NPORT-P false 0000809593 XXXXXXXX S000081505 C000244411 C000244414 C000244413 C000244412 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon AHL Multi-Alternatives Fund S000081505 5493000IAVDXM5WB4A86 2025-12-31 2025-09-30 N 35978421.34 5826594.17 30151827.17 0.00000000 6605195.86000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3769185.04000000 AUD CAD EUR GBP KRW USD N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -9.24000000 -0.00003064490 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3506.35000000 USD 2976.13000000 EUR 2025-10-16 -9.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1288.97000000 0.004274931640 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 98118.99000000 USD 73913.00000000 GBP 2025-10-06 1288.97000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 246.18000000 0.000816467932 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 49890.41000000 USD 872968.00000000 ZAR 2026-01-21 246.18000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1613.77000000 0.005352146624 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 135865.18000000 USD 102220.00000000 GBP 2025-10-06 1613.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1774.25000000 0.005884386342 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 39926190.00000000 JPY 272324.78000000 USD 2025-10-22 1774.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -696.57000000 -0.00231020825 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 264826.63000000 USD 1417127.00000000 BRL 2025-11-04 -696.57000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 3.00000000 NC -659.20000000 -0.00218626883 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Three Month SONIA Index Futures SFIZ Index 2027-03-16 723452.16000000 GBP -659.20000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 513.60000000 0.001703379357 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18275.45000000 USD 100000.00000000 BRL 2025-10-02 513.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 83.70000000 0.000277595117 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 PHP 42979.55000000 USD 2025-11-17 83.70000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 1041.84000000 0.003455312986 N/A DFE PE N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 34940.50000000 USD 125000.00000000 PEN 2025-10-23 1041.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3.04000000 -0.00001008230 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 27247.62000000 USD 500000.00000000 MXN 2025-10-22 -3.04000000 N N N Korea Exchange (Futures Market) N/A 000000000 4.00000000 NC -1430.05000000 -0.00474283031 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 3 Year Treasury Bond Futures KEZ5 Comdty 2025-12-16 429166428.00000000 KRW -1430.05000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3522.76000000 0.011683404724 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 518409.56000000 GBP 700787.18000000 USD 2025-10-16 3522.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3685.13000000 0.012221912719 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 86960.87000000 USD 1663560.00000000 MXN 2025-10-22 3685.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2.35000000 -0.00000779388 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 443.40000000 USD 666.40000000 AUD 2025-10-16 -2.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 583.07000000 0.001933779988 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18205.98000000 USD 100000.00000000 BRL 2025-10-02 583.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -310.16000000 -0.00102866071 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 77483.58000000 USD 2500000.00000000 THB 2025-10-06 -310.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 3795.30000000 0.012587296877 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYZ5 Index 2025-12-19 364529.70000000 USD 3795.30000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 5.00000000 NC -67.56000000 -0.00022406602 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long 3-Month CORRA Futures CORZ6 Index 2027-03-16 1221094.00000000 CAD -67.56000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1628.66000000 0.005401530032 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 520816.62000000 GBP 702130.59000000 USD 2025-10-16 1628.66000000 N N N Bursa Malaysia N/A 000000000 4.00000000 NC -2899.04000000 -0.00961480703 N/A DCO MY N 1 Bursa Malaysia N/A Long MDE Crude Palm Oil Futures KOZ5 Comdty 2025-12-15 447400.60000000 MYR -2899.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -923.65000000 -0.00306333010 N/A DFE IN N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 169787.90000000 USD 15000000.00000000 INR 2025-10-10 -923.65000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 237.89000000 0.000788973744 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 49898.75000000 USD 872969.00000000 ZAR 2026-01-21 237.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -230.91000000 -0.00076582423 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 240934.16000000 USD 1291436.00000000 BRL 2025-11-04 -230.91000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 218.86000000 0.000725859825 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 31926.13000000 USD 559702.00000000 ZAR 2026-01-21 218.86000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -1519.26000000 -0.00503869961 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 122877.42000000 AUD 67882.00000000 EUR 2025-10-27 -1519.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1883.32000000 -0.00624612229 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 110401.13000000 USD 1082730.00000000 NOK 2025-11-05 -1883.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2011.36000000 0.006670773179 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 221338.61000000 GBP 299713.31000000 USD 2025-10-16 2011.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 142.79000000 0.000473569973 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1291437.00000000 BRL 242791.48000000 USD 2025-10-02 142.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1517.06000000 0.005031403209 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 157143.00000000 NZD 92733.56000000 USD 2025-11-03 1517.06000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 164.58000000 0.000545837567 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 28641.43000000 USD 500000.00000000 ZAR 2025-12-12 164.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -1977.45000000 -0.00655830901 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 346601.45000000 CHF 369573.00000000 EUR 2025-10-20 -1977.45000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.01000000 -0.00000003316 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15.96000000 USD 24.10000000 AUD 2025-10-16 -0.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.27000000 -0.00000089546 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 36.03000000 USD 5280.00000000 JPY 2025-10-16 -0.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 389.10000000 0.001290469057 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 15045820.00000000 JPY 155170.00000000 AUD 2025-12-02 389.10000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC 6677.22000000 0.022145324601 N/A DFE IL N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 225437.70000000 USD 768821.00000000 ILS 2025-10-22 6677.22000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1633.02000000 -0.00541599018 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 54921.74000000 USD 91803.00000000 NZD 2025-11-03 -1633.02000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 3.00000000 NC USD 31399.72000000 0.104138697210 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Platinum Futures PLF6 Comdty 2026-01-28 209455.28000000 USD 31399.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2141.07000000 0.007100962697 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 50735.76000000 USD 970410.00000000 MXN 2025-10-22 2141.07000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 53.97000000 0.000178994127 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 17258.77000000 GBP 23267.13000000 USD 2025-10-16 53.97000000 N N N FORWARDS HSBC COCLLATERAL N/A 000000000 160000.00000000 NS USD 160000.00000000 0.530647775001 Long STIV CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1.51000000 0.000005007988 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 240.87000000 USD 180.21000000 GBP 2025-10-16 1.51000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 3.00000000 NC USD -6873.90000000 -0.02279762337 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COZ5 Comdty 2025-10-31 204963.90000000 USD -6873.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 26.68000000 0.000088485516 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1468.63000000 GBP 2002.00000000 USD 2025-10-16 26.68000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 356.29000000 0.001181653098 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 89889.66000000 USD 1571344.00000000 ZAR 2026-01-21 356.29000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -1.00000000 NC 3714.40000000 0.012318988096 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short Cocoa Futures QCH6 Comdty 2026-03-16 -50219.07000000 GBP 3714.40000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1117.48000000 0.003706176722 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 26617459.00000000 JPY 181484.49000000 USD 2025-10-22 1117.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7.00000000 NC USD 31161.37000000 0.103348197853 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESZ5 Index 2025-12-19 2327401.13000000 USD 31161.37000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RH2 5700000.00000000 PA USD 5640795.53000000 18.70797248271 Long DBT UST US N 2 2026-01-08 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5118.05000000 0.016974261530 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 91636.56000000 USD 1775667.00000000 MXN 2025-10-22 5118.05000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 13.00000000 NC 7757.70000000 0.025728789025 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKZ5 Comdty 2025-12-08 1551317.70000000 EUR 7757.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -292.49000000 -0.00097005729 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 93126.96000000 CHF 2025-10-20 -292.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 692.50000000 0.002296709901 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2500000.00000000 TWD 82847.30000000 USD 2025-10-22 692.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1653.60000000 0.005484244754 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 25590.98000000 USD 500000.00000000 MXN 2025-10-22 1653.60000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 485.97000000 0.001611743120 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 85805.93000000 USD 1502497.00000000 ZAR 2026-01-21 485.97000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 442.45000000 0.001467406925 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71782.36000000 USD 2025-10-22 442.45000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4243.52000000 0.014073840288 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1061813.92000000 EUR 1251931.70000000 USD 2025-10-16 4243.52000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 3.00000000 NC -1658.23000000 -0.00549960037 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXZ5 Comdty 2025-12-08 387121.26000000 EUR -1658.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -618.73000000 -0.00205204811 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000000.00000000 CLP 51386.93000000 USD 2025-12-10 -618.73000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 5.00000000 NC -2678.42000000 -0.00888311008 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G Z5 Comdty 2025-12-29 456189.54000000 GBP -2678.42000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1865.26000000 -0.00618622542 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 254107.36000000 USD 200000.00000000 CHF 2025-11-04 -1865.26000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 254.55000000 0.000844227444 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 132135.20000000 USD 200000.00000000 AUD 2025-10-28 254.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 212.42000000 0.000704501252 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 500000.00000000 SEK 53528.25000000 USD 2025-12-03 212.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 502.47000000 0.001666466171 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26742.11000000 USD 500000.00000000 MXN 2025-10-22 502.47000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 89.46000000 0.000296698437 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 20456.21000000 USD 357737.00000000 ZAR 2026-01-21 89.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 635.08000000 0.002106273680 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71974.99000000 USD 2025-10-22 635.08000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -967.50000000 -0.00320876076 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 68214.10000000 USD 50000.00000000 GBP 2025-10-06 -967.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -141.87000000 -0.00047051874 N/A DFE IN N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 28275.75000000 USD 2500000.00000000 INR 2025-10-17 -141.87000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -771.17000000 -0.00255762277 N/A DFE PH N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 43667.02000000 USD 2500000.00000000 PHP 2025-11-17 -771.17000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1053.37000000 -0.00349355279 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 59100.18000000 USD 100000.00000000 NZD 2025-11-03 -1053.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 206.27000000 0.000684104478 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 65988.61000000 USD 100000.00000000 AUD 2025-10-28 206.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -72.01000000 -0.00023882466 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 NZD 57903.00000000 USD 2025-10-01 -72.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 7170.79000000 0.023782273490 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1200000000.00000000 KRW 863762.98000000 USD 2025-11-03 7170.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -673.52000000 -0.00223376180 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 176617.60000000 AUD 2025-10-27 -673.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.67000000 0.000002222087 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 12800.00000000 JPY 87.35000000 USD 2025-10-16 0.67000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 19.85000000 0.000065833489 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10701.36000000 USD 9124.02000000 EUR 2025-10-16 19.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 643.25000000 0.002133369882 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1500000.00000000 CNY 211752.76000000 USD 2025-11-24 643.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -14.78000000 -0.00004901858 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9742.39000000 AUD 6433.09000000 USD 2025-10-16 -14.78000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 26.75000000 0.000088717674 N/A DFE HU N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 42070.30000000 USD 14046956.00000000 HUF 2025-12-15 26.75000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC 2827.73000000 0.009378303955 N/A DFE IL N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 94289.24000000 USD 321675.00000000 ILS 2025-10-22 2827.73000000 N N N Borsa Italiana SpA 8156005391EE905D3124 000000000 3.00000000 NC -1738.04000000 -0.00576429411 N/A DE IT N 1 Borsa Italiana SpA 8156005391EE905D3124 Long FTSE MIB Index Futures STZ5 Index 2025-12-19 638889.18000000 EUR -1738.04000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 466.79000000 0.001548131718 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 70252.11000000 USD 1231343.00000000 ZAR 2026-01-21 466.79000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 11749.81000000 0.038968815832 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Wheat Futures W Z5 Comdty 2025-12-12 -291149.81000000 USD 11749.81000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -837.11000000 -0.00277631599 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 77789.58000000 USD 280000.00000000 PLN 2025-12-10 -837.11000000 N N N Commodities Exchange Center N/A 000000000 3.00000000 NC USD 101144.72000000 0.335451378882 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCZ5 Comdty 2025-12-29 1060815.28000000 USD 101144.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6838.31000000 0.022679587414 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 122167.73000000 USD 2367554.00000000 MXN 2025-10-22 6838.31000000 N N N South African Futures Exchange N/A 000000000 7.00000000 NC 14021.95000000 0.046504478554 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIZ5 Index 2025-12-18 6909006.37000000 ZAR 14021.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3600.32000000 -0.01194063623 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 17500000.00000000 TWD 571828.16000000 USD 2025-10-30 -3600.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3018.08000000 0.010009608979 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 195566.55000000 USD 300000.00000000 AUD 2025-10-28 3018.08000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 356.80000000 0.001183344538 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 14256046.00000000 JPY 147007.00000000 AUD 2025-12-02 356.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4052.54000000 0.013440445838 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 59225.24000000 USD 1161291.00000000 MXN 2025-10-22 4052.54000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -138.55000000 -0.00045950780 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 93249.24000000 CHF 2025-10-20 -138.55000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 40.32000000 0.000133723239 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 109725.00000000 EUR 469519.86000000 PLN 2025-11-04 40.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -534.38000000 -0.00177229723 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 294000.00000000 EUR 344931.35000000 USD 2025-10-16 -534.38000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 2715198.80000000 OU Notional Amount USD 101376.51000000 0.336220121680 N/A DCO US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Bloomberg Commodity ex-Agriculture & Livestock Capped Index BBUXALC Index Y equity-performance leg equity-performance leg 2025-10-06 651.31000000 USD 0.00000000 USD 2715198.80000000 USD 100725.20000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1153.94000000 0.003827098084 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 202018.00000000 CAD 146494.33000000 USD 2025-10-27 1153.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -709.50000000 -0.00235309122 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 135202.70000000 USD 100000.00000000 GBP 2025-10-06 -709.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -986.10000000 -0.00327044856 N/A DFE PH N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 43917.44000000 USD 2500000.00000000 PHP 2025-10-20 -986.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -102.69000000 -0.00034057637 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 172366.31000000 USD 1718750.00000000 NOK 2025-11-05 -102.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3721.70000000 0.012343198901 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 50767.47000000 USD 1000000.00000000 MXN 2025-10-22 3721.70000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1.00000000 NC USD -352.37000000 -0.00116865222 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ5 Comdty 2025-12-31 208750.81000000 USD -352.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3434.67000000 0.011391249958 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 119572.14000000 USD 654673.00000000 BRL 2025-10-02 3434.67000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 3.00000000 NC 9563.00000000 0.031716154202 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Futures HIV5 Index 2025-10-30 3962396.02000000 HKD 9563.00000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 6.00000000 NC USD -14759.72000000 -0.04895132861 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Gas Oil Futures QSX5 Comdty 2025-11-12 426959.72000000 USD -14759.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -925.70000000 -0.00307012903 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 155787.99000000 USD 5000000.00000000 THB 2025-11-17 -925.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1371.59000000 -0.00454894488 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 217204.43000000 USD 300000.00000000 CAD 2025-10-27 -1371.59000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -2941.94000000 -0.00975708696 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNZ5 Comdty 2025-12-19 483191.94000000 USD -2941.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 258.87000000 0.000858554934 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 426831.06000000 PLN 100000.00000000 EUR 2025-11-04 258.87000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -925.67000000 -0.00307002953 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 78555620.00000000 HUF 200000.00000000 EUR 2025-10-28 -925.67000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 6.00000000 NC -379.62000000 -0.00125902817 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long French Government Bond Futures OATZ5 Comdty 2025-12-08 728423.08000000 EUR -379.62000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 368.72000000 0.001222877797 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10580010.00000000 JPY 109257.00000000 AUD 2025-12-02 368.72000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 3.00000000 NC USD 2336.97000000 0.007750674567 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC C Coffee Futures KCZ5 Comdty 2025-12-18 419369.28000000 USD 2336.97000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 7.00000000 NC 34388.31000000 0.114050501172 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Futures PTZ5 Index 2025-12-18 2434072.11000000 CAD 34388.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -789.58000000 -0.00261868043 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 500000.00000000 SGD 388200.39000000 USD 2025-11-17 -789.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -907.65000000 -0.00301026533 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 166828.61000000 CHF 177923.00000000 EUR 2025-10-20 -907.65000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD 17881.68000000 0.059305460658 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short KCBT Hard Red Winter Wheat Futures KWZ5 Comdty 2025-12-12 -216981.68000000 USD 17881.68000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NA1 6450000.00000000 PA USD 6428949.97000000 21.32192498236 Long DBT UST US N 2 2025-10-30 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -545.51000000 -0.00180921042 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 93792.60000000 CHF 100000.00000000 EUR 2025-10-20 -545.51000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2687.85000000 -0.00891438513 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 288047.47000000 USD 400000000.00000000 KRW 2025-10-22 -2687.85000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 275.24000000 0.000912846834 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 38298.72000000 USD 671642.00000000 ZAR 2026-01-21 275.24000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 190.92000000 0.000633195457 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28288.54000000 USD 2025-11-10 190.92000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -9.00000000 NC 82.88000000 0.000274875547 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short 3 Month Euro Euribor Futures ERZ6 Comdty 2026-12-14 -2204508.04000000 EUR 82.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -311.30000000 -0.00103244157 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67557.90000000 USD 50000.00000000 GBP 2025-10-06 -311.30000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 146.57000000 0.000486106527 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 164587.00000000 EUR 704590.69000000 PLN 2025-11-04 146.57000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1574.11000000 -0.00522061230 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 52969.92000000 USD 88542.00000000 NZD 2025-11-03 -1574.11000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5.59000000 -0.00001853950 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5298.22000000 USD 4504.16000000 EUR 2025-10-16 -5.59000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC -129.74000000 -0.00043028901 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEZ5 Comdty 2025-12-08 117920.42000000 EUR -129.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2321.67000000 -0.00769993137 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 136826.51000000 USD 1342014.00000000 NOK 2025-11-05 -2321.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4230.53000000 0.014030758322 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 74725.25000000 USD 1449018.00000000 MXN 2025-10-22 4230.53000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 9031.03000000 0.029951849846 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 60000000.00000000 INR 684244.14000000 USD 2025-10-17 9031.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8106.59000000 0.026885899664 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 118448.86000000 USD 2322580.00000000 MXN 2025-10-22 8106.59000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 9.00000000 NC 9411.27000000 0.031212934284 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng China Enterprises Index Futures HCV5 Index 2025-10-30 4235976.56000000 HKD 9411.27000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 2.00000000 NC USD -714.78000000 -0.00237060260 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAF26 Comdty 2026-01-19 134890.78000000 USD -714.78000000 N N N FORWARDS CITIBANK COC N/A 000000000 120000.00000000 NS USD 120000.00000000 0.397985831251 Long STIV CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1328.12000000 0.004404774518 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 31053702.00000000 JPY 211756.30000000 USD 2025-10-22 1328.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4756.89000000 0.015776456840 N/A DFE CO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 149119.79000000 USD 607533415.00000000 COP 2025-11-25 4756.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3218.42000000 0.010674046325 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 63337.10000000 USD 1221445.00000000 MXN 2025-10-22 3218.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 829.56000000 0.002751276051 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 85842.00000000 NZD 50658.11000000 USD 2025-11-03 829.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 105.98000000 0.000351487819 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66088.90000000 USD 100000.00000000 AUD 2025-10-28 105.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 310.74000000 0.001030584310 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28454.78000000 USD 2025-10-10 310.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -148.89000000 -0.00049380092 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 26862.94000000 USD 97202.00000000 PLN 2025-12-10 -148.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1047.06000000 -0.00347262537 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 101273.17000000 USD 1000000.00000000 NOK 2025-11-05 -1047.06000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 503.30000000 0.001669218907 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71843.21000000 USD 2025-10-22 503.30000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.35000000 0.000001160792 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 372.56000000 USD 563.45000000 AUD 2025-10-16 0.35000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 741.26000000 0.002458424810 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 68503.93000000 USD 2025-10-22 741.26000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QF7 4000000.00000000 PA USD 3993243.00000000 13.24378445619 Long DBT UST US N 2 2025-10-16 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 884.14000000 0.002932293273 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26360.44000000 USD 500000.00000000 MXN 2025-10-22 884.14000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 687.73000000 0.002280889964 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Lean Hogs Futures LHZ5 Comdty 2025-12-12 34802.27000000 USD 687.73000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 581.31000000 0.001927942863 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000.00000000 GBP 102447.85000000 AUD 2025-11-25 581.31000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 451.77000000 0.001498317158 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 63838.15000000 USD 1119403.00000000 ZAR 2026-01-21 451.77000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -1.00000000 NC USD 3117.90000000 0.010340666860 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Futures LNX5 Comdty 2025-11-17 -94044.78000000 USD 3117.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1224.95000000 -0.00406260619 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 30000000.00000000 JPY 202063.06000000 USD 2025-10-22 -1224.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7109.46000000 0.023578869565 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 168854.69000000 USD 3229342.00000000 MXN 2025-10-22 7109.46000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -197.75000000 -0.00065584748 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 6848.75000000 USD 11458.00000000 NZD 2025-11-03 -197.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 754.16000000 0.002501208287 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 134162.00000000 CAD 97276.04000000 USD 2025-10-27 754.16000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -75.90000000 -0.00025172603 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 EUR 235281.64000000 USD 2025-11-10 -75.90000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -125.46000000 -0.00041609418 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 87617.08000000 GBP 100000.00000000 EUR 2025-11-18 -125.46000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -17.00000000 NC USD -579.92000000 -0.00192333286 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas Futures NGX25 Comdty 2025-10-29 -560930.08000000 USD -579.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 226.79000000 0.000752160055 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 163124.00000000 CAD 100000.00000000 EUR 2025-10-28 226.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -388.02000000 -0.00128688718 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66582.90000000 USD 100000.00000000 AUD 2025-10-28 -388.02000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A 1032.60000000 0.003424668077 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 86756.15000000 GBP 100000.00000000 EUR 2025-11-18 1032.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -142.53000000 -0.00047270767 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 50255.58000000 USD 500000.00000000 NOK 2025-11-05 -142.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1399.44000000 -0.00464131076 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 91069.13000000 USD 894674.00000000 NOK 2025-11-05 -1399.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1399.34000000 0.004640979109 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 25845.24000000 USD 500000.00000000 MXN 2025-10-22 1399.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -463.65000000 -0.00153771775 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 67156.46000000 USD 2025-10-01 -463.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3200.90000000 0.010615940393 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 75416136.00000000 JPY 514240.78000000 USD 2025-10-22 3200.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -743.20000000 -0.00246485891 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67989.80000000 USD 50000.00000000 GBP 2025-10-06 -743.20000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 13.00000000 NC -4061.39000000 -0.01346979729 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long 3 Month Euro Euribor Futures ERM8 Comdty 2028-06-19 3176431.50000000 EUR -4061.39000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -4828.87000000 -0.01601518200 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 101668980.00000000 JPY 582901.00000000 EUR 2025-11-28 -4828.87000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 810.03000000 0.002686503857 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 CAD 72754.31000000 USD 2025-10-27 810.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -736.46000000 -0.00244250537 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66695.72000000 USD 240000.00000000 PLN 2025-12-10 -736.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5019.23000000 0.016646520198 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 103959.10000000 USD 2000000.00000000 MXN 2025-10-22 5019.23000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 30915.23000000 0.102531862582 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini NASDAQ 100 Index Futures NQZ5 Index 2025-12-19 1463189.77000000 USD 30915.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3309.41000000 0.010975819081 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 119697.59000000 USD 654674.00000000 BRL 2025-10-02 3309.41000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -54.00000000 NC 5413.85000000 0.017955296604 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUZ5 Comdty 2025-12-08 -5781527.53000000 EUR 5413.85000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 87.87000000 0.000291425124 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 21866.73000000 USD 382269.00000000 ZAR 2026-01-21 87.87000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 502.20000000 0.001665570703 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28646.24000000 USD 2025-10-10 502.20000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD 6186.07000000 0.020516401759 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Corn Futures C Z5 Comdty 2025-12-12 -359361.07000000 USD 6186.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -27.14000000 -0.00009001112 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 67735.53000000 USD 2025-10-22 -27.