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SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESU1 Index 2021-09-17 76472312.50000000 USD 1365777.50000000 N N N Eurex Zurich N/A 000000000 -6700.00000000 NC -46677.05000000 -0.00308717501 N/A DIR DE N 1 Eurex Zurich N/A Short Euro-Schatz Futures (FGBS) DUU1 Comdty 2021-09-08 -751298635.00000000 EUR -46677.05000000 N N N United States Treasury N/A 912796G78 20000000.00000000 PA USD 19996363.80000000 1.322540194547 Long STIV UST US N 2 2021-10-28 Fixed 0.01000000 N N N N N N 2021-07-30 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer