0001752724-23-139599.txt : 20230622
0001752724-23-139599.hdr.sgml : 20230622
20230622132603
ACCESSION NUMBER: 0001752724-23-139599
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20230622
DATE AS OF CHANGE: 20230622
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL WORLD FUND, INC.
CENTRAL INDEX KEY: 0000741350
IRS NUMBER: 133204887
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03981
FILM NUMBER: 231032590
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL WORLD FUND INC
DATE OF NAME CHANGE: 19960807
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL GLOBAL FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL BACHE GLOBAL FUND INC
DATE OF NAME CHANGE: 19911230
0000741350
S000031677
PGIM Emerging Markets Debt Local Currency Fund
C000098570
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EMDAX
C000098580
Class C
EMDCX
C000098581
Class R6
EMDQX
C000098582
Class Z
EMDZX
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1
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XXXXXXXX
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811-03981
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5493003FFF3WYM74WH03
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Emerging Markets Debt Local Currency Fund
S000031677
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2023-10-31
2023-04-28
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PLN
RON
THB
USD
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J.P. Morgan EMBI Global Divers
JPEIDIVR Index
UK CLEARING HOUSE LIMITED
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UK CLEARING HOUSE LIMITED
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Citibank, National Association
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
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MALAYSIA GOVERNMENT
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Malaysia Government Bond
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DBT
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MY
N
2
2042-10-15
Fixed
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N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
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DIR
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US
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2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
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2027-01-04
0.00000000
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J.P. MORGAN SECURITIES LLC
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USD/HUF FORWARD
000000000
1.00000000
NC
USD
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DFE
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US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-474361.85000000
USD
166975425.00000000
HUF
2023-07-19
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N
PHILIPPINE GOVERNMENT
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Philippine Government Bond
000000000
5600000.00000000
PA
95213.04000000
0.193138184090
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.62500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
COP/USD FORWARD
000000000
1.00000000
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USD
-1003.21000000
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DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-36375.00000000
USD
168261662.00000000
COP
2023-06-21
-1003.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MYR FORWARD
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1.00000000
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USD
-690.28000000
-0.00140022234
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DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-69472.00000000
USD
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MYR
2023-06-21
-690.28000000
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N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/ZAR FORWARD
000000000
1.00000000
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USD
-2072.82000000
-0.00420468342
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DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-347128.99000000
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2023-06-21
-2072.82000000
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N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
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USD
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DFE
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US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-15457271.00000000
CNY
2258316.19000000
USD
2023-05-23
22334.35000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
RON/USD FORWARD
000000000
1.00000000
NC
USD
51.99000000
0.000105460913
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DFE
CORP
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N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-102623.36000000
USD
460001.00000000
RON
2023-07-19
51.99000000
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N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
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PA
51851.53000000
0.105180029400
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
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PA
272506.26000000
0.552774748183
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-6336.21000000
-0.01285290432
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DFE
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US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-315060.00000000
USD
17108073.06000000
PHP
2023-06-21
-6336.21000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/JPY FORWARD
000000000
1.00000000
NC
USD
-5564.07000000
-0.01128663023
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DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-224000.00000000
EUR
32612406.00000000
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-5564.07000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-3043.17000000
-0.00617302343
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DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-460346.00000000
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120736.99000000
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2023-06-21
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N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
2700000.00000000
PA
70198.22000000
0.142396007282
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
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DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
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USD
2704792.34000000
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2023-06-21
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N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
695000.00000000
NC
USD
0.67000000
0.000001359084
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2023-05-17
695000.00000000
USD
4.25000000
USD
2023-05-17
XXXX
-3.50000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
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222980615.00000000
PA
39483.18000000
0.080091022063
Long
DBT
NUSS
CO
N
2
2049-06-16
Fixed
3.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-382.35000000
-0.00077559108
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-15
0.00000000
USD
-2265.49000000
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4547000.00000000
CNY
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N
N
GOLDMAN SACHS INTERNATIONAL
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IRS MYR
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1.00000000
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4484.83000000
0.009097408528
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2027-07-21
0.00000000
USD
-11.31000000
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2300000.00000000
MYR
4496.14000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-2508.04000000
-0.00508752048
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-424085.00000000
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111522.08000000
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2023-06-21
-2508.04000000
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N
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REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
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PA
1504109.42000000
3.051062775146
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
3270.36000000
0.006633874852
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-09-21
0.00000000
USD
-154.21000000
USD
-2065890000.00000000
COP
3424.57000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
390000.00000000
PA
87360.70000000
0.177209833431
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
8220.73000000
0.016675624096
N/A
DFE
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US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-876579.00000000
AUD
590282.16000000
USD
2023-07-19
8220.73000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-85237.41000000
-0.17290277239
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-15532.11000000
USD
-4829831.00000000
PLN
-69705.30000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1660000.00000000
PA
330827.42000000
0.671078322320
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
11544.29000000
0.023417414329
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-539684.86000000
USD
2622166826.00000000
COP
2023-06-21
11544.29000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2015000.00000000
PA
457236.27000000
0.927496726164
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS MXN PUT
000000000
974000.00000000
NC
USD
531.59000000
0.001078322121
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2023-06-02
974000.00000000
USD
20.25000000
USD
2023-06-02
XXXX
-27266.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-6681.59000000
-0.01355350232
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-504800.53000000
USD
1804359.00000000
ILS
2023-06-21
-6681.59000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-1836.29000000
-0.00372488596
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-237000.00000000
USD
191232930.00000000
CLP
2023-06-22
-1836.29000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3211.43000000
0.006514336256
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-04-24
0.00000000
USD
0.00000000
USD
5630000.00000000
CNY
3211.43000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
COP/USD FORWARD
000000000
1.00000000
NC
USD
132.72000000
0.000269220474
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-78379.62000000
USD
373478890.00000000
COP
2023-06-21
132.72000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1050000.00000000
PA
225829.06000000
0.458090767433
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
110000000.00000000
PA
131351.56000000
0.266444614896
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1830000.00000000
PA
417989.15000000
0.847884548173
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
50000000.00000000
PA
49018.35000000
0.099432967439
Long
DBT
NUSS
CL
N
2
2033-10-01
Fixed
2.80000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-19687.86000000
-0.03993652055
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5133711000.00000000
IDR
330000.00000000
USD
2023-06-21
-19687.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
486000.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-04
486000.00000000
USD
16.00000000
USD
2023-05-04
XXXX
-27.70000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
3078.54000000
0.006244770939
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3863806.20000000
CNY
562000.00000000
USD
2023-05-23
3078.54000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
200000.00000000
PA
35934.36000000
0.072892295392
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
-230000.00000000
NC
USD
-1313.59000000
-0.00266459706
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-19
-230000.00000000
USD
18.00000000
USD
2023-05-19
XXXX
1508.51000000
N
N
N
MALAYSIA INVESTMNT ISSUE
254900GSIL471JOBYY43
Malaysia Government Investment Issue
000000000
430000.00000000
PA
90863.47000000
0.184315148387
Long
DBT
NUSS
MY
N
2
2036-07-15
Fixed
3.44700000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/KRW FORWARD
000000000
1.00000000
NC
USD
1895.96000000
0.003845925636
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-704242750.00000000
KRW
530000.00000000
USD
2023-06-21
1895.96000000
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS ZAR
000000000
1.00000000
NC
-22776.79000000
-0.04620236744
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2025-08-21
0.00000000
USD
-7510.02000000
USD
5789000.00000000
ZAR
-15266.77000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-15708.71000000
-0.03186487611
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-13
0.00000000
USD
-39.68000000
USD
3244000.00000000
ZAR
-15669.03000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
15085000.00000000
PA
486626.26000000
0.987113867882
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1240000.00000000
PA
199922.28000000
0.405539263513
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
26241.89000000
0.053231269390
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-12-15
0.00000000
USD
0.00000000
USD
-2360000.00000000
PLN
26241.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
-463000.00000000
NC
USD
-10756.01000000
-0.02181840049
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2023-05-18
-463000.00000000
USD
18.40000000
USD
2023-05-18
XXXX
-1996.05000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3925000.00000000
PA
850078.75000000
1.724371641836
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY CALL VERSUS USD PUT
000000000
1160000.00000000
NC
USD
23662.97000000
0.047999969920
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TRY
N/A
USD
2023-04-28
1160000.00000000
USD
19.85000000
USD
2023-04-28
XXXX
1455.21000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7316900.00000000
PA
388109.67000000
0.787274483535
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
880000.00000000
PA
192489.27000000
0.390461517295
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
533634.40000000
PA
107820.32000000
0.218711857250
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1410000000.00000000
PA
97865.25000000
0.198518151196
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
178.61000000
0.000362307632
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1585050.55000000
THB
46848.00000000
USD
2023-06-21
178.61000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-90438.68000000
-0.18345346841
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-11
0.00000000
USD
-8744.30000000
USD
14445800.00000000
MXN
-81694.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
7000.17000000
0.014199736949
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1237951.41000000
USD
102035669.00000000
INR
2023-06-21
7000.17000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
36403.86000000
0.073844668905
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-07-13
93.28000000
USD
0.00000000
USD
-6680000.00000000
ZAR
36310.58000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
7810.87000000
0.015844229403
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-14
0.00000000
USD
0.00000000
USD
12350000.00000000
MXN
7810.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
-489000.00000000
NC
USD
-15828.24000000
-0.03210734087
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-18
-489000.00000000
USD
350.00000000
USD
2023-05-18
XXXX
-5841.88000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
2973.62000000
0.006031942336
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-284000.00000000
USD
9746596.00000000
THB
2023-06-21
2973.62000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-39908.53000000
-0.08095383798
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-07-24
0.00000000
USD
0.00000000
USD
2700000.00000000
PLN
-39908.53000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-13376.50000000
-0.02713402407
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-1047000000.00000000
COP
-13376.50000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
6676.81000000
0.013543806173
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
5758.21000000
USD
0.00000000
USD
-2808000.00000000
ZAR
918.60000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
16610100.00000000
PA
868345.30000000
1.761425056963
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EGP/USD FORWARD
000000000
1.00000000
NC
USD
-17510.02000000
-0.03551880568
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-81907.57000000
USD
2684257.80000000
EGP
2024-01-10
-17510.02000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-18437.93000000
-0.03740105681
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-209098.12000000
USD
4215690.00000000
TRY
2023-06-21
-18437.93000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/HUF FORWARD
000000000
1.00000000
NC
USD
1162.08000000
0.002357261368
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-377308.08000000
USD
131284346.00000000
HUF
2023-07-19
1162.08000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-28175.09000000
-0.05715273579
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
-33234.97000000
USD
-5351074.11000000
BRL
5059.88000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-4210.08000000
-0.00854008238
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-286000.00000000
USD
375775400.00000000
KRW
2023-06-21
-4210.08000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-1016.88000000
-0.00206272540
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-06-21
0.00000000
USD
0.00000000
USD
1020886.00000000
PLN
-1016.88000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-9256.37000000
-0.01877640387
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-412000.00000000
USD
537070840.00000000
KRW
2023-06-21
-9256.37000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
14728.88000000
0.029877306059
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
2510102.13000000
BRL
14728.88000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
33070000.00000000
PA
70625.18000000
0.143262089061
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
74510000.00000000
PA
201870.83000000
0.409491867154
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2916.41000000
0.005915892733
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-1137612841.00000000
KRW
856000.00000000
USD
2023-06-21
2916.41000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
993000000.00000000
PA
68066.53000000
0.138071906973
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
230000.00000000
NC
USD
3376.53000000
0.006849239061
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2023-09-21
230000.00000000
USD
20.00000000
USD
2023-09-21
XXXX
-2578.40000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
10845000.00000000
PA
480612.81000000
0.974915677244
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 YEAR US TREASURY NOTE
000000000
-4.00000000
NC
USD
-9855.21000000
-0.01999114158
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
-429113.55000000
USD
-9855.21000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
12012.51000000
0.024367191382
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-08-02
0.00000000
USD
0.00000000
USD
1670000.00000000
PLN
12012.51000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-90.36000000
-0.00018329386
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-699247.50000000
SGD
525000.00000000
USD
2023-06-21
-90.36000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
100000.00000000
PA
99226.09000000
0.201278594161
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
MXN/USD FORWARD
000000000
1.00000000
NC
USD
8.65000000
0.000017546391
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-500000.00000000
MXN
27508.25000000
USD
2023-06-21
8.65000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2393.30000000
-0.00485477216
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-4427346.40000000
CNY
638047.44000000
USD
2023-05-23
-2393.30000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-4403.99000000
-0.00893342583
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-03-30
0.00000000
USD
-13.77000000
USD
5848000.00000000
ZAR
-4390.22000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BL5
245000.00000000
PA
61348.89000000
0.124445277774
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-31.87000000
-0.00006464780
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-272000.00000000
USD
1137242.88000000
PLN
2023-07-19
-31.87000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
9712.83000000
0.019702325948
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
7014789.84000000
BRL
9712.83000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
6812800.00000000
PA
338725.50000000
0.687099455864
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
6240000.00000000
PA
50436.34000000
0.102309338298
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
40758.97000000
0.082678942413
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-06-17
0.00000000
USD
0.00000000
USD
-700000.00000000
PLN
40758.97000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
6968.05000000
0.014134582024
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1574475.49000000
BRL
6968.05000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
1333.38000000
0.002704740778
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-03-08
12494.44000000
USD
0.00000000
USD
-6775000.00000000
MXN
-11161.06000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS MYR
000000000
1.00000000
NC
1928.25000000
0.003911425404
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2027-07-29
0.00000000
USD
-12.58000000
USD
3000000.00000000
MYR
1940.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
-394000.00000000
NC
USD
-8060.78000000
-0.01635116798
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-09
-394000.00000000
USD
345.00000000
USD
2023-05-09
XXXX
-1428.18000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-2212.12000000
-0.00448725132
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-06-21
0.00000000
USD
-5291.80000000
USD
29942000.00000000
CZK
3079.68000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
MYR/USD FORWARD
000000000
1.00000000
NC
USD
30881.01000000
0.062641652806
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2272090.83000000
USD
10205694.00000000
MYR
2023-06-21
30881.01000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-12581.92000000
-0.02552223079
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-06-15
0.00000000
USD
-5728.02000000
USD
1382980000.00000000
COP
-6853.90000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1296.15000000
0.002629220297
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-597000.00000000
USD
796733.51000000
SGD
2023-06-21
1296.15000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
29330000.00000000
PA
51482.11000000
0.104430666624
Long
DBT
NUSS
HU
N
2
2051-04-28
Fixed
4.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
COP CALL VERSUS USD PUT
000000000
462000.00000000
NC
USD
5.79000000
0.000011744925
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
COP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
COP
N/A
USD
2023-05-18
462000.00000000
USD
4100.00000000
USD
2023-05-18
XXXX
-183.06000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
21890000.00000000
PA
37721.35000000
0.076517177063
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.39.V1
000000000
1.00000000
NC
USD
68714.82000000
0.139386953246
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
CDX.EM.39.V1
Y
Default Event
2028-06-20
76595.85000000
USD
0.00000000
USD
-1160000.00000000
USD
-7881.03000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-50642.28000000
-0.10272708441
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-16175746.43000000
BRL
3189056.47000000
USD
2023-05-03
-50642.28000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
11770000.00000000
PA
465003.07000000
0.943251560252
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1354000000.00000000
PA
94018.95000000
0.190715990930
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
99081.25000000
0.200984788453
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
8340000.00000000
PA
244921.48000000
0.496819447126
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
540000.00000000
PA
121016.60000000
0.245480307832
Long
DBT
NUSS
RO
N
2
2031-04-28
Fixed
7.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
COP/USD FORWARD
000000000
1.00000000
NC
USD
4765.14000000
0.009666013043
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1328304920.00000000
COP
284000.00000000
USD
2023-06-21
4765.14000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
20430000.00000000
PA
50489.49000000
0.102417152254
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
6050000.00000000
PA
211172.23000000
0.428359613689
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
-5386.67000000
-0.01092677706
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-159957801.00000000
HUF
411700.00000000
EUR
2023-07-19
-5386.67000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-8544.12000000
-0.01733161572
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-03-08
0.00000000
USD
0.00000000
USD
8450000.00000000
MXN
-8544.12000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-2943.08000000
-0.00596999241
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-3643.66000000
USD
1744000.00000000
ZAR
700.58000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2969000.00000000
PA
564543.59000000
1.145167970822
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
2500000.00000000
NC
USD
0.38000000
0.000000770824
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS COP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
COP
2023-05-08
2500000.00000000
USD
6600.00000000
USD
2023-05-08
XXXX
-799.62000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS MYR
000000000
1.00000000
NC
2537.49000000
0.005147259353
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Y
2028-06-21
0.00000000
USD
0.00000000
USD
4100000.00000000
MYR
2537.49000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
115000000.00000000
PA
137257.18000000
0.278424074040
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
680000.00000000
PA
110128.57000000
0.223394106797
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3843000000.00000000
PA
291434.05000000
0.591169478457
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1221000000.00000000
PA
207553.11000000
0.421018284551
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-114.95000000
-0.00023317430
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-97802682.00000000
HUF
284000.00000000
USD
2023-06-21
-114.95000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
3299155.62570000
PA
161911.76000000
0.328435509561
Long
DBT
NUSS
MX
N
2
2031-11-27
Fixed
2.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3065000.00000000
PA
85999.07000000
0.174447787963
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-9947.26000000
-0.02017786358
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-12-12
0.00000000
USD
0.00000000
USD
950000000.00000000
COP
-9947.26000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
48218.19000000
0.097809855212
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-17
0.00000000
USD
0.00000000
USD
-150000000.00000000
HUF
48218.19000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-2189.11000000
-0.00444057589
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-261971.47000000
USD
5568138.00000000
CZK
2023-07-19
-2189.11000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3000000.00000000
PA
147289.83000000
0.298775149929
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
13864485.00000000
PA
635770.75000000
1.289651167035
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
-15543.69000000
-0.03153013558
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2071857464.00000000
COP
420000.00000000
USD
2023-06-21
-15543.69000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-23671.94000000
-0.04801816542
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-07-24
0.00000000
USD
0.00000000
USD
4450000.00000000
MXN
-23671.94000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
1912874.08000000
PA
389883.42000000
0.790872508071
Long
DBT
NUSS
BR
N
2
2030-08-15
Fixed
6.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-61380.53000000
-0.12450945902
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-06-15
0.00000000
USD
0.00000000
USD
6507000.00000000
CZK
-61380.53000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
95000000.00000000
PA
112043.88000000
0.227279283611
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP CALL VERSUS USD PUT
000000000
490000.00000000
NC
USD
0.46000000
0.000000933102
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
Put
Purchased
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2023-05-15
490000.00000000
USD
700.00000000
USD
2023-05-15
XXXX
-197.49000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
THB/USD FORWARD
000000000
1.00000000
NC
USD
-14695.04000000
-0.02980866214
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-21658283.50000000
THB
623000.00000000
USD
2023-06-21
-14695.04000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
14952.31000000
0.030330530370
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1480611.74000000
USD
27192471.00000000
MXN
2023-06-21
14952.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
3245.01000000
0.006582452768
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-347000.00000000
USD
11895507.00000000
THB
2023-06-21
3245.01000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/INR FORWARD
000000000
1.00000000
NC
USD
75.53000000
0.000153211440
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-122705.89000000
USD
10063110.00000000
INR
2023-06-21
75.53000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-468.32000000
-0.00094997990
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2033-03-15
0.00000000
USD
-601.48000000
USD
25080000.00000000
CLP
133.16000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8238000000.00000000
PA
630344.58000000
1.278644264825
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/THB FORWARD
000000000
1.00000000
NC
USD
-4173.23000000
-0.00846533273
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-17327211.00000000
THB
506000.00000000
USD
2023-06-21
-4173.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
-695000.00000000
NC
USD
-23529.26000000
-0.04772874124
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
BRL
N/A
USD
2023-05-17
-695000.00000000
USD
5.15000000
USD
2023-05-17
XXXX
7356.54000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
750000.00000000
PA
162854.24000000
0.330347315715
Long
DBT
NUSS
RO
N
2
2024-04-29
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
394000.00000000
NC
USD
0.57000000
0.000001156236
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-09
394000.00000000
USD
300.00000000
USD
2023-05-09
XXXX
-9.28000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
190000.00000000
PA
49971.39000000
0.101366194389
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3754000000.00000000
PA
268386.56000000
0.544418000231
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
898.09000000
0.001821761722
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2134431.00000000
ZAR
117000.00000000
USD
2023-06-21
898.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
-233000.00000000
NC
USD
-2721.49000000
-0.00552050051
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2023-06-22
-233000.00000000
USD
790.00000000
USD
2023-06-22
XXXX
2367.23000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
1253.73000000
0.002543171980
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
1025.00000000
USD
0.00000000
USD
-19350000.00000000
ZAR
228.73000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-3098.74000000
-0.00628574632
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-161252399.00000000
CLP
195197.19000000
USD
2023-06-22
-3098.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-11829.26000000
-0.02399547158
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1349339.81000000
USD
40950841.00000000
TWD
2023-06-21
-11829.26000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
KRW/USD FORWARD
000000000
1.00000000
NC
USD
4574.57000000
0.009279444735
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-477971175.00000000
KRW
363000.00000000
USD
2023-06-21
4574.57000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
92.24000000
0.000187107418
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-21
0.00000000
USD
0.00000000
USD
-27470000.00000000
ZAR
92.24000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ZAR CALL VERSUS USD PUT
000000000
-488000.00000000
NC
USD
-3553.72000000
-0.00720866624
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-11
-488000.00000000
USD
18.20000000
USD
2023-05-11
XXXX
2965.47000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2100000.00000000
PA
88488.24000000
0.179497030942
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-340.99000000
-0.00069169295
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1231147.36000000
ZAR
66627.00000000
USD
2023-06-21
-340.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
462000.00000000
NC
USD
6.32000000
0.000012820022
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-18
462000.00000000
USD
300.00000000
USD
2023-05-18
XXXX
4.01000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-1692.24000000
-0.00343268275
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-124293.81000000
USD
612147.00000000
BRL
2023-05-03
-1692.24000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
9117.93000000
0.018495580467
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-01
0.00000000
USD
0.00000000
USD
-930000.00000000
PLN
9117.93000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-9336.34000000
-0.01893862178
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
446.66000000
USD
0.00000000
USD
-1416700000.00000000
COP
-9783.00000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2000000.00000000
PA
102475.04000000
0.207869039159
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
76078.67000000
0.154324409469
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
88207.47000000
USD
0.00000000
USD
2200000000.00000000
KRW
-12128.80000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
6230000.00000000
PA
195442.93000000
0.396452971080
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-4426.27000000
-0.00897862047
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-06-21
0.00000000
USD
0.00000000
USD
1912000.00000000
PLN
-4426.27000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/RON FORWARD
000000000
1.00000000
NC
USD
3040.05000000
0.006166694567
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-428975.38000000
USD
1935494.00000000
RON
2023-07-19
3040.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
-245000.00000000
NC
USD
-7930.31000000
-0.01608651160
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-18
-245000.00000000
USD
350.00000000
USD
2023-05-18
XXXX
-2959.26000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CLP CALL VERSUS USD PUT
000000000
233000.00000000
NC
USD
1.16000000
0.000002353042
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2023-06-22
233000.00000000
USD
650.00000000
USD
2023-06-22
XXXX
-22.14000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
4301000.00000000
PA
976826.43000000
1.981477357114
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3370000.00000000
PA
491671.38000000
0.997347816040
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
226920000.00000000
PA
532077.72000000
1.079311453934
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
-3.00000000
NC
USD
-5929.94000000
-0.01202879188
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
-612562.25000000
USD
-5929.94000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1080000.00000000
PA
245193.19000000
0.497370606673
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP CALL VERSUS USD PUT
000000000
-490000.00000000
NC
USD
-4091.99000000
-0.00830053864
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
Put
Written
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CLP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
CLP
N/A
USD
2023-05-15
-490000.00000000
USD
800.00000000
USD
2023-05-15
XXXX
6100.01000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3640000000.00000000
PA
278797.45000000
0.565536330129
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
210000000.00000000
PA
27273.85000000
0.055324584344
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-5519.21000000
-0.01119563241
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
-517553.32000000
BRL
-5519.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
804.80000000
0.001632524395
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1699587.21000000
ILS
470000.00000000
USD
2023-06-21