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -831.18000000 -0.00275664886 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 82985.98000000 USD 2500000.00000000 TWD 2025-10-22 -831.18000000 N N N FORWARDS JP MORGAN COC N/A 000000000 100000.00000000 NS USD 100000.00000000 0.331654859376 Long STIV CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 168.31000000 0.000558208293 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28265.93000000 USD 2025-11-10 168.31000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 307.18000000 0.001018777397 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71647.09000000 USD 2025-10-22 307.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -800.12000000 -0.00265363686 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 41893102.00000000 JPY 211303.00000000 GBP 2025-12-02 -800.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.22000000 0.000000729640 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 48.92000000 AUD 32.60000000 USD 2025-10-16 0.22000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 16.00000000 NC -5406.32000000 -0.01793032299 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMZ5 Comdty 2025-12-15 1821783.81000000 AUD -5406.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10.00000000 NC USD -2026.70000000 -0.00672164903 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ Comdty 2027-03-16 2424651.70000000 USD -2026.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1636.06000000 0.005426072492 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 472827.83000000 USD 4449559.00000000 SEK 2025-12-03 1636.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1488.00000000 0.004935024307 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26504.17000000 USD 513720.00000000 MXN 2025-10-22 1488.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6593.76000000 0.021868525455 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 102384.57000000 USD 2000000.00000000 MXN 2025-10-22 6593.76000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 8.00000000 NC USD -5244.56000000 -0.01739383809 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE Taiwan Index Futures TWTV5 Index 2025-10-30 689484.56000000 USD -5244.56000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 223955.50000000 0.742759298590 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y sell protection 2030-06-20 207910.09000000 USD 0.00000000 USD 10000000.00000000 USD 16045.41000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -120.01000000 -0.00039801899 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 150000.00000000 GBP 201619.80000000 USD 2025-10-06 -120.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -74.43000000 -0.00024685071 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 500000.00000000 MXN 27170.15000000 USD 2025-10-22 -74.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 915.13000000 0.003035073114 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26329.45000000 USD 500000.00000000 MXN 2025-10-22 915.13000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1833.29000000 0.006080195371 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 389821.66000000 USD 332817.00000000 EUR 2025-11-10 1833.29000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 294.47000000 0.000976624064 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 45795.14000000 USD 800000.00000000 ZAR 2025-12-12 294.47000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5.98000000 -0.00001983296 N/A DFE CA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 490.70000000 USD 674.10000000 CAD 2025-10-16 -5.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 22.94000000 0.000076081624 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 67785.61000000 USD 2025-10-22 22.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4455.84000000 0.014778009886 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 79713.19000000 USD 1544693.00000000 MXN 2025-10-22 4455.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -778.15000000 -0.00258077228 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 142994.75000000 CHF 152504.00000000 EUR 2025-10-20 -778.15000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5349.52000000 0.017741943033 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 436071.97000000 USD 328211.00000000 GBP 2025-10-06 5349.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 712.17000000 0.002361946412 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 72052.08000000 USD 2025-10-22 712.17000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 9.00000000 NC USD 6839.32000000 0.022682937128 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESZ5 Index 2025-12-19 605025.68000000 USD 6839.32000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 2304.73000000 0.007643749040 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 84965.00000000 EUR 34008362.79000000 HUF 2025-10-28 2304.73000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 199.18000000 0.000660590148 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28296.80000000 USD 2025-11-10 199.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -593.37000000 -0.00196794043 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 77766.79000000 USD 2500000.00000000 THB 2025-10-06 -593.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -899.03000000 -0.00298167668 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 GBP 133594.17000000 USD 2025-10-06 -899.03000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26.00000000 NC USD -2786.92000000 -0.00924295560 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRM8 Comdty 2028-09-19 6289911.92000000 USD -2786.92000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD 6276.10000000 0.020814990629 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ5 Comdty 2025-12-19 576692.65000000 USD 6276.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3272.80000000 -0.01085440023 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1000000.00000000 BRL 184617.66000000 USD 2025-10-02 -3272.80000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 9.00000000 NC -4053.03000000 -0.01344207094 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE S&P ASX Share Price Index 200 Futures XPZ5 Index 2025-12-18 2002540.48000000 AUD -4053.03000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 257.77000000 0.000854906731 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 38316.14000000 USD 671641.00000000 ZAR 2026-01-21 257.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -47.97000000 -0.00015909483 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000.00000000 GBP 67197.00000000 USD 2025-10-01 -47.97000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 3652.87000000 0.012114920861 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 133517.00000000 EUR 53452302.59000000 HUF 2025-10-28 3652.87000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -567.71000000 -0.00188283780 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 118246.48000000 USD 100000.00000000 EUR 2025-11-10 -567.71000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 234.45000000 0.000777564817 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 49902.19000000 USD 872969.00000000 ZAR 2026-01-21 234.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 170.68000000 0.000566068513 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28288.61000000 USD 2025-10-28 170.68000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 908.48000000 0.003013018066 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 65286.40000000 USD 100000.00000000 AUD 2025-10-28 908.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1.95000000 -0.00000646726 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 134.46000000 USD 98.52000000 GBP 2025-10-16 -1.95000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 2.00000000 NC 123.90000000 0.000410920370 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long 3-Month CORRA Futures CORM6 Index 2026-09-15 488677.60000000 CAD 123.90000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 -1.00000000 NC 233.46000000 0.000774281434 N/A DCO FR N 1 Euronext NV 724500QJ4QSZ3H9QU415 Short Euronext Rapeseed Futures IJG6 Comdty 2026-01-30 -23448.69000000 EUR 233.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -333.52000000 -0.00110613528 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2500000.00000000 TWD 81821.28000000 USD 2025-10-22 -333.52000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 3838.88000000 0.012731832065 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 132377.00000000 EUR 53068178.69000000 HUF 2025-10-28 3838.88000000 N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 545540.00000000 PA 698390.99000000 2.316247655780 Long DBT NUSS GB Y 2 2033-11-22 Fixed 0.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -17.80000000 -0.00005903456 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3373.25000000 USD 4666.42000000 CAD 2025-10-16 -17.80000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -100.60000000 -0.00033364478 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 93439.20000000 CHF 100000.00000000 EUR 2025-10-20 -100.60000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1960.79000000 0.006503055317 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 193146.00000000 NZD 114075.89000000 USD 2025-11-03 1960.79000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 13.00000000 NC -1762.73000000 -0.00584617970 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Three Month SONIA Index Futures SFIU7 Index 2027-12-14 3131546.86000000 GBP -1762.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 729.14000000 0.002418228241 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14449.09000000 USD 278555.00000000 MXN 2025-10-22 729.14000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1461.55000000 0.004847301597 N/A DFE CO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 49194.65000000 USD 200000000.00000000 COP 2025-11-25 1461.55000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -0.18000000 -0.00000059697 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5276.18000000 EUR 6199.61000000 USD 2025-10-16 -0.18000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 827.84000000 0.002745571587 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 146922.00000000 CAD 106529.81000000 USD 2025-10-27 827.84000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -2.00000000 NC USD 125.65000000 0.000416724330 N/A DFE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT FINEX U.S. Dollar Index Futures DXZ5 Curncy 2025-12-15 -195027.65000000 USD 125.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -1575.23000000 -0.00522432684 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 200000.00000000 EUR 324689.00000000 CAD 2025-10-28 -1575.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 64.48000000 0.000213851053 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 96008.00000000 EUR 410930.16000000 PLN 2025-11-04 64.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -262.60000000 -0.00087092566 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 93150.70000000 CHF 2025-10-20 -262.60000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 12744.81000000 0.042268781683 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Soybean Meal Futures SMZ5 Comdty 2025-12-12 -313374.81000000 USD 12744.81000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QQ3 1500000.00000000 PA USD 1492815.42000000 4.950994881946 Long DBT UST US N 2 2025-11-13 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -8535.99000000 -0.02831002563 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 714668.10000000 USD 525002.61000000 GBP 2025-10-16 -8535.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 179.50000000 0.000595320472 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28277.12000000 USD 2025-11-10 179.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 507.80000000 0.001684143375 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26736.78000000 USD 500000.00000000 MXN 2025-10-22 507.80000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 959.71000000 0.003182924850 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 23745520.00000000 JPY 161865.70000000 USD 2025-10-22 959.71000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 9.00000000 NC 2900.28000000 0.009618919555 N/A DE FR N 1 Euronext NV 724500QJ4QSZ3H9QU415 Long Euronext CAC 40 Index Futures CFV5 Index 2025-10-17 708081.68000000 EUR 2900.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1105.75000000 0.003667273607 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 193791.00000000 CAD 140527.29000000 USD 2025-10-27 1105.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1619.38000000 0.005370752461 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 47265766.00000000 JPY 321703.20000000 USD 2025-10-16 1619.38000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 118.19000000 0.000391982878 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 106240.00000000 EUR 454895.14000000 PLN 2025-11-04 118.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5407.46000000 0.017934103858 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 78962.86000000 USD 1548387.00000000 MXN 2025-10-22 5407.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1567.89000000 -0.00519998337 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 248032.28000000 USD 7500000.00000000 TWD 2025-10-22 -1567.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 179.72000000 0.000596050113 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28277.34000000 USD 2025-11-10 179.72000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 2687.56000000 0.008913423338 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 92665.00000000 EUR 37148267.99000000 HUF 2025-10-28 2687.56000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 287.55000000 0.000953673548 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 81895.18000000 USD 1430949.00000000 ZAR 2026-01-21 287.55000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 115.10000000 0.000381734743 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9486.40000000 USD 1417823.00000000 JPY 2025-10-16 115.10000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 411.03000000 0.001363200968 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71750.94000000 USD 2025-10-22 411.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 853.09000000 0.002829314439 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 AUD 133242.84000000 USD 2025-10-28 853.09000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PD3 1600000.00000000 PA USD 1580966.27000000 5.243351459552 Long DBT UST US N 2 2026-01-22 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9.61000000 -0.00003187203 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000.00000000 SGD 77512.77000000 USD 2025-10-01 -9.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 428.92000000 0.001422534022 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 73462.00000000 CAD 53280.63000000 USD 2025-10-27 428.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 930.56000000 0.003086247459 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 179040.90000000 AUD 2025-10-27 930.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -562.28000000 -0.00186482894 N/A DFE CL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 52567.94000000 USD 50000000.00000000 CLP 2025-12-10 -562.28000000 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1112240.00000000 PA 1218047.76000000 4.039714585562 Long DBT NUSS FR Y 2 2034-07-25 Fixed 0.60000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2459.26000000 -0.00815625529 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 30000000.00000000 JPY 200828.75000000 USD 2025-10-22 -2459.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -262.95000000 -0.00087208645 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 203847.23000000 USD 2031250.00000000 NOK 2025-11-05 -262.95000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -0.75000000 -0.00000248741 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 116.89000000 USD 92.30000000 CHF 2025-10-16 -0.75000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 34.66000000 0.000114951574 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex STOXX Europe 600 ESG-X FUEZ5 Index 2025-12-19 20370.50000000 EUR 34.66000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -15.00000000 NC 2320.75000000 0.007696880148 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMZ5 Comdty 2025-12-15 -1606112.35000000 AUD 2320.75000000 N N N National Stock Exchange Of India N/A 000000000 1.00000000 NC USD -311.02000000 -0.00103151294 N/A DE IN N 1 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSV5 Index 2025-10-28 49834.02000000 USD -311.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -281.80000000 -0.00093460339 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 NZD 57765.01000000 USD 2025-11-03 -281.80000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2323.33000000 0.007705436844 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 236066.00000000 NZD 139352.12000000 USD 2025-11-03 2323.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 134.56000000 0.000446274778 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2500000.00000000 TWD 82289.36000000 USD 2025-10-22 134.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 71.61000000 0.000237498044 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 BRL 18860.66000000 USD 2025-10-02 71.61000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 20.00000000 NC 23580.27000000 0.078205111309 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGZ5 Index 2025-12-19 1088131.68000000 EUR 23580.27000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 389.29000000 0.001291099202 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 57471.66000000 USD 1007463.00000000 ZAR 2026-01-21 389.29000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -48.97000000 -0.00016241138 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000.00000000 GBP 67196.00000000 USD 2025-10-01 -48.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1381.90000000 -0.00458313850 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 90706.71000000 USD 891233.00000000 NOK 2025-11-05 -1381.90000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 307.60000000 0.001020170347 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28451.64000000 USD 2025-10-10 307.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -7.85000000 -0.00002603490 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000.00000000 EUR 163428.30000000 CAD 2025-10-28 -7.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 21.95000000 0.000072798241 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 54863.00000000 EUR 234768.60000000 PLN 2025-11-04 21.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 834.58000000 0.002767925125 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26410.00000000 USD 500000.00000000 MXN 2025-10-22 834.58000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 19.00000000 NC USD -5775.26000000 -0.01915393043 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ5 Comdty 2025-12-31 2080486.21000000 USD -5775.26000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1608.79000000 -0.00533563021 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 127729.84000000 USD 100000.00000000 CHF 2025-11-04 -1608.79000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -697.39000000 -0.00231292782 N/A DFE GB N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 100000.00000000 EUR 87005.35000000 GBP 2025-11-18 -697.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 308.38000000 0.001022757255 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28452.42000000 USD 2025-10-10 308.38000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 936.18000000 0.003104886462 N/A DFE IL N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 150018.93000000 USD 500000.00000000 ILS 2025-10-22 936.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1831.86000000 0.006075452706 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 43491.14000000 USD 831780.00000000 MXN 2025-10-22 1831.86000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 5.00000000 NC USD -441.80000000 -0.00146525116 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSZ5 Index 2025-12-19 696766.80000000 USD -441.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 9263.19000000 0.030721819768 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Lean Hogs Futures LHV5 Comdty 2025-10-14 110556.81000000 USD 9263.19000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -137.59000000 -0.00045632392 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 2981793.00000000 JPY 17099.00000000 EUR 2025-11-28 -137.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 9537.64000000 0.031632046529 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 225081.27000000 USD 4305790.00000000 MXN 2025-10-22 9537.64000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -750.49000000 -0.00248903655 N/A DFE SE N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 100000.00000000 EUR 1098080.50000000 SEK 2025-11-04 -750.49000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 5.00000000 NC USD -11062.70000000 -0.03668998212 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBX5 Comdty 2025-10-31 414745.70000000 USD -11062.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -830.97000000 -0.00275595238 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 77783.44000000 USD 280000.00000000 PLN 2025-12-10 -830.97000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 6.00000000 NC USD 2760.44000000 0.009155133400 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAX25 Comdty 2025-11-17 399415.06000000 USD 2760.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 534.59000000 0.001772993712 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26709.99000000 USD 500000.00000000 MXN 2025-10-22 534.59000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1026.87000000 -0.00340566425 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000000.00000000 CLP 50978.79000000 USD 2025-12-10 -1026.87000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27.00000000 NC USD -1725.84000000 -0.00572383222 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRU Comdty 2027-12-14 6540113.34000000 USD -1725.84000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 121.65000000 0.000403458136 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 28642.36000000 USD 500833.00000000 ZAR 2026-01-21 121.65000000 N N N Korea Exchange (Futures Market) N/A 000000000 5.00000000 NC -4595.80000000 -0.01524219402 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 10 Year Treasury Bond Futures KAAZ5 Comdty 2025-12-16 593348131.00000000 KRW -4595.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1626.05000000 0.005392873840 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 25618.53000000 USD 500000.00000000 MXN 2025-10-22 1626.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1106.45000000 0.003669595191 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5000000.00000000 THB 155453.30000000 USD 2025-10-06 1106.45000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 521.66000000 0.001730110739 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 70197.29000000 USD 1231344.00000000 ZAR 2026-01-21 521.66000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 3508.09000000 0.011634750956 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 119140.00000000 EUR 47779302.75000000 HUF 2025-10-28 3508.09000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3857.65000000 0.012794083682 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 294370.27000000 USD 221742.00000000 GBP 2025-10-06 3857.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -80.97000000 -0.00026854093 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000.00000000 GBP 67164.00000000 USD 2025-10-01 -80.97000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 155.79000000 0.000516685105 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 28560.37000000 USD 500000.00000000 ZAR 2026-01-21 155.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1616.22000000 0.005360272168 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 171685.00000000 NZD 101273.89000000 USD 2025-11-03 1616.22000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1472.87000000 0.004884844927 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 130916.88000000 USD 200000.00000000 AUD 2025-10-28 1472.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -816.63000000 -0.00270839307 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 47311440.00000000 JPY 238697.00000000 GBP 2025-12-02 -816.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 154.25000000 0.000511577620 N/A DFE TH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 77155.73000000 USD 2500000.00000000 THB 2025-10-28 154.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5216.64000000 0.017301240056 N/A DFE CO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 144843.90000000 USD 592466585.00000000 COP 2025-11-25 5216.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1783.18000000 0.005914003121 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 40448029.00000000 JPY 275869.83000000 USD 2025-10-22 1783.18000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 62.81000000 0.000208312417 N/A DFE HU N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 73607.04000000 USD 24582175.00000000 HUF 2025-12-15 62.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1155.02000000 0.003830679956 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26089.56000000 USD 500000.00000000 MXN 2025-10-22 1155.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1312.54000000 0.004353102691 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 326351.43000000 USD 3072858.00000000 SEK 2025-12-03 1312.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3485.05000000 0.011558337676 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 105493.28000000 USD 2000000.00000000 MXN 2025-10-22 3485.05000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -954.35000000 -0.00316514815 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 166621.47000000 USD 602798.00000000 PLN 2025-12-10 -954.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 162.45000000 0.000538773319 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 PHP 43093.79000000 USD 2025-10-20 162.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9.61000000 -0.00003187203 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000.00000000 SGD 77512.77000000 USD 2025-10-01 -9.61000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD 111532.80000000 0.369903950998 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y sell protection 2030-12-20 114771.05000000 USD 0.00000000 USD 5000000.00000000 USD -3238.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -25.36000000 -0.00008410767 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 8400.16000000 USD 1236680.00000000 JPY 2025-10-16 -25.36000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -3.00000000 NC USD 2493.22000000 0.008268885284 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CTN Number 2 Cotton Futures CTZ5 Comdty 2025-12-08 -101148.22000000 USD 2493.22000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CML2 511795.00000000 PA USD 526807.34000000 1.747182142660 Long DBT UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC 6675.37000000 0.022139188986 N/A DFE IL N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 225439.25000000 USD 768820.00000000 ILS 2025-10-22 6675.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 6946.64000000 0.023038869123 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 239067.36000000 USD 1309348.00000000 BRL 2025-10-02 6946.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 159.54000000 0.000529122162 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 117519.23000000 USD 100000.00000000 EUR 2025-11-10 159.54000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -20.27000000 -0.00006722643 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9314.19000000 EUR 10924.40000000 USD 2025-10-16 -20.27000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 82.88000000 0.000274875547 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 17162.67000000 USD 300276.00000000 ZAR 2026-01-21 82.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -61.20000000 -0.00020297277 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 CAD 143827.36000000 USD 2025-10-27 -61.20000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 345.16000000 0.001144739912 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10583571.00000000 JPY 109258.00000000 AUD 2025-12-02 345.16000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 38.00000000 NC USD 702.08000000 0.002328482436 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE China A50 Futures Contract XUV5 Index 2025-10-30 573667.92000000 USD 702.08000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -768.02000000 -0.00254717565 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 250000.00000000 PEN 71196.67000000 USD 2025-10-23 -768.02000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 33.34000000 0.000110573730 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67729.33000000 USD 10000000.00000000 JPY 2025-10-22 33.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 117.56000000 0.000389893452 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28215.18000000 USD 2025-11-10 117.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 546.68000000 0.001813090785 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 71886.59000000 USD 2025-10-22 546.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3181.75000000 0.010552428488 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 51307.42000000 USD 1000000.00000000 MXN 2025-10-22 3181.75000000 N N N Commodities Exchange Center N/A 000000000 2.00000000 NC USD 77876.48000000 0.258281130231 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIZ5 Comdty 2025-12-29 388523.52000000 USD 77876.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5845.36000000 0.019386420488 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 85555.86000000 USD 1677420.00000000 MXN 2025-10-22 5845.36000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 156.46000000 0.000518907192 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 28649.55000000 USD 500000.00000000 ZAR 2025-12-12 156.46000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -25.00000000 NC USD -9464.50000000 -0.03138947416 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC Number 11 World Sugar Futures SBH6 Comdty 2026-02-27 -455335.50000000 USD -9464.50000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -198.07000000 -0.00065690877 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 87671.06000000 GBP 100000.00000000 EUR 2025-11-18 -198.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 793.53000000 0.002631780805 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 210079.44000000 USD 1977583.00000000 SEK 2025-12-03 793.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4545.10000000 0.015074045013 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 77188.65000000 USD 1500000.00000000 MXN 2025-10-22 4545.10000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 33.00000000 NC 8490.38000000 0.028158757849 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Long OML Stockholm OMXS30 Index Futures QCV5 Index 2025-10-17 8714647.17000000 SEK 8490.38000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 1020.34000000 0.003384007192 N/A DFE PE N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 34962.00000000 USD 125000.00000000 PEN 2025-10-23 1020.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -412.58000000 -0.00136834161 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67659.18000000 USD 50000.00000000 GBP 2025-10-06 -412.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 169.07000000 0.000560728870 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 67931.74000000 USD 2025-10-22 169.07000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 7384.84000000 0.024492180717 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 547384.10000000 GBP 743620.21000000 USD 2025-10-16 7384.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 5106.99000000 0.016937580502 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 524553.19000000 CAD 325290.00000000 EUR 2025-10-28 5106.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6395.42000000 0.021210721207 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 114547.75000000 USD 2219582.00000000 MXN 2025-10-22 6395.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4515.04000000 0.014974349562 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 65793.53000000 USD 1290322.00000000 MXN 2025-10-22 4515.04000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD 111532.80000000 0.369903950998 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y sell protection 2030-12-20 114979.57000000 USD 0.00000000 USD 5000000.00000000 USD -3446.77000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -4.00000000 NC USD 721.94000000 0.002394349091 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Futures LLX5 Comdty 2025-11-17 -197840.94000000 USD 721.94000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 14.00000000 NC USD -2622.96000000 -0.00869917429 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ5 Comdty 2025-12-19 1577622.96000000 USD -2622.96000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 415.75000000 0.001378855077 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 68718.67000000 USD 1200000.00000000 ZAR 2025-12-12 415.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 626.64000000 0.002078282010 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26617.94000000 USD 500000.00000000 MXN 2025-10-22 626.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 668.61000000 0.002217477555 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18120.44000000 USD 100000.00000000 BRL 2025-10-02 668.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10.56000000 -0.00003502275 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3619.89000000 USD 532978.00000000 JPY 2025-10-16 -10.56000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 7.00000000 NC 32224.13000000 0.106872893036 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX Nikkei 225 Stock Index Futures NIZ5 Index 2025-12-11 152408479.00000000 JPY 32224.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 347.61000000 0.001152865456 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28491.65000000 USD 2025-10-10 347.61000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 429.94000000 0.001425916902 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 57430.95000000 USD 1007462.00000000 ZAR 2026-01-21 429.94000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 104.42000000 0.000346314004 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7740.11000000 GBP 10514.92000000 USD 2025-10-16 104.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1236.31000000 0.004100282191 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 98173.00000000 USD 73914.00000000 GBP 2025-10-06 1236.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -465.01000000 -0.00154222826 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 78263.00000000 USD 100000.00000000 SGD 2025-11-17 -465.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -72.21000000 -0.00023948797 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 NZD 57974.60000000 USD 2025-11-03 -72.21000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 927.13000000 0.003074871697 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 700398.79000000 USD 521429.25000000 GBP 2025-10-16 927.13000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -111977.75000000 -0.37137964929 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y buy protection 2030-06-20 0.00000000 USD -114160.42000000 USD 5000000.00000000 USD 2182.67000000 N N N Minneapolis Grain Exchange 549300RGCVWZUN04IA69 000000000 -4.00000000 NC USD 6916.98000000 0.022940500292 N/A DCO US N 1 Minneapolis Grain Exchange 549300RGCVWZUN04IA69 Short MGE Red Wheat Futures MWZ5 Comdty 2025-12-12 -119466.98000000 USD 6916.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.26000000 -0.00000086230 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100.11000000 USD 74.24000000 GBP 2025-10-16 -0.26000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -248.90000000 -0.00082548894 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 240952.33000000 USD 1291437.00000000 BRL 2025-11-04 -248.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 677.63000000 0.002247392823 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67400.00000000 NZD 39801.18000000 USD 2025-11-03 677.63000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 476.71000000 0.001581031880 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18312.34000000 USD 100000.00000000 BRL 2025-10-02 476.71000000 N N N Korea Exchange (Futures Market) N/A 000000000 8.00000000 NC 34655.88000000 0.114937910079 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long KFE KOSPI 200 Index Futures KMZ5 Index 2025-12-11 903076067.00000000 KRW 34655.88000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 13.00000000 NC 20094.43000000 0.066644153558 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z Z5 Index 2025-12-19 1208048.78000000 GBP 20094.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -551.79000000 -0.00183003834 N/A DFE CL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 52557.45000000 USD 50000000.00000000 CLP 2025-12-10 -551.79000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 95.65000000 0.000317227872 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 68577.00000000 EUR 293701.30000000 PLN 2025-11-04 95.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -227.84000000 -0.00075564243 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 177290.90000000 AUD 2025-10-27 -227.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 548.86000000 0.001820320861 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18240.19000000 USD 100000.00000000 BRL 2025-10-02 548.86000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 26.33000000 0.000087324724 N/A DFE HU N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 64019.62000000 USD 21370869.00000000 HUF 2025-12-15 26.33000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 1522155.00000000 PA USD 1545701.99000000 5.126395761308 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 195.76000000 0.000649247552 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 43518.51000000 USD 761144.00000000 ZAR 2026-01-21 195.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -146.52000000 -0.00048594069 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 125429.15000000 USD 1250000.00000000 NOK 2025-11-05 -146.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1046.44000000 0.003470569110 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2500000.00000000 TWD 83201.24000000 USD 2025-10-22 1046.44000000 N N N Commodities Exchange Center N/A 000000000 3.00000000 NC USD 18419.67000000 0.061089730636 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Copper Futures HGZ5 Comdty 2025-12-29 345817.83000000 USD 18419.67000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 5.00000000 NC 21.03000000 0.000069747016 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex Short-term Euro-BTP Futures BTSZ5 Comdty 2025-12-08 539657.10000000 EUR 21.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.64000000 0.000002122591 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 58.82000000 USD 89.84000000 AUD 2025-10-16 0.64000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 73.28000000 0.000243036680 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66121.60000000 USD 100000.00000000 AUD 2025-10-28 73.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1073.39000000 0.003559950095 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 24068100.00000000 JPY 164165.27000000 USD 2025-10-22 1073.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 5963.52000000 0.019778303869 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 604134.37000000 CAD 374710.00000000 EUR 2025-10-28 5963.52000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3804.43000000 0.012617576966 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 326213000.00000000 KRW 236454.77000000 USD 2025-10-16 3804.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2435.09000000 0.008076094315 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 569068.33000000 USD 485647.00000000 EUR 2025-11-10 2435.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5263.38000000 -0.01745625553 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11500000.00000000 MXN 621362.03000000 USD 2025-10-22 -5263.38000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 721.72000000 0.002393619451 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000000.00000000 KRW 72061.63000000 USD 2025-10-22 721.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1877.83000000 0.006227914445 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 188718.00000000 NZD 111422.62000000 USD 2025-11-03 1877.83000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 351.93000000 0.001167192946 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 68114.60000000 USD 2025-10-22 351.93000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -65.66000000 -0.00021776458 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 BRL 18572.76000000 USD 2025-11-04 -65.66000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 759.70000000 0.002519581966 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 NZD 58806.51000000 USD 2025-11-03 759.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 229.94000000 0.000762607183 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 NZD 58276.75000000 USD 2025-11-03 229.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 108.10000000 0.000358518902 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 67870.77000000 USD 2025-10-22 108.10000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 3.00000000 NC USD -2361.18000000 -0.00783096820 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOX5 Comdty 2025-10-31 295197.78000000 USD -2361.18000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.32000000 -0.00000106129 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 42.30000000 USD 6199.00000000 JPY 2025-10-16 -0.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 169.01000000 0.000560529877 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28286.94000000 USD 2025-10-28 169.01000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC N/A 3725.44000000 0.012355602793 N/A DFE HU N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 137336.00000000 EUR 54970588.04000000 HUF 2025-10-28 3725.44000000 N N N Royal Bank of Scotland PLC 549300WHU4EIHRP28H10 000000000 1.00000000 NC 5559.06000000 0.018436892625 N/A DFE IL N 2 NatWest Markets PLC 549300WHU4EIHRP28H10 187869.99000000 USD 640684.00000000 ILS 2025-10-22 5559.06000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4429.36000000 0.014690187679 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 222656.14000000 USD 343056.00000000 AUD 2025-10-28 4429.36000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -498.78000000 -0.00165422810 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 92963.10000000 CHF 2025-10-20 -498.78000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.89000000 0.000002951728 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 297.70000000 CAD 214.96000000 USD 2025-10-16 0.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1168.52000000 0.003875453362 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26076.06000000 USD 500000.00000000 MXN 2025-10-22 1168.52000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -412.32000000 -0.00136747931 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 100000.00000000 CHF 125708.73000000 USD 2025-11-04 -412.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 158.77000000 0.000526568420 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1291436.00000000 BRL 242807.27000000 USD 2025-10-02 158.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2107.50000000 0.006989626161 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 79626.25000000 USD 1500000.00000000 MXN 2025-10-22 2107.50000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -0.96000000 -0.00000318388 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 201.82000000 USD 29661.00000000 JPY 2025-10-16 -0.96000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -394.07000000 -0.00130695230 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 588000.00000000 MYR 139402.56000000 USD 2025-10-16 -394.07000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 5.00000000 NC -1706.69000000 -0.00566032031 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long 3 Month Euro Euribor Futures ERU7 Comdty 2027-09-13 1223890.00000000 EUR -1706.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -141.87000000 -0.00047051874 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4899.97000000 USD 8197.00000000 NZD 2025-11-03 -141.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6582.61000000 0.021831545938 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 102395.72000000 USD 2000000.00000000 MXN 2025-10-22 6582.61000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 10.00000000 NC -1363.09000000 -0.00452075422 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX MSCI Singapore Index Futures QZV5 Index 2025-10-30 449107.30000000 SGD -1363.09000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -590.56000000 -0.00195862093 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66785.44000000 USD 100000.00000000 AUD 2025-10-28 -590.56000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QE0 1100000.00000000 PA USD 1099010.36000000 3.644921263987 Long DBT UST US N 2 2025-10-09 None 0.00000000 N N N N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 -13.00000000 NC 12346.56000000 0.040947966205 N/A DCO FR N 1 Euronext NV 724500QJ4QSZ3H9QU415 Short Euronext Milling Wheat Futures CAZ5 Comdty 2025-12-10 -131570.21000000 EUR 12346.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -523.86000000 -0.00173740714 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 66718.74000000 USD 100000.00000000 AUD 2025-10-28 -523.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2330.44000000 0.007729017504 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 79403.31000000 USD 1500000.00000000 MXN 2025-10-22 2330.44000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 284.34000000 0.000943027427 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28428.38000000 USD 2025-10-10 284.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -149.75000000 -0.00049665315 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100375.86000000 USD 1000000.00000000 NOK 2025-11-05 -149.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 747.72000000 0.002479849714 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 36946.29000000 USD 56944.00000000 AUD 2025-10-28 747.72000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2373.76000000 -0.00787269038 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 150000.00000000 GBP 199366.05000000 USD 2025-10-06 -2373.76000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -342.65000000 -0.00113641537 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 50000.00000000 GBP 66903.95000000 USD 2025-10-06 -342.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3016.78000000 -0.01000529746 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 314208.76000000 USD 400000.00000000 SGD 2025-11-17 -3016.78000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1.04000000 0.000003449210 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 223.00000000 CAD 161.39000000 USD 2025-10-16 1.04000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 8.00000000 NC 17440.87000000 0.057843492872 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPZ5 Index 2025-12-11 248704245.00000000 JPY 17440.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2772.18000000 0.009194069680 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 78961.57000000 USD 1500000.00000000 MXN 2025-10-22 2772.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -958.75000000 -0.00317974096 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 60738.51000000 USD 596449.00000000 NOK 2025-11-05 -958.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 91.23000000 0.000302568728 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 600000.00000000 SGD 466879.20000000 USD 2025-11-17 91.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -793.44000000 -0.00263148231 N/A DFE CL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 52783.82000000 USD 50000000.00000000 CLP 2026-01-23 -793.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 580.70000000 0.001925919768 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 100000.00000000 SGD 78378.69000000 USD 2025-11-17 580.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -935.41000000 -0.00310233272 N/A DFE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 78733.40000000 USD 100000.00000000 SGD 2025-11-17 -935.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4663.74000000 0.015467520338 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 84140.85000000 USD 1629766.00000000 MXN 2025-10-22 4663.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 9791.59000000 0.032474284045 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 362476.72000000 USD 1981305.00000000 BRL 2025-10-02 9791.59000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1379.98000000 0.004576770728 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 31053702.00000000 JPY 211808.16000000 USD 2025-10-22 1379.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 541.47000000 0.001795811567 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 100000.00000000 EUR 178453.10000000 AUD 2025-10-27 541.47000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 603.21000000 0.002000575277 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1417127.00000000 BRL 266867.85000000 USD 2025-10-02 603.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5538.62000000 0.018369102372 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 103439.71000000 USD 2000000.00000000 MXN 2025-10-22 5538.62000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 2013.10000000 0.006676543974 N/A DFE PE N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 69951.59000000 USD 250000.00000000 PEN 2025-10-23 2013.10000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -111977.75000000 -0.37137964929 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y buy protection 2030-06-20 0.00000000 USD -114279.83000000 USD 5000000.00000000 USD 2302.08000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 347.90000000 0.001153827255 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10000000.00000000 JPY 68110.57000000 USD 2025-10-22 347.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1100.23000000 -0.00364896625 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 135593.43000000 USD 100000.00000000 GBP 2025-10-06 -1100.23000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 2.00000000 NC USD 6055.50000000 0.020083360009 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXX5 Comdty 2025-11-17 142760.00000000 USD 6055.50000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 1.00000000 NC USD 57.75000000 0.000191530681 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXF6 Comdty 2026-01-19 73964.00000000 USD 57.75000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 943.08000000 0.003127770647 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 165288.00000000 CAD 119858.34000000 USD 2025-10-27 943.08000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 2.00000000 NC USD -143.32000000 -0.00047532774 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLX5 Comdty 2025-10-21 124883.32000000 USD -143.32000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -188.96000000 -0.00062669502 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 203476.97000000 USD 30000000.00000000 JPY 2025-10-22 -188.96000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1275.47000000 -0.00423015823 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 203015.28000000 USD 150000.00000000 GBP 2025-10-06 -1275.47000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 413.54000000 0.001371525505 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 73462.00000000 CAD 53265.25000000 USD 2025-10-27 413.54000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -2.00000000 NC USD -2572.56000000 -0.00853202025 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Futures LAX25 Comdty 2025-11-17 -131485.94000000 USD -2572.56000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -1.00000000 NC USD -89.50000000 -0.00029683109 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Futures LXX5 Comdty 2025-11-17 -74318.25000000 USD -89.50000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -111.01000000 -0.00036817005 N/A DFE CH N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 126232.06000000 USD 100000.00000000 CHF 2025-11-04 -111.01000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC N/A -527.03000000 -0.00174792060 N/A DFE SE N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 100000.00000000 EUR 1100179.67000000 SEK 2025-11-04 -527.03000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 6622.42000000 0.021963577738 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXZ5 Index 2025-12-19 594638.90000000 EUR 6622.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2573.92000000 0.008536530756 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 57671162.00000000 JPY 393369.12000000 USD 2025-10-22 2573.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 952.35000000 0.003158515053 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 212676.98000000 USD 181536.00000000 EUR 2025-11-10 952.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2046.08000000 -0.00678592374 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 121605.80000000 USD 1192900.00000000 NOK 2025-11-05 -2046.08000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CNS6 503010.00000000 PA USD 507024.66000000 1.681571923125 Long DBT UST US N 2 2035-07-15 Fixed 1.87500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1506.24000000 0.004995518153 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 52982.93000000 USD 1000000.00000000 MXN 2025-10-22 1506.24000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -511.90000000 -0.00169774122 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67758.50000000 USD 50000.00000000 GBP 2025-10-06 -511.90000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2458.04000000 -0.00815220910 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 612322.08000000 USD 90000000.00000000 JPY 2025-10-22 -2458.04000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 820.84000000 0.002722355747 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 136155.00000000 CAD 98776.57000000 USD 2025-10-27 820.84000000 N N N FORWARDS NATIONAL WESTMIN COC N/A 000000000 240000.00000000 NS USD 240000.00000000 0.795971662502 Long STIV CORP US N 1 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 0.68000000 0.000002255253 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 162.39000000 USD 246.39000000 AUD 2025-10-16 0.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4393.38000000 0.014570858260 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 104536.89000000 USD 1999118.00000000 MXN 2025-10-22 4393.38000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 182.88000000 0.000606530406 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28300.81000000 USD 2025-10-28 182.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 748.48000000 0.002482370291 N/A DFE AU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 27075601.00000000 JPY 279308.00000000 AUD 2025-12-02 748.48000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -268.70000000 -0.00089115660 N/A DFE GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 67515.30000000 USD 50000.00000000 GBP 2025-10-06 -268.70000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1055.14000000 0.003499423083 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 174740.00000000 CAD 126770.57000000 USD 2025-10-27 1055.14000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC -3302.57000000 -0.01095313388 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBZ5 Comdty 2025-12-08 -111669.30000000 EUR -3302.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 880.43000000 0.002919988878 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26364.15000000 USD 500000.00000000 MXN 2025-10-22 880.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -7666.33000000 -0.02542575598 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 601539.76000000 AUD 332118.00000000 EUR 2025-10-27 -7666.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 209.72000000 0.000695546571 N/A DFE US N 2 BNP Paribas NA R0MUWSFPU8MPRO8K5P83 2500000.00000000 INR 28327.65000000 USD 2025-10-28 209.72000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1189.36000000 -0.00394457023 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 500000.00000000 ILS 149765.75000000 USD 2025-10-22 -1189.36000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 16.00000000 NC 7093.00000000 0.023524279175 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNZ5 Comdty 2025-12-18 1949490.80000000 CAD 7093.00000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2325.47000000 0.007712534258 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 200000.00000000 GBP 271311.88000000 USD 2025-10-06 2325.47000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -6444.74000000 -0.02137429338 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 238632.00000000 USD 400000.00000000 NZD 2025-11-03 -6444.74000000 N N N Royal Bank of Scotland PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 379.25000000 0.001257801054 N/A DFE ZA N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 90021.82000000 USD 1574045.00000000 ZAR 2026-01-21 379.25000000 N N N 2025-10-30 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX