0001752724-24-072006.txt : 20240327 0001752724-24-072006.hdr.sgml : 20240327 20240327162439 ACCESSION NUMBER: 0001752724-24-072006 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20240731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Greenwood Street Trust CENTRAL INDEX KEY: 0001898391 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0131 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23762 FILM NUMBER: 24791072 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 0001898391 S000083196 Fidelity SAI Alternative Risk Premia Strategy Fund C000246713 Fidelity SAI Alternative Risk Premia Strategy Fund FRPCX NPORT-P 1 primary_doc.xml NPORT-P false 0001898391 XXXXXXXX S000083196 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N/A LEAN HOGS FUTURE APR24 LHJ4 3926.89863277 USD N/A N/A LIVE CATTLE FUTR APR24 LCJ4 4069542.98046468 USD N/A N/A LME PRI ALUM FUTR MAR24 LAH24 3734219.24367403 USD N/A N/A SUGAR #11 (WORLD) FUT MAR24 SBH4 0.00000000 USD N/A N/A GASOLINE RBOB FUT MAR24 XBH4 7679103.66217186 USD N/A N/A LME ZINC FUTURE MAR24 LXH4 66631.51120439 USD N/A N/A LME NICKEL FUTURE MAR24 LNH4 -1596056.01682295 USD N/A N/A COFFEE 'C' FUTURE MAR24 KCH4 -3069591.48623380 USD N/A N/A NY HARB ULSD FUT MAR24 HOH4 3845976.35515560 USD N/A N/A LME COPPER FUTURE MAR24 LPH24 823367.47633135 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 65800821.93000000 USD -298860.77000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 328106.00000000 NC USD 124745.90000000 0.111650919385 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSCOFMR1 INDEX GSCOFMR1 NATURAL GAS FUT JUL24 NGN24 21645459.37629310 USD N/A N/A SOYBEAN FUTURE NOV24 S X4 7.23013541 USD N/A N/A COTTON NO.2 FUTR MAY24 CTK4 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LHJ4 -2216967.20087750 USD N/A N/A RED WHEAT FUT MGE MAR24 MWH4 2195144.66827756 USD N/A N/A WHITE SUGAR (ICE) FUT MAY24 QWK4 2225752.75279561 USD N/A N/A COTTON NO.2 FUTR MAR24 CTH4 2229134.76413778 USD N/A N/A COFFEE 'C' FUTURE MAR24 KCH4 -2968580.27722018 USD N/A N/A LME NICKEL FUTURE MAR24 LNH4 -2234785.27705810 USD N/A N/A SOYBEAN OIL FUTR MAR24 BOH4 2219892.13513266 USD N/A N/A LIVE CATTLE FUTR APR24 LCJ4 2206108.27124136 USD N/A N/A SILVER FUTURE MAR24 SIH4 -2213577.11775002 USD N/A N/A LME ZINC FUTURE MAR24 LXH4 -936051.35571429 USD N/A N/A SUGAR #11 (WORLD) FUT MAR24 SBH4 2239344.11434626 USD N/A N/A LME COPPER FUTURE MAR24 LPH24 2338486.05589012 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 28846413.05000000 USD 13056.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 244759.00000000 NC USD -95684.25000000 -0.08563996478 N/A DIR CORP CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 UBCMFMR1 INDEX UBCMFMR1 SOYBEAN FUTURE JUL24 S N4 4217900.64267509 USD N/A N/A SUGAR #11 (WORLD) FUT OCT24 SBV4 -2121591.74259778 USD N/A N/A NY HARB ULSD FUT SEP24 HOU4 -1056084.38513122 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 1522117.50061572 USD N/A N/A LME PRI ALUM FUTR MAR24 LAH24 -4683695.30317239 USD N/A N/A GASOLINE RBOB FUT JUL24 XBN4 -3076814.98088395 USD N/A N/A LIVE CATTLE FUTR JUN24 LCM4 -5192835.72031563 USD N/A N/A LIVE CATTLE FUTR AUG24 LCQ4 -2600415.04263892 USD N/A N/A GASOLINE RBOB FUT SEP24 XBU4 -1540970.27993671 USD N/A N/A SOYBEAN FUTURE MAR24 S H4 -6303457.12519471 USD N/A N/A GASOLINE RBOB FUT MAR24 XBH4 4548621.97240176 USD N/A N/A SOYBEAN MEAL FUTR MAR24 SMH4 -8076342.35107695 USD N/A N/A SUGAR #11 (WORLD) FUT JUL24 SBN4 -4254340.74686672 USD N/A N/A SUGAR #11 (WORLD) FUT MAR24 SBH4 6415569.08794349 USD N/A N/A WHEAT FUTURE(CBT) JUL24 W N4 2075784.10667666 USD N/A N/A SOYBEAN MEAL FUTR JUL24 SMN4 5279204.40138169 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 -1015995.07061547 USD N/A N/A SOYBEAN MEAL FUTR DEC24 SMZ4 2615969.74632382 USD N/A N/A SOYBEAN FUTURE NOV24 S X4 2104679.67427616 USD N/A N/A LME PRI ALUM FUTR SEP24 LAU24 1558406.77207360 USD N/A N/A WHEAT FUTURE(CBT) SEP24 W U4 1039310.20619791 USD N/A N/A WHEAT FUTURE(CBT) MAR24 WH24 -3118098.43001456 USD N/A N/A LIVE CATTLE FUTR APR24 LCJ4 7746367.98420925 USD N/A N/A BRENT CRUDE FUTR NOV24 COX4 -509051.00178536 USD N/A N/A NY HARB ULSD FUT MAR24 HOH4 3163358.07966100 USD N/A N/A LME PRI ALUM FUTR JUL24 LAN24 3121837.62794310 USD N/A N/A NY HARB ULSD FUT JUL24 HON4 -2113646.24230137 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 46795473.21000000 USD -95684.25000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 30814.00000000 NC USD -92454.29000000 -0.08274906413 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BABXFMR2 INDEX BABXFMR2 WHEAT FUTURE(CBT) MAR24 WH24 -4916620.21200000 USD N/A N/A SOYBEAN FUTURE JUL24 S N4 10170068.25800000 USD N/A N/A LME NICKEL FUTURE MAR24 LNH4 -4602379.04000000 USD N/A N/A SUGAR #11 (WORLD) FUT JUL24 SBN4 5643676.54200000 USD N/A N/A LME LEAD FUTURE MAR24 LLH4 -1632494.90600000 USD N/A N/A LME LEAD FUTURE MAY24 LLK4 1632494.90600000 USD N/A N/A GASOLINE RBOB FUT MAY24 XBK4 4221610.44200000 USD N/A N/A COFFEE 'C' FUTURE MAR24 KCH4 -5601707.87400000 USD N/A N/A CORN FUTURE MAR24 C H4 -9765542.06600000 USD N/A N/A SOYBEAN MEAL FUTR MAR24 SMH4 -6173985.48200000 USD N/A N/A LME LEAD FUTURE APR24 LLJ4 0.00000000 USD N/A N/A LME PRI ALUM FUTR MAR24 LAH24 -7270409.23000000 USD N/A N/A GASOLINE RBOB FUT MAR24 XBH4 -4221610.44200000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 -27901275.83600000 USD N/A N/A SOYBEAN MEAL FUTR JUL24 SMN4 6173985.48200000 USD N/A N/A KC HRW WHEAT FUT MAR24 KWH4 -3242187.45200000 USD N/A N/A NATURAL GAS FUT JUN24 NGM24 11228683.22800000 USD N/A N/A LME NICKEL FUTURE MAY24 LNK4 4602379.04000000 USD N/A N/A COTTON NO.2 FUTR MAR24 CTH4 -2946373.05200000 USD N/A N/A LME NICKEL FUTURE APR24 LNJ4 0.00000000 USD N/A N/A WHEAT FUTURE(CBT) DEC24 W Z4 4916620.21200000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 0.00000000 USD N/A N/A LME PRI ALUM FUTR APR24 LAJ24 0.00000000 USD N/A N/A LEAN HOGS FUTURE APR24 LHJ4 -3837513.93200000 USD N/A N/A LOW SU GASOIL G FUT MAY24 QSK4 5446929.15200000 USD N/A N/A KC HRW WHEAT FUT DEC24 KWZ4 3242187.45200000 USD N/A N/A LME PRI ALUM FUTR MAY24 LAK24 7270409.23000000 USD N/A N/A LOW SU GASOIL G FUT MAR24 QSH4 -5446929.15200000 USD N/A N/A LIVE CATTLE FUTR APR24 LCJ4 -6552443.03000000 USD N/A N/A NY HARB ULSD FUT MAR24 HOH4 -4132866.12200000 USD N/A N/A NATURAL GAS FUT MAR24 NGH24 -11228683.22800000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 27901275.83600000 USD N/A N/A LME ZINC FUTURE MAR24 LXH4 -4416354.92200000 USD N/A N/A COTTON NO.2 FUTR JUL24 CTN4 2946373.05200000 USD N/A N/A SOYBEAN FUTURE MAR24 S H4 -10170068.25800000 USD N/A N/A LIVE CATTLE FUTR AUG24 LCQ4 6552443.03000000 USD N/A N/A LME ZINC FUTURE MAY24 LXK4 4416354.92200000 USD N/A N/A SUGAR #11 (WORLD) FUT MAY24 SBK4 -5643676.54200000 USD N/A N/A NY HARB ULSD FUT APR24 HOJ4 0.00000000 USD N/A N/A NY HARB ULSD FUT MAY24 HOK4 4132866.12200000 USD N/A N/A LEAN HOGS FUTURE JUN24 LHM4 3837513.93200000 USD N/A N/A COTTON NO.2 FUTR MAY24 CTK4 0.00000000 USD N/A N/A LME COPPER FUTURE MAR24 LPH24 -9661514.00200000 USD N/A N/A LME ZINC FUTURE APR24 LXJ4 0.00000000 USD N/A N/A GASOLINE RBOB FUT APR24 XBJ4 0.00000000 USD N/A N/A CORN FUTURE JUL24 C N4 9765542.06600000 USD N/A N/A COFFEE 'C' FUTURE JUL24 KCN4 5601707.87400000 USD N/A N/A LME COPPER FUTURE APR24 LPJ24 0.00000000 USD N/A N/A SOYBEAN OIL FUTR JUL24 BON4 5740401.68800000 USD N/A N/A SOYBEAN OIL FUTR MAR24 BOH4 -5740401.68800000 USD N/A N/A LME COPPER FUTURE MAY24 LPK24 9661514.00200000 USD N/A N/A LOW SU GASOIL G FUT APR24 QSJ4 0.00000000 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 36369856.64000000 USD -92454.29000000 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 11203152.66900000 NS USD 11205393.30000000 10.02912692136 Long STIV RF US N 1 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 269823.00000000 NC USD 13763.30000000 0.012318521881 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BABXFMR3 INDEX BABXFMR3 WTI CRUDE FUTURE MAY24 CLK4 CALL 104 04/17/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 112 04/25/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 55 05/16/2024 1618.93800000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 100 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 21046.19400000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 55 02/14/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 52 03/15/2024 1888.76100000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 PUT 56 05/28/2024 4317.16800000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 52 04/25/2024 2698.23000000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 120 02/26/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 103 03/15/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 58 02/26/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 CALL 113 05/28/2024 1079.29200000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 135 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 CALL 115 05/28/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 46 04/17/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 50 03/15/2024 1079.29200000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 113 03/25/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 53 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 56 04/25/2024 809.46900000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 51 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 130 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 PUT 54 03/25/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 48 05/16/2024 1618.93800000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 49 03/15/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 111 04/25/2024 1888.76100000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 53 04/25/2024 2698.23000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 48 03/15/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 55 04/25/2024 2428.40700000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 PUT 54 05/28/2024 3507.69900000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 53 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 120 03/25/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 107 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 137 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 52 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 114 03/15/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 54 04/25/2024 7824.86700000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 102 04/17/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 109 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 57 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 -12142.03500000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 26442.65400000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 115 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 54 02/26/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 110 04/25/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 109 03/25/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 116 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 51 03/15/2024 1079.29200000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 118 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 2158.58400000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 115 03/25/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 104 05/16/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 134 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 140 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 45869.91000000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 57 02/26/2024 809.46900000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 50 04/17/2024 3507.69900000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 PUT 57 05/28/2024 1618.93800000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 98 04/17/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 101 04/17/2024 2428.40700000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 108 05/16/2024 1079.29200000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 50 05/16/2024 1888.76100000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 53 05/16/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 129 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUL24 CON4 CALL 114 05/28/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 107 04/25/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 109 03/15/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 140 02/26/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 117 03/15/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 101 03/25/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 101 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 PUT 47 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 109 05/16/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 99 04/17/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 96 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 47 04/17/2024 809.46900000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 123 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 52 05/16/2024 2428.40700000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 135 02/14/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 PUT 53 03/25/2024 1618.93800000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 125 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 109 04/25/2024 2698.23000000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 51 04/17/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 113 03/15/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 48 04/17/2024 1349.11500000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 PUT 55 03/25/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 136 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 105 05/16/2024 1349.11500000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 97 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 115 03/15/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 49 04/17/2024 2428.40700000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 133 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 63678.22800000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 56 02/26/2024 809.46900000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 99 03/15/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 107 03/25/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 103 04/17/2024 1349.11500000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 145 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 106 03/25/2024 539.64600000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 PUT 52 04/17/2024 1349.11500000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 114 02/26/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 122 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 107 05/16/2024 809.46900000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 54 05/16/2024 2698.23000000 USD N/A N/A WTI CRUDE FUTURE MAY24 CLK4 CALL 100 04/17/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 100 03/25/2024 539.64600000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 104 03/25/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 48298.31700000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 113 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 128 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 54 02/14/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 PUT 56 02/14/2024 269.82300000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 111 02/26/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 32648.58300000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 55 02/26/2024 539.64600000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 114 03/25/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE MAR24 CLH4 CALL 124 02/14/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 108 03/15/2024 0.00000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 PUT 51 03/25/2024 809.46900000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 PUT 52 03/25/2024 539.64600000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 PUT 59 02/26/2024 269.82300000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 112 03/15/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 51 05/16/2024 1079.29200000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 CALL 108 04/25/2024 2968.05300000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 CALL 106 05/16/2024 1888.76100000 USD N/A N/A WTI CRUDE FUTURE JUN24 CLM4 PUT 49 05/16/2024 2698.23000000 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 CALL 103 03/25/2024 1079.29200000 USD N/A N/A BRENT CRUDE FUTR JUN24 COM4 PUT 51 04/25/2024 539.64600000 USD N/A N/A BRENT CRUDE FUTR APR24 COJ4 CALL 150 02/26/2024 0.00000000 USD N/A N/A WTI CRUDE FUTURE APR24 CLJ4 CALL 111 03/15/2024 0.00000000 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 25775165.86000000 USD 13763.30000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 58557.00000000 NC USD 3513.42000000 0.003144604938 N/A DIR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BXIIFMR1 INDEX BXIIFMR1 NY HARB ULSD FUT JUL24 HON4 790540.48003618 USD N/A N/A LEAN HOGS FUTURE APR24 LHJ4 -772327.97522875 USD N/A N/A COPPER FUTURE MAR24 HGH4 -1117166.82202720 USD N/A N/A KC HRW WHEAT FUT MAR24 KWH4 -614892.85861394 USD N/A N/A SILVER FUTURE MAR24 SIH4 -287530.44541247 USD N/A N/A LME PRI ALUM FUTR MAR24 LAH24 -1133865.12320168 USD N/A N/A BRENT CRUDE FUTR MAY24 COK4 -692012.09086434 USD N/A N/A LME ZINC FUTURE MAR24 LXH4 -786523.63428766 USD N/A N/A SOYBEAN OIL 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-438235.76810306 USD N/A N/A Y 2024-05-31 0.00000000 USD 0.00000000 USD 21027092.59000000 USD 3513.42000000 N N N UST BILLS 254900HROIFWPRGM1V77 912797GX9 102100000.00000000 PA USD 101471362.13000000 90.81958503729 Long DBT UST US N 2 2024-03-14 Fixed 0.00000000 N N N N N N 2024-03-01 Heather Bonner Heather Bonner Heather Bonner President and Treasurer