804.80000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
12439700.00000000
PA
579433.98000000
1.175372897427
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
233000.00000000
NC
USD
1862.74000000
0.003778539378
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS CLP PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CLP
2023-06-22
233000.00000000
USD
860.00000000
USD
2023-06-22
XXXX
-2771.63000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8837000000.00000000
PA
597913.11000000
1.212857527807
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
4810.27000000
0.009757558552
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-405000.00000000
USD
33587865.00000000
INR
2023-06-21
4810.27000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/RON FORWARD
000000000
1.00000000
NC
USD
-155.87000000
-0.00031617989
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1014658.00000000
RON
226322.70000000
USD
2023-07-19
-155.87000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
3316.67000000
0.006727813974
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-22
0.00000000
USD
0.00000000
USD
-514380000.00000000
CLP
3316.67000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1270000.00000000
PA
220212.27000000
0.446697195492
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
980000.00000000
PA
206743.18000000
0.419375354030
Long
DBT
NUSS
RO
N
2
2026-04-22
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
488000.00000000
NC
USD
0.04000000
0.000000081139
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-11
488000.00000000
USD
15.50000000
USD
2023-05-11
XXXX
-48.76000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-5398.21000000
-0.01095018578
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-11-04
0.00000000
USD
0.00000000
USD
-363880000.00000000
COP
-5398.21000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
31131452.00000000
PA
1676089.19000000
3.399921087811
Long
DBT
NUSS
MX
N
2
2025-12-04
Fixed
4.50000000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
38725.00000000
0.078553065619
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
Y
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-3297.99000000
-0.00668992188
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-716154.89000000
USD
4927957.00000000
CNY
2023-05-23
-3297.99000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
478000.00000000
PA
125717.50000000
0.255016011025
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
128070000.00000000
PA
269567.97000000
0.546814472206
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2410.04000000
-0.00488872899
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-543483.00000000
USD
3740420.07000000
CNY
2023-05-23
-2410.04000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3120000.00000000
PA
80775.31000000
0.163851471319
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/PLN FORWARD
000000000
1.00000000
NC
USD
1524.81000000
0.003093053582
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-296900.00000000
EUR
1380688.92000000
PLN
2023-07-19
1524.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-5885.91000000
-0.01193947771
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-582124.00000000
EUR
638514.35000000
USD
2023-07-19
-5885.91000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BT6
54000.00000000
PA
10444.22000000
0.021185939289
Long
DBT
NUSS
BR
N
2
2024-01-05
Fixed
8.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/THB FORWARD
000000000
1.00000000
NC
USD
2800.22000000
0.005680203109
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-375000.00000000
USD
12831375.00000000
THB
2023-06-21
2800.22000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
4550.42000000
0.009230456832
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-451332777.00000000
KRW
343000.00000000
USD
2023-06-21
4550.42000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
800000.00000000
PA
203596.69000000
0.412992747563
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-1514.68000000
-0.00307250503
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-06-15
0.00000000
USD
-15196.03000000
USD
1186322.00000000
PLN
13681.35000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/HUF FORWARD
000000000
1.00000000
NC
USD
9685.04000000
0.019645954361
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-347479.69000000
USD
123893883.00000000
HUF
2023-07-19
9685.04000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS MYR
000000000
1.00000000
NC
331.82000000
0.000673091755
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Y
2028-06-21
0.00000000
USD
0.00000000
USD
3750000.00000000
MYR
331.82000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
580.23000000
0.001176987611
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-22
0.00000000
USD
0.00000000
USD
-660000000.00000000
CLP
580.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
489000.00000000
NC
USD
6.69000000
0.000013570561
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
HUF
N/A
USD
2023-05-18
489000.00000000
USD
300.00000000
USD
2023-05-18
XXXX
3.76000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-397.90000000
-0.00080713401
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-33913.75000000
USD
121406.00000000
ILS
2023-06-21
-397.90000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
1063000.00000000
PA
24166.76000000
0.049021900169
Long
DBT
NUSS
TH
N
2
2049-06-17
Fixed
1.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
5995.08000000
0.012160927375
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8530320.34000000
ZAR
470000.00000000
USD
2023-06-21
5995.08000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-4244.95000000
-0.00861081564
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
0.00000000
USD
-1107.80000000
USD
-3900000.00000000
ZAR
-3137.15000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
27457.10000000
0.055696304144
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-21
25750.92000000
USD
0.00000000
USD
2235000.00000000
PLN
1706.18000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2340.40000000
0.004747465326
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-592819.00000000
EUR
658579.82000000
USD
2023-07-19
2340.40000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
9087993.00000000
PA
390416.65000000
0.791954156907
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
COP/USD FORWARD
000000000
1.00000000
NC
USD
9850.85000000
0.019982297390
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1318383290.00000000
COP
287000.00000000
USD
2023-06-21
9850.85000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8415000000.00000000
PA
589368.36000000
1.195524634135
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
135000000.00000000
PA
179478.51000000
0.364069391174
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-1442.83000000
-0.00292675841
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-236760000.00000000
COP
-1442.83000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
1185.84000000
0.002405458162
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-14
1392.75000000
USD
0.00000000
USD
12500000.00000000
MXN
-206.91000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/KRW FORWARD
000000000
1.00000000
NC
USD
11718.85000000
0.023771506598
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1493928890.00000000
KRW
1132000.00000000
USD
2023-06-21
11718.85000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
2950000.00000000
PA
132845.36000000
0.269474765171
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-12679.44000000
-0.02572004860
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-906000.00000000
USD
49503776.50000000
PHP
2023-06-21
-12679.44000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-4583.58000000
-0.00929772138
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2923071.52000000
MXN
156183.00000000
USD
2023-06-21
-4583.58000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
197350.00000000
0.400321433180
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-3382.35000000
-0.00686104484
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-566929.00000000
EUR
624197.33000000
USD
2023-07-19
-3382.35000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-2043.37000000
-0.00414494454
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-03-08
0.00000000
USD
0.00000000
USD
8470000.00000000
MXN
-2043.37000000
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
000000000
235000.00000000
PA
USD
45825.00000000
0.092955306184
Long
DBT
CORP
JM
N
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-26015.00000000
-0.05277102652
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-03-15
9772.24000000
USD
0.00000000
USD
12165699.00000000
ZAR
-35787.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
974000.00000000
NC
USD
3.75000000
0.000007606817
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2023-06-02
974000.00000000
USD
16.00000000
USD
2023-06-02
XXXX
-132.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
230000.00000000
NC
USD
1365.36000000
0.002769611715
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS BRL PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
BRL
2023-09-20
230000.00000000
USD
6.00000000
USD
2023-09-20
XXXX
-2829.84000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1405800000.00000000
PA
212690.09000000
0.431438569304
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7817700.00000000
PA
475205.89000000
0.963947823363
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-4010.93000000
-0.00813610968
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-07-28
0.00000000
USD
0.00000000
USD
3000000.00000000
CNY
-4010.93000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-270.32000000
-0.00054833995
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-449760200.00000000
KRW
337000.00000000
USD
2023-06-21
-270.32000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
45870000.00000000
PA
108387.08000000
0.219861521174
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1480000.00000000
PA
308392.30000000
0.625569027199
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
393000.00000000
PA
96943.43000000
0.196648253534
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/INR FORWARD
000000000
1.00000000
NC
USD
4118.36000000
0.008354029782
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-799000.00000000
USD
65823218.00000000
INR
2023-06-21
4118.36000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
3304.95000000
0.006704040134
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-106833.16000000
USD
1616919851.00000000
IDR
2023-06-21
3304.95000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
1615.73000000
0.003277483401
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1447245.00000000
CNY
210967.92000000
USD
2023-05-23
1615.73000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
48754.00000000
0.098896737538
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3131862.32000000
USD
15982833.00000000
BRL
2023-06-02
48754.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3490.88000000
-0.00708119627
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-324000.00000000
USD
5892276.96000000
ZAR
2023-06-21
-3490.88000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-730.12000000
-0.00148103716
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-14
0.00000000
USD
0.00000000
USD
7550000.00000000
MXN
-730.12000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CNH FORWARD
000000000
1.00000000
NC
USD
419.46000000
0.000850868144
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-840482.40000000
CNY
122000.00000000
USD
2023-05-23
419.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2567.64000000
0.005208418164
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6626230.50000000
ZAR
363000.00000000
USD
2023-06-21
2567.64000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
9696000000.00000000
PA
703373.09000000
1.426781471748
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
9460000.00000000
PA
392414.87000000
0.796007515377
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
5098.40000000
0.010342025816
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-91726.97000000
USD
483447.00000000
BRL
2023-05-03
5098.40000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-9569.32000000
-0.01941121812
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-66985483.30000000
INR
807730.00000000
USD
2023-06-21
-9569.32000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
600000.00000000
PA
138473.44000000
0.280891238704
Long
DBT
NUSS
N/A
N
2
2024-05-24
Fixed
3.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-1652.35000000
-0.00335176650
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-35648973.00000000
HUF
101117.50000000
USD
2023-07-19
-1652.35000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2955000.00000000
PA
121469.28000000
0.246398562234
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-1640.36000000
-0.00332744497
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-95664040.00000000
CLP
116000.00000000
USD
2023-06-22
-1640.36000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6284000000.00000000
PA
467551.87000000
0.948421761767
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
1870000.00000000
PA
45314.52000000
0.091919805372
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
9290000.00000000
PA
343416.17000000
0.696614407660
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2648100000.00000000
PA
413502.11000000
0.838782656693
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
3076.64000000
0.006240916818
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-889480769.00000000
CLP
1096892.43000000
USD
2023-06-22
3076.64000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-10528.31000000
-0.02135651455
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3706038.00000000
PLN
875759.25000000
USD
2023-07-19
-10528.31000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-696.06000000
-0.00141194698
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-15
0.00000000
USD
0.00000000
USD
4906000.00000000
MXN
-696.06000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/KRW FORWARD
000000000
1.00000000
NC
USD
27002.32000000
0.054773789924
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2093270439.00000000
KRW
1596723.24000000
USD
2023-06-21
27002.32000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2281200000.00000000
PA
369183.67000000
0.748883384247
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NZD/USD FORWARD
000000000
1.00000000
NC
USD
1722.53000000
0.003494125555
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-377193.00000000
NZD
234882.61000000
USD
2023-07-19
1722.53000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/SGD FORWARD
000000000
1.00000000
NC
USD
1500.19000000
0.003043112292
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-994092.00000000
SGD
748000.00000000
USD
2023-06-21
1500.19000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
910000.00000000
PA
197376.46000000
0.400375106882
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
12308.28000000
0.024967156268
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-10-05
0.00000000
USD
0.00000000
USD
-2450000.00000000
PLN
12308.28000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
10130.39000000
0.020549339972
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-689506.34000000
USD
12862203.00000000
ZAR
2023-06-21
10130.39000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
540000.00000000
PA
114767.96000000
0.232805037904
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/RON FORWARD
000000000
1.00000000
NC
USD
38.59000000
0.000078279220
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-115418.55000000
USD
516483.00000000
RON
2023-05-03
38.59000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
12452.15000000
0.025258994345
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-10-05
0.00000000
USD
0.00000000
USD
-2450000.00000000
PLN
12452.15000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
61634.08000000
0.125023781294
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-10-25
0.00000000
USD
0.00000000
USD
1970000.00000000
PLN
61634.08000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
4090.66000000
0.008297840759
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-14
0.00000000
USD
0.00000000
USD
6630000.00000000
MXN
4090.66000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
3885000.00000000
PA
108793.65000000
0.220686242153
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
759800000.00000000
PA
123518.51000000
0.250555393704
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-1899.04000000
-0.00385217336
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
342.80000000
USD
0.00000000
USD
413297.69000000
BRL
-2241.84000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
COP/USD FORWARD
000000000
1.00000000
NC
USD
9552.62000000
0.019377342432
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-615695.07000000
USD
2974268963.00000000
COP
2023-06-21
9552.62000000
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
117500.00000000
PA
USD
115722.81000000
0.234741936411
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-22533.96000000
-0.04570979053
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-12-21
0.00000000
USD
0.00000000
USD
-1081990000.00000000
COP
-22533.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
230000.00000000
NC
USD
0.45000000
0.000000912818
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-19
230000.00000000
USD
15.50000000
USD
2023-05-19
XXXX
-13.35000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
35433.68000000
0.071876673729
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-09-27
1662.27000000
USD
0.00000000
USD
-6610000.00000000
ZAR
33771.41000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-766.26000000
-0.00155434659
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4395031.85000000
CNY
635000.00000000
USD
2023-05-23
-766.26000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
7776.30000000
0.015774104691
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-22
2405.88000000
USD
0.00000000
USD
-618410000.00000000
CLP
5370.42000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
THB/USD FORWARD
000000000
1.00000000
NC
USD
-4766.53000000
-0.00966883263
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-6479077.50000000
THB
186000.00000000
USD
2023-06-21
-4766.53000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
24689.36000000
0.050081986214
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-01-04
5064.43000000
USD
0.00000000
USD
-4635000.00000000
ZAR
19624.93000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
17645000.00000000
PA
863616.57000000
1.751832901044
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CLP/USD FORWARD
000000000
1.00000000
NC
USD
4925.61000000
0.009991523964
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-234000.00000000
USD
194292072.00000000
CLP
2023-06-22
4925.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
-975000.00000000
NC
USD
-5568.47000000
-0.01129555556
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-19
-975000.00000000
USD
18.00000000
USD
2023-05-19
XXXX
11055.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/IDR FORWARD
000000000
1.00000000
NC
USD
1763.47000000
0.003577171714
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-32801.81000000
USD
507447279.00000000
IDR
2023-06-21
1763.47000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3850000.00000000
PA
137908.90000000
0.279746078015
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7837000000.00000000
PA
533151.06000000
1.081488707580
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CLP/USD FORWARD
000000000
1.00000000
NC
USD
410.40000000
0.000832490074
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-194018830.00000000
CLP
239000.00000000
USD
2023-06-22
410.40000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
250000000.00000000
PA
42845.63000000
0.086911700061
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-25306.89000000
-0.05133463630
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-18
1131.13000000
USD
0.00000000
USD
-44000000.00000000
MXN
-26438.02000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
810000.00000000
PA
180324.65000000
0.365785773122
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
975000.00000000
NC
USD
23285.54000000
0.047234358982
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD CALL VERSUS ZAR PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
ZAR
2023-09-21
975000.00000000
USD
19.25000000
USD
2023-09-21
XXXX
-1108.96000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-2755.72000000
-0.00558993554
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-768937.20000000
PEN
204000.00000000
USD
2023-06-21
-2755.72000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4565000.00000000
PA
152456.73000000
0.309256126940
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7548000000.00000000
PA
527971.54000000
1.070982131094
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-6618.44000000
-0.01342540352
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-11-09
0.00000000
USD
0.00000000
USD
211800000.00000000
COP
-6618.44000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-37057.53000000
-0.07517062842
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-21
0.00000000
USD
-19401.11000000
USD
-3728230000.00000000
COP
-17656.42000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
9585000.00000000
PA
298851.44000000
0.606215539746
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
680000.00000000
PA
155065.31000000
0.314547591263
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1090000.00000000
PA
156366.40000000
0.317186832274
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
(PIPA070) PGIM Core Government Money Market Fund
N/A
(PIPA070) PGIM Core Government Money Market Fund
000000000
5333312.27000000
NS
USD
5333312.27000000
10.81854173563
Long
STIV
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
19661.24000000
0.039882522294
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-805879.89000000
USD
28038173.00000000
THB
2023-06-21
19661.24000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
6530000.00000000
PA
283306.51000000
0.574682888840
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/EUR FORWARD
000000000
1.00000000
NC
USD
89.54000000
0.000181630509
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6114869.05000000
CZK
257800.00000000
EUR
2023-07-19
89.54000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
280000.00000000
PA
64765.65000000
0.131376122771
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS PLN
000000000
1.00000000
NC
28527.37000000
0.057867330343
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2027-10-06
0.00000000
USD
0.00000000
USD
1434000.00000000
PLN
28527.37000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
6465.98000000
0.013116140767
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-35107584.00000000
PHP
640000.00000000
USD
2023-06-21
6465.98000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
42680000.00000000
PA
98418.81000000
0.199641039124
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-15023.06000000
-0.03047404565
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-10012670500.00000000
IDR
667000.00000000
USD
2023-06-21
-15023.06000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-6142.13000000
-0.01245921603
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-15
0.00000000
USD
-15914.36000000
USD
3330000000.00000000
KRW
9772.23000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
2420000.00000000
PA
486482.74000000
0.986822739774
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YH6
2130000.00000000
PA
USD
2093141.69000000
4.245905655896
Long
DBT
UST
US
N
2
2023-09-07
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CZK/USD FORWARD
000000000
1.00000000
NC
USD
1224.00000000
0.002482865134
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-219288.30000000
USD
4726429.00000000
CZK
2023-07-19
1224.00000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1644000000.00000000
PA
218764.33000000
0.443760071519
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
2485.16000000
0.005041108755
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-87799.71000000
USD
1641567.00000000
MXN
2023-06-21
2485.16000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-50680.63000000
-0.10280487679
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1055859.07000000
BRL
-50680.63000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
750000.00000000
PA
130776.53000000
0.265278175404
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
120000.00000000
PA
USD
109260.00000000
0.221632225940
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
3.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ILS FORWARD
000000000
1.00000000
NC
USD
7923.33000000
0.016072352780
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1717269.60000000
ILS
482000.00000000
USD
2023-06-21
7923.33000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7611800.00000000
PA
370616.70000000
0.751790263515
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1094100000.00000000
PA
182078.41000000
0.369343248251
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-44508.55000000
-0.09028490765
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-01-02
0.00000000
USD
0.00000000
USD
1374263.42000000
BRL
-44508.55000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
830000.00000000
PA
212865.36000000
0.431794101797
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-686.79000000
-0.00139314292
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
3098917.48000000
BRL
-686.79000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-79945.43000000
-0.16216807253
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-09-08
0.00000000
USD
-1820.54000000
USD
2730000.00000000
PLN
-78124.89000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY CALL VERSUS USD PUT
000000000
-1160000.00000000
NC
USD
-8825.38000000
-0.01790214730
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
TRY
N/A
USD
2023-04-28
-1160000.00000000
USD
19.60000000
USD
2023-04-28
XXXX
4626.66000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
8815000.00000000
PA
270326.02000000
0.548352164947
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-3358.55000000
-0.00681276690
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1968232.51000000
ILS
540000.00000000
USD
2023-06-21
-3358.55000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2172.35000000
0.004406578491
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-589700.65000000
SGD
445000.00000000
USD
2023-06-21
2172.35000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
3336.84000000
0.006768728508
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-55064737.00000000
PHP
997007.73000000
USD
2023-06-21
3336.84000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6870000000.00000000
PA
527697.30000000
1.070425839481
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
12015000.00000000
PA
363731.06000000
0.737822848905
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-47613.71000000
-0.09658367684
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
1478083.60000000
BRL
-47613.71000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
6890000.00000000
PA
986587.61000000
2.001277760291
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-33850.85000000
-0.06866592747
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
668456.46000000
BRL
-33850.85000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AD4
25000.00000000
PA
USD
26153.13000000
0.053051221098
Long
DBT
NUSS
PL
N
2
2027-11-16
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
94947.00000000
0.192598526051
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-09-03
5523.21000000
USD
0.00000000
USD
-157860000.00000000
HUF
89423.79000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
8770000.00000000
PA
322881.54000000
0.654960227212
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
710000.00000000
PA
122754.38000000
0.249005367777
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-6189.18000000
-0.01255465623
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-840157.72000000
USD
5765197.90000000
CNY
2023-05-23
-6189.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
975000.00000000
NC
USD
1.92000000
0.000003894690
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-19
975000.00000000
USD
15.50000000
USD
2023-05-19
XXXX
-17.58000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
INR/USD FORWARD
000000000
1.00000000
NC
USD
38.11000000
0.000077305547
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-122743.31000000
USD
10063110.00000000
INR
2023-06-21
38.11000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
65380000.00000000
PA
148709.57000000
0.301655070636
Long
DBT
NUSS
HU
N
2
2026-08-26
Fixed
1.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
111.94000000
0.000227068564
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1230558.40000000
SGD
924182.96000000
USD
2023-06-21
111.94000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
7000.00000000
PA
1777.31000000
0.003605245940
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
500000000.00000000
PA
86123.62000000
0.174700435718
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
567000.00000000
PA
128816.60000000
0.261302487608
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
302.64000000
0.000613900575
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-57546.04000000
USD
1964737.00000000
THB
2023-06-21
302.64000000
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
200000.00000000
PA
USD
188240.00000000
0.381841938596
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-5947.30000000
-0.01206400638
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-15
0.00000000
USD
-4884.28000000
USD
904550000.00000000
KRW
-1063.02000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
24635000.00000000
PA
693699.16000000
1.407158053851
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
166020.30000000
0.336769619625
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2854251.62000000
USD
15080153.00000000
BRL
2023-05-03
166020.30000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
10253.01000000
0.020798072752
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
2234607.71000000
BRL
10253.01000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-27708.73000000
-0.05620673172
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-01-28
0.00000000
USD
-28291.62000000
USD
5346400.00000000
MXN
582.89000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
-1175.17000000
-0.00238381423
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3911739.00000000
THB
114000.00000000
USD
2023-06-21
-1175.17000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1170000.00000000
PA
215583.19000000
0.437307178061
Long
DBT
NUSS
RO
N
2
2027-10-25
Fixed
2.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
COP CALL VERSUS USD PUT
000000000
-462000.00000000
NC
USD
-6425.89000000
-0.01303481882
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
COP CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
COP
N/A
USD
2023-05-18
-462000.00000000
USD
4700.00000000
USD
2023-05-18
XXXX
10484.14000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
ESKOM HOLDINGS SOC LTD
29646AAA4
200000.00000000
PA
USD
197787.50000000
0.401208895187
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-34936.96000000
-0.07086908486
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-18162755.52000000
MXN
964000.00000000
USD
2023-06-21
-34936.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-20702.86000000
-0.04199543241
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1717211.28000000
USD
6145340.00000000
ILS
2023-06-21
-20702.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
-486000.00000000
NC
USD
-41.73000000
-0.00008464866
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
ZAR
N/A
USD
2023-05-04
-486000.00000000
USD
17.60000000
USD
2023-05-04
XXXX
4535.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SGD FORWARD
000000000
1.00000000
NC
USD
195.46000000
0.000396487597
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-606981.60000000
SGD
456000.00000000
USD
2023-06-21
195.46000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
9460000.00000000
PA
86395.67000000
0.175252284950
Long
DBT
NUSS
RS
N
2
2026-01-11
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
-1812.08000000
-0.00367577634
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-9573865.00000000
INR
115000.00000000
USD
2023-06-21
-1812.08000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
37.03000000
0.000075114784
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-06-09
71.06000000
USD
0.00000000
USD
-124000.00000000
MXN
-34.03000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
7883.27000000
0.015991091687
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-06-14
0.00000000
USD
-738.03000000
USD
18340000.00000000
MXN
8621.30000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
200000.00000000
PA
USD
197412.50000000
0.400448213467
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-1679.52000000
-0.00340688043
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-06-22
0.00000000
USD
0.00000000
USD
-259740000.00000000
CLP
-1679.52000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
7659000.00000000
PA
242305.10000000
0.491512160623
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1245000.00000000
PA
206105.39000000
0.418081606846
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
2113.62000000
0.004287445592
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-03-15
9888.44000000
USD
0.00000000
USD
-1700665000.00000000
COP
-7774.82000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
24693.84000000
0.050091073825
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1436237.37000000
USD
6949569647.00000000
COP
2023-06-21
24693.84000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
21034.82000000
0.042668808153
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-15
10970.87000000
USD
0.00000000
USD
-14962000.00000000
ZAR
10063.95000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2890000.00000000
PA
434349.01000000
0.881070272023
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-871.45000000
-0.00176772289
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-11-10
0.00000000
USD
-10.86000000
USD
2682000.00000000
ZAR
-860.59000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/USD FORWARD
000000000
1.00000000
NC
USD
1037.65000000
0.002104857031
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-408832.91000000
USD
141092327.00000000
HUF
2023-06-21
1037.65000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-14889.17000000
-0.03020245185
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-567000.00000000
USD
736256531.00000000
KRW
2023-06-21
-14889.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-15706.90000000
-0.03186120455
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3286486.00000000
PLN
770246.09000000
USD
2023-07-19
-15706.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-7460.68000000
-0.01513387438
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-43066520.00000000
INR
518000.00000000
USD
2023-06-21
-7460.68000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
55760000.00000000
PA
99940.93000000
0.202728636083
Long
DBT
NUSS
HU
N
2
2034-06-22
Fixed
2.25000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
198840000.00000000
PA
460325.72000000
0.933763627871
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/INR FORWARD
000000000
1.00000000
NC
USD
-9338.99000000
-0.01894399727
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-51990137.50000000
INR
625000.00000000
USD
2023-06-21
-9338.99000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
842000.00000000
PA
204632.14000000
0.415093141928
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
8176.06000000
0.016585011689
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-30
7.42000000
USD
0.00000000
USD
-21502000.00000000
ZAR
8168.64000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1850000000.00000000
PA
142961.49000000
0.289995178953
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
9420000.00000000
PA
394294.91000000
0.799821147540
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
4717000.00000000
PA
916936.26000000
1.859991070375
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
463000.00000000
NC
USD
26.13000000
0.000053004302
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
MXN
N/A
USD
2023-05-18
463000.00000000
USD
17.00000000
USD
2023-05-18
XXXX
-5.82000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3600000.00000000
PA
158254.81000000
0.321017442852
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-1343.29000000
-0.00272484306
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-09-21
0.00000000
USD
-783.95000000
USD
496506941.00000000
KRW
-559.34000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
260000.00000000
PA
66014.45000000
0.133909294322
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
2023-06-22
Prudential World Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer