0001752724-24-294782.txt : 20241226 0001752724-24-294782.hdr.sgml : 20241226 20241226105210 ACCESSION NUMBER: 0001752724-24-294782 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20241031 FILED AS OF DATE: 20241226 DATE AS OF CHANGE: 20241226 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iShares U.S. ETF Trust CENTRAL INDEX KEY: 0001524513 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22649 FILM NUMBER: 241578553 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: (415) 670-2000 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 0001524513 S000042863 iShares Interest Rate Hedged High Yield Bond ETF C000132818 iShares Interest Rate Hedged High Yield Bond ETF HYGH NPORT-P 1 primary_doc.xml NPORT-P false 0001524513 XXXXXXXX S000042863 C000132818 iShares U.S. ETF Trust 811-22649 0001524513 5493002YECWEEITPWL97 400 HOWARD STREET SAN FRANCISCO 94105 800-474-2737 iShares Interest Rate Hedged High Yield Bond ETF S000042863 549300K03DREBCPJX421 2024-10-31 2024-10-31 N 631051019.66 295282808.82 335768210.84 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 High Yield Bond Index USIRHHYC LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 53509.21000000 0.015936353791 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-26 20.22000000 USD 0.00000000 USD 1500000.00000000 USD 53488.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -80029.29000000 -0.02383468339 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-29 27.42000000 USD 0.00000000 USD 3500000.00000000 USD -80056.71000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2814000.00000000 OU Notional Amount USD 399506.40000000 0.118982794410 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-06-04 0.00000000 USD -88816.81000000 USD 2814000.00000000 USD 488323.21000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1960000.00000000 OU Notional Amount USD 200815.28000000 0.059807710651 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-03 0.00000000 USD -26907.93000000 USD 1960000.00000000 USD 227723.21000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 46103.29000000 0.013730689359 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-05 18.37000000 USD 0.00000000 USD 3000000.00000000 USD 46084.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD 2387.26000000 0.000710984519 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-27 17.99000000 USD 0.00000000 USD 4000000.00000000 USD 2369.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 42624.99000000 0.012694766396 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-08 23.25000000 USD 0.00000000 USD 5000000.00000000 USD 42601.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 18528.79000000 0.005518327644 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-14 18.52000000 USD 0.00000000 USD 3000000.00000000 USD 18510.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -244.82000000 -0.00007291339 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-11-01 9.50000000 USD 0.00000000 USD 2000000.00000000 USD -254.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 5043.63000000 0.001502116590 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-25 9.44000000 USD 0.00000000 USD 2000000.00000000 USD 5034.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 8416.44000000 0.002506622047 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-22 4.92000000 USD 0.00000000 USD 500000.00000000 USD 8411.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 80000.00000000 OU Notional Amount USD 35350.46000000 0.010528233125 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2045-03-30 0.00000000 USD -894.89000000 USD 80000.00000000 USD 36245.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2100000.00000000 OU Notional Amount USD 202290.63000000 0.060247106030 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-22 15.62000000 USD 0.00000000 USD 2100000.00000000 USD 202275.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -6892.17000000 -0.00205265709 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-07-11 7.41000000 USD 0.00000000 USD 1000000.00000000 USD -6899.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD -13300.79000000 -0.00396130115 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-04-11 21.58000000 USD 0.00000000 USD 1700000.00000000 USD -13322.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 13386.39000000 0.003986794928 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-01 7.80000000 USD 0.00000000 USD 700000.00000000 USD 13378.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 4.01000000 0.000001194276 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-26 8.36000000 USD 0.00000000 USD 500000.00000000 USD -4.35000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -7691.40000000 -0.00229068737 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-26 18.35000000 USD 0.00000000 USD 2000000.00000000 USD -7709.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -9656.09000000 -0.00287582019 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-08-31 11.51000000 USD 0.00000000 USD 1500000.00000000 USD -9667.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5780000.00000000 OU Notional Amount USD 594836.72000000 0.177156949584 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-06-08 0.00000000 USD -65436.92000000 USD 5780000.00000000 USD 660273.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD 40035.61000000 0.011923585588 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-21 38.98000000 USD 0.00000000 USD 4000000.00000000 USD 39996.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -1912.10000000 -0.00056947022 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-26 13.06000000 USD 0.00000000 USD 1000000.00000000 USD -1925.16000000 N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 11590000.00000000 NS USD 11590000.00000000 3.451785971937 Long STIV RF US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 327600.00000000 OU Notional Amount USD 56484.53000000 0.016822476987 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-01-10 4.15000000 USD 0.00000000 USD 327600.00000000 USD 56480.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -25436.14000000 -0.00757550571 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-13 11.57000000 USD 0.00000000 USD 3000000.00000000 USD -25447.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 4539.82000000 0.001352069628 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-25 20.43000000 USD 0.00000000 USD 1500000.00000000 USD 4519.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 3344.46000000 0.000996062132 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-10-31 9.49000000 USD 0.00000000 USD 2000000.00000000 USD 3334.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 13906.81000000 0.004141788755 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-27 14.63000000 USD 0.00000000 USD 2000000.00000000 USD 13892.18000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -192.54000000 -0.00005734312 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-27 8.18000000 USD 0.00000000 USD 500000.00000000 USD -200.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -9063.72000000 -0.00269939789 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-20 17.37000000 USD 0.00000000 USD 2000000.00000000 USD -9081.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1250000.00000000 OU Notional Amount USD 82193.26000000 0.024479166682 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-06-17 0.00000000 USD -7518.79000000 USD 1250000.00000000 USD 89712.05000000 N N N iShares iBoxx $ High Yield Corporate Bond ETF 549300FCCXHK7O37PQ68 464288513 4001258.00000000 NS USD 316659558.12000000 94.30897503006 Long EC RF US N 1 N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD -6344.19000000 -0.00188945522 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-05-23 6.63000000 USD 0.00000000 USD 400000.00000000 USD -6350.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -17000.61000000 -0.00506319819 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-13 13.67000000 USD 0.00000000 USD 1500000.00000000 USD -17014.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD -16461.53000000 -0.00490264696 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-03-20 15.24000000 USD 0.00000000 USD 4000000.00000000 USD -16476.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -12760.98000000 -0.00380053250 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-15 11.70000000 USD 0.00000000 USD 1000000.00000000 USD -12772.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -1507.67000000 -0.00044902106 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-08-09 7.56000000 USD 0.00000000 USD 1000000.00000000 USD -1515.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -1160.79000000 -0.00034571170 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-28 6.28000000 USD 0.00000000 USD 1000000.00000000 USD -1167.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -5742.79000000 -0.00171034356 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-05-16 1.50000000 USD 0.00000000 USD 2000000.00000000 USD -5744.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 842000.00000000 OU Notional Amount USD 90727.75000000 0.027020946912 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-11 7.31000000 USD 0.00000000 USD 842000.00000000 USD 90720.44000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2500000.00000000 OU Notional Amount USD 247523.26000000 0.073718491509 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-12 18.51000000 USD 0.00000000 USD 2500000.00000000 USD 247504.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD 19913.65000000 0.005930772883 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-27 14.65000000 USD 0.00000000 USD 1300000.00000000 USD 19899.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 17652.77000000 0.005257427424 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-15 2.90000000 USD 0.00000000 USD 300000.00000000 USD 17649.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 12333.52000000 0.003673224445 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-07 17.24000000 USD 0.00000000 USD 2000000.00000000 USD 12316.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 26304.19000000 0.007834032273 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-12 7.81000000 USD 0.00000000 USD 800000.00000000 USD 26296.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8000000.00000000 OU Notional Amount USD 44231.53000000 0.013173233371 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-09-26 10.10000000 USD 0.00000000 USD 8000000.00000000 USD 44221.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2700000.00000000 OU Notional Amount USD 38735.22000000 0.011536297585 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-08 26.15000000 USD 0.00000000 USD 2700000.00000000 USD 38709.07000000 N N N BlackRock Funds III 5493008LW2651I1QB503 066922519 147073215.78000000 NS USD 147176167.03000000 43.83266857270 Long STIV RF US N 1 N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7000000.00000000 OU Notional Amount USD -2512.09000000 -0.00074816195 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-03-20 3.73000000 USD 0.00000000 USD 7000000.00000000 USD -2515.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 37698.81000000 0.011227629293 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-08 27.07000000 USD 0.00000000 USD 2000000.00000000 USD 37671.74000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 301.99000000 0.000089940021 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-02-28 9.75000000 USD 0.00000000 USD 600000.00000000 USD 292.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 45198.25000000 0.013461146273 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-11-23 0.00000000 USD -2541.59000000 USD 500000.00000000 USD 47739.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 22907.62000000 0.006822450506 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-02-08 7.34000000 USD 0.00000000 USD 500000.00000000 USD 22900.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -127.41000000 -0.00003794581 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-31 8.60000000 USD 0.00000000 USD 500000.00000000 USD -136.01000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -11874.62000000 -0.00353655278 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-04-11 7.80000000 USD 0.00000000 USD 2000000.00000000 USD -11882.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD -19209.40000000 -0.00572102997 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-13 4.30000000 USD 0.00000000 USD 5000000.00000000 USD -19213.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -30594.91000000 -0.00911191381 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-27 11.73000000 USD 0.00000000 USD 1500000.00000000 USD -30606.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2200000.00000000 OU Notional Amount USD -174.62000000 -0.00005200611 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-09 25.34000000 USD 0.00000000 USD 2200000.00000000 USD -199.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -13586.92000000 -0.00404651767 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-04-09 0.00000000 USD -41.46000000 USD 2000000.00000000 USD -13545.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 9187.24000000 0.002736185172 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-02-09 2.81000000 USD 0.00000000 USD 3000000.00000000 USD 9184.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 13388.90000000 0.003987542467 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-02-09 12.40000000 USD 0.00000000 USD 1000000.00000000 USD 13376.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD -11273.83000000 -0.00335762279 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-10-03 4.71000000 USD 0.00000000 USD 300000.00000000 USD -11278.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3500000.00000000 OU Notional Amount USD -655.91000000 -0.00019534606 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-11-01 34.31000000 USD 0.00000000 USD 3500000.00000000 USD -690.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 13642.92000000 0.004063195847 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-12-27 4.37000000 USD 0.00000000 USD 300000.00000000 USD 13638.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -7942.83000000 -0.00236556938 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-08-09 12.08000000 USD 0.00000000 USD 2500000.00000000 USD -7954.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -17520.26000000 -0.00521796269 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-27 7.82000000 USD 0.00000000 USD 500000.00000000 USD -17528.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 12286.17000000 0.003659122455 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-10 5.93000000 USD 0.00000000 USD 1000000.00000000 USD 12280.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 14441.57000000 0.004301053385 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-10-21 16.32000000 USD 0.00000000 USD 1200000.00000000 USD 14425.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 11361.54000000 0.003383744986 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-08-15 1.71000000 USD 0.00000000 USD 300000.00000000 USD 11359.83000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15000.00000000 OU Notional Amount USD 6614.07000000 0.001969832100 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-18 0.00000000 USD -664.02000000 USD 15000.00000000 USD 7278.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4300000.00000000 OU Notional Amount USD 556103.65000000 0.165621292322 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-05 35.68000000 USD 0.00000000 USD 4300000.00000000 USD 556067.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -578.92000000 -0.00017241656 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-20 13.03000000 USD 0.00000000 USD 1000000.00000000 USD -591.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 18005.29000000 0.005362416517 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-10 8.35000000 USD 0.00000000 USD 1000000.00000000 USD 17996.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 10393.60000000 0.003095468738 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-07 15.03000000 USD 0.00000000 USD 1200000.00000000 USD 10378.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 355000.00000000 OU Notional Amount USD 37876.37000000 0.011280511012 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-02-28 3.06000000 USD 0.00000000 USD 355000.00000000 USD 37873.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4450000.00000000 OU Notional Amount USD 543006.86000000 0.161720747369 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-27 37.43000000 USD 0.00000000 USD 4450000.00000000 USD 542969.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 11785.06000000 0.003509879619 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-10-08 8.55000000 USD 0.00000000 USD 500000.00000000 USD 11776.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2033000.00000000 OU Notional Amount USD 337115.33000000 0.100401205092 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-01-12 25.80000000 USD 0.00000000 USD 2033000.00000000 USD 337089.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount USD 211280.70000000 0.062924569145 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-11-30 13.74000000 USD 0.00000000 USD 1100000.00000000 USD 211266.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 12074.58000000 0.003596105768 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-23 8.41000000 USD 0.00000000 USD 1000000.00000000 USD 12066.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 3754.98000000 0.001118325046 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-06 12.52000000 USD 0.00000000 USD 1000000.00000000 USD 3742.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD -40602.75000000 -0.01209249377 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-13 16.66000000 USD 0.00000000 USD 4000000.00000000 USD -40619.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -13883.06000000 -0.00413471542 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-03 4.13000000 USD 0.00000000 USD 1000000.00000000 USD -13887.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 22493.91000000 0.006699237531 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-05 8.89000000 USD 0.00000000 USD 1500000.00000000 USD 22485.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3776000.00000000 OU Notional Amount USD 331197.76000000 0.098638807757 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-10 16.51000000 USD 0.00000000 USD 3776000.00000000 USD 331181.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 9450000.00000000 OU Notional Amount USD 943144.90000000 0.280891659648 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-04-07 0.00000000 USD -111517.65000000 USD 9450000.00000000 USD 1054662.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -12936.27000000 -0.00385273816 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-07-09 12.83000000 USD 0.00000000 USD 3000000.00000000 USD -12949.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -10522.72000000 -0.00313392383 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-20 8.39000000 USD 0.00000000 USD 2000000.00000000 USD -10531.11000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16400000.00000000 OU Notional Amount USD 643800.64000000 0.191739604648 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-09-15 0.00000000 USD -34669.66000000 USD 16400000.00000000 USD 678470.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 11607.42000000 0.003456974074 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-01-05 4.36000000 USD 0.00000000 USD 300000.00000000 USD 11603.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -25942.80000000 -0.00772640147 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-05-13 17.91000000 USD 0.00000000 USD 2000000.00000000 USD -25960.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6000000.00000000 OU Notional Amount USD -20960.35000000 -0.00624250578 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-07-08 5.73000000 USD 0.00000000 USD 6000000.00000000 USD -20966.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -23337.84000000 -0.00695058056 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-14 8.09000000 USD 0.00000000 USD 2000000.00000000 USD -23345.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2900000.00000000 OU Notional Amount USD 173988.27000000 0.051817969772 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-09-29 10.25000000 USD 0.00000000 USD 2900000.00000000 USD 173978.02000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2500000.00000000 OU Notional Amount USD -25638.17000000 -0.00763567519 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-13 10.10000000 USD 0.00000000 USD 2500000.00000000 USD -25648.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1300000.00000000 OU Notional Amount USD -12600.24000000 -0.00375266019 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-08-18 0.00000000 USD -1307.38000000 USD 1300000.00000000 USD -11292.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 7926.75000000 0.002360780366 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-09 6.15000000 USD 0.00000000 USD 1000000.00000000 USD 7920.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 46744.48000000 0.013921651452 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-02-05 16.93000000 USD 0.00000000 USD 2000000.00000000 USD 46727.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -9705.03000000 -0.00289039572 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-08-31 7.51000000 USD 0.00000000 USD 1500000.00000000 USD -9712.54000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -8127.87000000 -0.00242067883 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-06 9.08000000 USD 0.00000000 USD 1000000.00000000 USD -8136.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -9029.27000000 -0.00268913783 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-04-03 17.51000000 USD 0.00000000 USD 2000000.00000000 USD -9046.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -3039.57000000 -0.00090525841 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-09 19.68000000 USD 0.00000000 USD 1500000.00000000 USD -3059.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 6289.01000000 0.001873021267 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-23 6.17000000 USD 0.00000000 USD 500000.00000000 USD 6282.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 2771.00000000 0.000825271693 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-06-16 8.89000000 USD 0.00000000 USD 2000000.00000000 USD 2762.11000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -7526.26000000 -0.00224150463 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-20 18.88000000 USD 0.00000000 USD 1500000.00000000 USD -7545.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 24612.92000000 0.007330330628 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-05-24 11.11000000 USD 0.00000000 USD 1000000.00000000 USD 24601.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 29097.97000000 0.008666088408 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-18 12.61000000 USD 0.00000000 USD 1500000.00000000 USD 29085.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -23111.98000000 -0.00688331392 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-11 8.32000000 USD 0.00000000 USD 2000000.00000000 USD -23120.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4000000.00000000 OU Notional Amount USD 8464.61000000 0.002520968253 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-31 39.18000000 USD 0.00000000 USD 4000000.00000000 USD 8425.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 55124.73000000 0.016417495230 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-02-03 12.68000000 USD 0.00000000 USD 1200000.00000000 USD 55112.05000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 25518.90000000 0.007600153670 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-02-14 25.53000000 USD 0.00000000 USD 3000000.00000000 USD 25493.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -29562.64000000 -0.00880447851 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-23 12.23000000 USD 0.00000000 USD 3000000.00000000 USD -29574.87000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 34191.61000000 0.010183099202 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-01-13 6.64000000 USD 0.00000000 USD 2000000.00000000 USD 34184.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 8775.45000000 0.002613544021 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-02-14 12.42000000 USD 0.00000000 USD 1000000.00000000 USD 8763.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -241.13000000 -0.00007181442 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-27 17.43000000 USD 0.00000000 USD 2000000.00000000 USD -258.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -7894.01000000 -0.00235102959 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-31 17.42000000 USD 0.00000000 USD 1500000.00000000 USD -7911.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -9033.12000000 -0.00269028446 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-11-13 11.11000000 USD 0.00000000 USD 2000000.00000000 USD -9044.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 150000.00000000 OU Notional Amount USD 10898.61000000 0.003245873089 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-08-23 2.08000000 USD 0.00000000 USD 150000.00000000 USD 10896.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 750000.00000000 OU Notional Amount USD -20143.52000000 -0.00599923380 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-27 8.82000000 USD 0.00000000 USD 750000.00000000 USD -20152.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1700000.00000000 OU Notional Amount USD -542.86000000 -0.00016167700 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-11-01 23.21000000 USD 0.00000000 USD 1700000.00000000 USD -566.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 15097.55000000 0.004496420302 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-02-28 1.29000000 USD 0.00000000 USD 100000.00000000 USD 15096.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 830000.00000000 OU Notional Amount USD 122850.22000000 0.036587805525 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-20 9.63000000 USD 0.00000000 USD 830000.00000000 USD 122840.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 29243.04000000 0.008709293809 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-05 12.25000000 USD 0.00000000 USD 1000000.00000000 USD 29230.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 4190.36000000 0.001247991877 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-07-15 13.14000000 USD 0.00000000 USD 1000000.00000000 USD 4177.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD 60252.37000000 0.017944632057 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-01-10 15.69000000 USD 0.00000000 USD 1500000.00000000 USD 60236.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10000.00000000 OU Notional Amount USD 4897.40000000 0.001458565713 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-03-30 0.00000000 USD -446.36000000 USD 10000.00000000 USD 5343.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 11444.56000000 0.003408470376 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-23 2.31000000 USD 0.00000000 USD 3000000.00000000 USD 11442.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -8899.98000000 -0.00265063210 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-04-03 7.74000000 USD 0.00000000 USD 2000000.00000000 USD -8907.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -8578.94000000 -0.00255501852 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-06-11 8.33000000 USD 0.00000000 USD 500000.00000000 USD -8587.27000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 21034.18000000 0.006264494172 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-10 12.27000000 USD 0.00000000 USD 1000000.00000000 USD 21021.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1500000.00000000 OU Notional Amount USD -12373.94000000 -0.00368526251 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-06 19.45000000 USD 0.00000000 USD 1500000.00000000 USD -12393.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -10245.79000000 -0.00305144729 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-05-16 4.05000000 USD 0.00000000 USD 1000000.00000000 USD -10249.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 1273.63000000 0.000379318219 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-10-25 6.87000000 USD 0.00000000 USD 5000000.00000000 USD 1266.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10500000.00000000 OU Notional Amount USD 1819690.51000000 0.541948418954 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-04-01 128895.60000000 USD 0.00000000 USD 10500000.00000000 USD 1690794.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 9604.91000000 0.002860577532 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-23 6.03000000 USD 0.00000000 USD 1000000.00000000 USD 9598.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD 2136.48000000 0.000636296090 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-03-06 11.25000000 USD 0.00000000 USD 3000000.00000000 USD 2125.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD -2686.60000000 -0.00080013530 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-07-09 9.24000000 USD 0.00000000 USD 1000000.00000000 USD -2695.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1915900.00000000 OU Notional Amount USD 149030.00000000 0.044384785452 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-09 8.71000000 USD 0.00000000 USD 1915900.00000000 USD 149021.29000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 21091.94000000 0.006281696515 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-01-18 12.32000000 USD 0.00000000 USD 1000000.00000000 USD 21079.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD -2815.79000000 -0.00083861125 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-02-26 17.14000000 USD 0.00000000 USD 2000000.00000000 USD -2832.93000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -21756.22000000 -0.00647953537 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-07-08 27.69000000 USD 0.00000000 USD 3000000.00000000 USD -21783.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1172000.00000000 OU Notional Amount USD 86471.58000000 0.025753355204 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-02-28 5.42000000 USD 0.00000000 USD 1172000.00000000 USD 86466.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6000000.00000000 OU Notional Amount USD -58300.93000000 -0.01736344541 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-07-03 25.49000000 USD 0.00000000 USD 6000000.00000000 USD -58326.42000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -17929.45000000 -0.00533982950 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-27 12.67000000 USD 0.00000000 USD 3000000.00000000 USD -17942.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD -5216.82000000 -0.00155369681 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-18 0.00000000 USD -662.70000000 USD 500000.00000000 USD -4554.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 22435.02000000 0.006681698646 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-05 3.06000000 USD 0.00000000 USD 5000000.00000000 USD 22431.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7600000.00000000 OU Notional Amount USD 730257.04000000 0.217488438876 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-11-18 29.26000000 USD 0.00000000 USD 7600000.00000000 USD 730227.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 14710.45000000 0.004381132437 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-02-07 3.48000000 USD 0.00000000 USD 1000000.00000000 USD 14706.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD -60698.23000000 -0.01807742008 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-07-03 46.03000000 USD 0.00000000 USD 5000000.00000000 USD -60744.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 450000.00000000 OU Notional Amount USD 17002.20000000 0.005063671738 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-02 4.64000000 USD 0.00000000 USD 450000.00000000 USD 16997.56000000 N N N 2024-11-29 iShares U.S. ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer