 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-10-29 24.23000000 USD 0.00000000 USD 1200000.00000000 USD 4113.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 750000.00000000 OU Notional Amount USD 14912.96000000 0.002803865242 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-10-29 20.30000000 USD 0.00000000 USD 750000.00000000 USD 14892.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -44876.04000000 -0.00843738391 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-29 35.68000000 USD 0.00000000 USD 3000000.00000000 USD -44911.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 38357.93000000 0.007211879244 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-10-29 28.10000000 USD 0.00000000 USD 800000.00000000 USD 38329.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -40262.57000000 -0.00756998078 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-29 23.89000000 USD 0.00000000 USD 3000000.00000000 USD -40286.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -21573.11000000 -0.00405607560 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-29 31.53000000 USD 0.00000000 USD 2000000.00000000 USD -21604.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -12038.54000000 -0.00226343018 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-11-05 8.00000000 USD 0.00000000 USD 1000000.00000000 USD -12046.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -14988.99000000 -0.00281816004 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-11-05 11.93000000 USD 0.00000000 USD 1000000.00000000 USD -15000.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 53.11000000 0.000009985494 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-11-05 4.04000000 USD 0.00000000 USD 200000.00000000 USD 49.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -38063.24000000 -0.00715647300 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-11-07 41.78000000 USD 0.00000000 USD 3500000.00000000 USD -38105.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1600000.00000000 OU Notional Amount USD -8369.29000000 -0.00157355490 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-11-07 25.28000000 USD 0.00000000 USD 1600000.00000000 USD -8394.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 48278.71000000 0.009077138068 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-11-07 24.60000000 USD 0.00000000 USD 700000.00000000 USD 48254.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 26033.36000000 0.004894671027 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-11-07 21.67000000 USD 0.00000000 USD 800000.00000000 USD 26011.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6000000.00000000 OU Notional Amount USD -60174.77000000 -0.01131377983 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-11-07 48.06000000 USD 0.00000000 USD 6000000.00000000 USD -60222.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 6065.69000000 0.001140442766 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-11-07 10.11000000 USD 0.00000000 USD 500000.00000000 USD 6055.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount USD 50530.54000000 0.009500516650 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-11-12 38.67000000 USD 0.00000000 USD 1100000.00000000 USD 50491.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 16219.05000000 0.003049430197 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2044-11-12 27.10000000 USD 0.00000000 USD 1000000.00000000 USD 16191.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 17597.62000000 0.003308622504 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2039-12-04 20.32000000 USD 0.00000000 USD 1000000.00000000 USD 17577.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -1140.31000000 -0.00021439577 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-12-04 23.89000000 USD 0.00000000 USD 1500000.00000000 USD -1164.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 76684.47000000 0.014417856688 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-12-17 70.48000000 USD 0.00000000 USD 2000000.00000000 USD 76613.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 10538.41000000 0.001981382737 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-07 17.68000000 USD 0.00000000 USD 500000.00000000 USD 10520.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1246000.00000000 OU Notional Amount USD -24884.91000000 -0.00467874481 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-02-07 10.59000000 USD 0.00000000 USD 1246000.00000000 USD -24895.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4800000.00000000 OU Notional Amount USD -118676.41000000 -0.02231298555 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-02-07 59.58000000 USD 0.00000000 USD 4800000.00000000 USD -118735.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -15484.21000000 -0.00291126900 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-05 17.23000000 USD 0.00000000 USD 2000000.00000000 USD -15501.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount USD 18929.14000000 0.003558968690 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-03-05 37.06000000 USD 0.00000000 USD 1800000.00000000 USD 18892.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -12058.21000000 -0.00226712845 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-05 57.01000000 USD 0.00000000 USD 3500000.00000000 USD -12115.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD -32277.43000000 -0.00606865197 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-05 50.10000000 USD 0.00000000 USD 4000000.00000000 USD -32327.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 20641.70000000 0.003880956240 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-03-05 21.94000000 USD 0.00000000 USD 800000.00000000 USD 20619.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD 35291.49000000 0.006635341486 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-03-10 46.01000000 USD 0.00000000 USD 1300000.00000000 USD 35245.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -13403.56000000 -0.00252007488 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-11 8.65000000 USD 0.00000000 USD 1000000.00000000 USD -13412.21000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD -9661.55000000 -0.00181651960 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-11 9.79000000 USD 0.00000000 USD 600000.00000000 USD -9671.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD -11898.68000000 -0.00223713436 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-11 8.79000000 USD 0.00000000 USD 700000.00000000 USD -11907.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 11712.41000000 0.002202112746 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-03-11 17.70000000 USD 0.00000000 USD 500000.00000000 USD 11694.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD -51267.32000000 -0.00963904259 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-14 34.67000000 USD 0.00000000 USD 4000000.00000000 USD -51301.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1400000.00000000 OU Notional Amount USD -23411.39000000 -0.00440170044 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-14 17.60000000 USD 0.00000000 USD 1400000.00000000 USD -23428.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -19921.25000000 -0.00374550058 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-24 25.23000000 USD 0.00000000 USD 2000000.00000000 USD -19946.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 15115.01000000 0.002841853741 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-03-24 14.16000000 USD 0.00000000 USD 400000.00000000 USD 15100.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -11990.31000000 -0.00225436220 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-24 12.61000000 USD 0.00000000 USD 1000000.00000000 USD -12002.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -9790.64000000 -0.00184079050 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-24 16.36000000 USD 0.00000000 USD 1000000.00000000 USD -9807.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 15376.96000000 0.002891104360 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-03-24 17.71000000 USD 0.00000000 USD 500000.00000000 USD 15359.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -19454.18000000 -0.00365768426 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-24 17.42000000 USD 0.00000000 USD 2000000.00000000 USD -19471.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -15531.11000000 -0.00292008692 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-14 32.87000000 USD 0.00000000 USD 2000000.00000000 USD -15563.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -18506.50000000 -0.00347950588 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-14 31.77000000 USD 0.00000000 USD 2500000.00000000 USD -18538.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 580.74000000 0.000109188028 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-04-14 13.18000000 USD 0.00000000 USD 2000000.00000000 USD 567.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -13206.62000000 -0.00248304714 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-14 26.42000000 USD 0.00000000 USD 3000000.00000000 USD -13233.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD -3222.62000000 -0.00060590199 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-21 4.94000000 USD 0.00000000 USD 300000.00000000 USD -3227.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -17431.97000000 -0.00327747776 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-21 25.47000000 USD 0.00000000 USD 2000000.00000000 USD -17457.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -5852.16000000 -0.00110029585 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-29 16.49000000 USD 0.00000000 USD 1000000.00000000 USD -5868.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -4953.82000000 -0.00093139415 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-29 12.77000000 USD 0.00000000 USD 1000000.00000000 USD -4966.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 10674.50000000 0.002006969745 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-04-29 21.27000000 USD 0.00000000 USD 600000.00000000 USD 10653.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 2125.35000000 0.000399598402 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-04-29 11.02000000 USD 0.00000000 USD 400000.00000000 USD 2114.33000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -25044.92000000 -0.00470882914 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-05-13 33.09000000 USD 0.00000000 USD 2000000.00000000 USD -25078.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -9722.50000000 -0.00182797914 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-05-13 27.58000000 USD 0.00000000 USD 1000000.00000000 USD -9750.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -24315.14000000 -0.00457161931 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-05-13 32.10000000 USD 0.00000000 USD 2500000.00000000 USD -24347.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -21675.75000000 -0.00407537350 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-15 17.92000000 USD 0.00000000 USD 2000000.00000000 USD -21693.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -15877.54000000 -0.00298522107 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-05-15 35.48000000 USD 0.00000000 USD 1000000.00000000 USD -15913.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -10696.20000000 -0.00201104967 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-05-15 13.79000000 USD 0.00000000 USD 500000.00000000 USD -10709.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2473000.00000000 OU Notional Amount USD -50288.57000000 -0.00945502257 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-05-24 31.86000000 USD 0.00000000 USD 2473000.00000000 USD -50320.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1849000.00000000 OU Notional Amount USD -51731.20000000 -0.00972625914 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-05-23 30.67000000 USD 0.00000000 USD 1849000.00000000 USD -51761.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4174000.00000000 OU Notional Amount USD -55894.99000000 -0.01050911554 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-23 37.59000000 USD 0.00000000 USD 4174000.00000000 USD -55932.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 804000.00000000 OU Notional Amount USD -29499.37000000 -0.00554633407 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-05-23 22.20000000 USD 0.00000000 USD 804000.00000000 USD -29521.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2562000.00000000 OU Notional Amount USD -32048.24000000 -0.00602556073 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-02 33.13000000 USD 0.00000000 USD 2562000.00000000 USD -32081.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 596000.00000000 OU Notional Amount USD -10855.12000000 -0.00204092907 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-06-04 12.43000000 USD 0.00000000 USD 596000.00000000 USD -10867.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD -7315.11000000 -0.00137535289 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-06-02 21.31000000 USD 0.00000000 USD 600000.00000000 USD -7336.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1155000.00000000 OU Notional Amount USD -18854.81000000 -0.00354499350 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-04 19.20000000 USD 0.00000000 USD 1155000.00000000 USD -18874.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 353000.00000000 OU Notional Amount USD -5859.17000000 -0.00110161383 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-06-02 9.76000000 USD 0.00000000 USD 353000.00000000 USD -5868.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -24415.00000000 -0.00459039452 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-10 16.65000000 USD 0.00000000 USD 1000000.00000000 USD -24431.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -29115.35000000 -0.00547413242 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-06-11 27.66000000 USD 0.00000000 USD 1000000.00000000 USD -29143.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -9340.57000000 -0.00175617044 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-11 6.49000000 USD 0.00000000 USD 500000.00000000 USD -9347.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 450000.00000000 OU Notional Amount USD -6058.26000000 -0.00113904581 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2050-06-21 14.49000000 USD 0.00000000 USD 450000.00000000 USD -6072.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 450000.00000000 OU Notional Amount USD -6847.31000000 -0.00128739931 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-06-20 12.47000000 USD 0.00000000 USD 450000.00000000 USD -6859.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 350000.00000000 OU Notional Amount USD -5754.13000000 -0.00108186470 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-06-20 7.31000000 USD 0.00000000 USD 350000.00000000 USD -5761.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD -27591.41000000 -0.00518760832 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-21 31.24000000 USD 0.00000000 USD 2400000.00000000 USD -27622.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2400000.00000000 OU Notional Amount USD -27666.82000000 -0.00520178656 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-21 31.24000000 USD 0.00000000 USD 2400000.00000000 USD -27698.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 550000.00000000 OU Notional Amount USD -6332.14000000 -0.00119053945 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-06-21 19.55000000 USD 0.00000000 USD 550000.00000000 USD -6351.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 550000.00000000 OU Notional Amount USD -6233.93000000 -0.00117207446 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-06-21 19.55000000 USD 0.00000000 USD 550000.00000000 USD -6253.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 350000.00000000 OU Notional Amount USD -5631.83000000 -0.00105887043 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-06-20 7.31000000 USD 0.00000000 USD 350000.00000000 USD -5639.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 450000.00000000 OU Notional Amount USD -6815.48000000 -0.00128141478 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-06-20 12.47000000 USD 0.00000000 USD 450000.00000000 USD -6827.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD -5686.99000000 -0.00106924135 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-07-08 46.25000000 USD 0.00000000 USD 1300000.00000000 USD -5733.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -8430.58000000 -0.00158507836 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-07-08 27.73000000 USD 0.00000000 USD 1000000.00000000 USD -8458.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -9857.30000000 -0.00185332360 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-08 16.76000000 USD 0.00000000 USD 1000000.00000000 USD -9874.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -13829.25000000 -0.00260011113 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-08 25.15000000 USD 0.00000000 USD 1500000.00000000 USD -13854.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 253000.00000000 OU Notional Amount USD -6909.56000000 -0.00129910327 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-07-16 9.00000000 USD 0.00000000 USD 253000.00000000 USD -6918.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD -3625.14000000 -0.00068158192 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-08-11 0.00000000 USD -727.33000000 USD 1200000.00000000 USD -2897.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 535000.00000000 OU Notional Amount USD -5251.17000000 -0.00098730051 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-08-14 1965.23000000 USD 0.00000000 USD 535000.00000000 USD -7216.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 715000.00000000 OU Notional Amount USD -8102.20000000 -0.00152333788 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-08-14 3760.88000000 USD 0.00000000 USD 715000.00000000 USD -11863.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD -14989.19000000 -0.00281819765 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-14 1727.66000000 USD 0.00000000 USD 5000000.00000000 USD -16716.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 443000.00000000 OU Notional Amount USD -9406.97000000 -0.00176865466 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-08-19 15.79000000 USD 0.00000000 USD 443000.00000000 USD -9422.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -4809.98000000 -0.00090435002 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-26 16.95000000 USD 0.00000000 USD 1000000.00000000 USD -4826.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -18238.06000000 -0.00342903504 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-08-26 35.65000000 USD 0.00000000 USD 1000000.00000000 USD -18273.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7359000.00000000 OU Notional Amount USD 78513.48000000 0.014761738624 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-10 0.00000000 USD -14704.77000000 USD 7359000.00000000 USD 93218.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1414000.00000000 OU Notional Amount USD 7204.07000000 0.001354475669 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-09-10 0.00000000 USD -14943.57000000 USD 1414000.00000000 USD 22147.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4100000.00000000 OU Notional Amount USD 42133.42000000 0.007921729280 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-09-11 54.98000000 USD 0.00000000 USD 4100000.00000000 USD 42078.44000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1121000.00000000 OU Notional Amount USD 21260.09000000 0.003997223046 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-09-18 31.26000000 USD 0.00000000 USD 1121000.00000000 USD 21228.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1316000.00000000 OU Notional Amount USD 28332.03000000 0.005326856248 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-09-18 46.96000000 USD 0.00000000 USD 1316000.00000000 USD 28285.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 900000.00000000 OU Notional Amount USD 3528.48000000 0.000663408366 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-10-02 32.14000000 USD 0.00000000 USD 900000.00000000 USD 3496.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2200000.00000000 OU Notional Amount USD 3790.66000000 0.000712702228 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-02 37.59000000 USD 0.00000000 USD 2200000.00000000 USD 3753.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount USD 3141.21000000 0.000590595665 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-10-02 30.72000000 USD 0.00000000 USD 1100000.00000000 USD 3110.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD 4077.76000000 0.000766681432 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-10-02 33.77000000 USD 0.00000000 USD 2500000.00000000 USD 4043.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD -1764.34000000 -0.00033172298 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-10-09 42.86000000 USD 0.00000000 USD 1200000.00000000 USD -1807.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -905.02000000 -0.00017015764 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2050-10-09 32.41000000 USD 0.00000000 USD 1000000.00000000 USD -937.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1874000.00000000 OU Notional Amount USD 2694.46000000 0.000506599812 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-10 32.07000000 USD 0.00000000 USD 1874000.00000000 USD 2662.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1682000.00000000 OU Notional Amount USD 2757.00000000 0.000518358291 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-10-10 22.79000000 USD 0.00000000 USD 1682000.00000000 USD 2734.21000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1069000.00000000 OU Notional Amount USD 323.53000000 0.000060828602 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-10-10 29.87000000 USD 0.00000000 USD 1069000.00000000 USD 293.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 688000.00000000 OU Notional Amount USD 6918.59000000 0.001300801050 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-10-17 14.59000000 USD 0.00000000 USD 688000.00000000 USD 6904.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1186000.00000000 OU Notional Amount USD 14353.92000000 0.002698757146 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-10-17 42.37000000 USD 0.00000000 USD 1186000.00000000 USD 14311.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1154000.00000000 OU Notional Amount USD 13525.82000000 0.002543061644 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2050-10-17 37.41000000 USD 0.00000000 USD 1154000.00000000 USD 13488.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 568000.00000000 OU Notional Amount USD 6339.27000000 0.001191880003 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-10-17 15.89000000 USD 0.00000000 USD 568000.00000000 USD 6323.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2265000.00000000 OU Notional Amount USD 12768.79000000 0.002400728391 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-17 22.02000000 USD 0.00000000 USD 2265000.00000000 USD 12746.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1243000.00000000 OU Notional Amount USD 10635.35000000 0.001999608944 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-17 21.31000000 USD 0.00000000 USD 1243000.00000000 USD 10614.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1676000.00000000 OU Notional Amount USD 12025.82000000 0.002261038634 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-10-17 22.76000000 USD 0.00000000 USD 1676000.00000000 USD 12003.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 747000.00000000 OU Notional Amount USD 10213.01000000 0.001920202546 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-10-27 20.90000000 USD 0.00000000 USD 747000.00000000 USD 10192.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1844000.00000000 OU Notional Amount USD 16884.51000000 0.003174546885 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-27 31.69000000 USD 0.00000000 USD 1844000.00000000 USD 16852.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1501000.00000000 OU Notional Amount USD 26220.54000000 0.004929863739 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-10-29 53.65000000 USD 0.00000000 USD 1501000.00000000 USD 26166.89000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 959000.00000000 OU Notional Amount USD 13967.90000000 0.002626179465 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-10-29 26.85000000 USD 0.00000000 USD 959000.00000000 USD 13941.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1394000.00000000 OU Notional Amount USD 17081.20000000 0.003211527622 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-10-29 29.62000000 USD 0.00000000 USD 1394000.00000000 USD 17051.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2005000.00000000 OU Notional Amount USD 32649.22000000 0.006138554194 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2050-10-29 65.05000000 USD 0.00000000 USD 2005000.00000000 USD 32584.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2976000.00000000 OU Notional Amount USD 19836.69000000 0.003729602011 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-10-29 40.58000000 USD 0.00000000 USD 2976000.00000000 USD 19796.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1914000.00000000 OU Notional Amount USD 2807.82000000 0.000527913231 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-11-03 32.92000000 USD 0.00000000 USD 1914000.00000000 USD 2774.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 470000.00000000 OU Notional Amount USD 1234.29000000 0.000232065453 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2040-11-03 9.99000000 USD 0.00000000 USD 470000.00000000 USD 1224.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 776000.00000000 OU Notional Amount USD 2786.99000000 0.000523996871 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-11-03 21.73000000 USD 0.00000000 USD 776000.00000000 USD 2765.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 743000.00000000 OU Notional Amount USD 3060.91000000 0.000575498033 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2050-11-03 24.11000000 USD 0.00000000 USD 743000.00000000 USD 3036.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 909000.00000000 OU Notional Amount USD 4377.47000000 0.000823031509 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-11-03 32.49000000 USD 0.00000000 USD 909000.00000000 USD 4344.98000000 N N N 2025-11-26 iShares U.S. ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer