NPORT-P false 0000810893 XXXXXXXX S000042791 C000132356 C000132360 C000132357 C000200466 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO TRENDS Managed Futures Strategy Fund S000042791 549300S81G7J3BKSIV79 2021-03-31 2020-06-30 N 779665476.210000 86222532.750000 693442943.460000 0.000000 201744752.580000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 41535163.420000 BRL THB CLP CNY COP CAD EUR GBP HKD HUF ZAR AUD JPY KRW MXN MYR USD SGD CZK INR PLN ILS N N/A N/A 000000000 1.000000 NC -711535.440000 -0.1026091 N/A DFE HU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3324466258.000000 HUF 9835408.000000 USD 2020-07-08 -711535.440000 N N N N/A N/A 000000000 1.000000 NC -3784.150000 -0.0005457 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1974334000.000000 IDR 130190.170000 USD 2020-09-16 -3784.150000 N N N N/A N/A 000000000 1.000000 NC 89416.100000 0.0128945 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 66976961.880000 PLN 17022343.000000 USD 2020-09-10 89416.100000 N N N N/A N/A 000000000 1.000000 NC 15264.830000 0.0022013 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 617898.920000 EUR 563000.000000 EUR 2020-08-17 15264.830000 N N N N/A N/A 000000000 1.000000 NC -28094.590000 -0.0040515 N/A DFE IL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3500000.000000 ILS 12004499.500000 ILS 2020-09-10 -28094.590000 N N N N/A N/A 000000000 1.000000 NC -2732.400000 -0.0003940 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 173313.670000 ZAR 2962000.000000 ZAR 2020-07-08 -2732.400000 N N N N/A N/A 000000000 1.000000 NC 910.070000 0.0001312 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 351021.780000 ZAR 6111000.000000 ZAR 2020-07-08 910.070000 N N N N/A N/A 000000000 1.000000 NC -180.630000 -0.0000260 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 126532.860000 ZAR 2194000.000000 ZAR 2020-07-08 -180.630000 N N N N/A N/A 000000000 1.000000 NC -12164.870000 -0.0017543 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 462000.000000 EUR 507411.780000 USD 2020-08-17 -12164.870000 N N N N/A N/A 000000000 1.000000 NC -17562.700000 -0.0025327 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 667000.000000 EUR 732562.030000 USD 2020-08-17 -17562.700000 N N N N/A N/A 000000000 149.000000 NC -69668.010000 -0.0100467 N/A DE SG N 1 Singapore International Monetary Exchange N/A Long MSCI SINGAPORE FREE INDEX N/A N/A 2020-07-29 3163149.400000 SGD -69668.010000 N N N N/A N/A 000000000 649.000000 NC USD -104521.640000 -0.0150729 N/A DE SG N 1 Singapore International Monetary Exchange N/A Long MSCI TAIWAN INDEX N/A N/A 2020-07-30 28082230.000000 USD -104521.640000 N N N N/A N/A 000000000 95.000000 NC USD 562143.590000 0.0810656 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NASDAQ 100 STOCK INDEX N/A N/A 2020-09-18 19279775.000000 USD 562143.590000 N N N N/A N/A 000000000 -988.000000 NC USD 1086392.030000 0.1566664 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short N/A Henry 2020-09-25 -18643560.000000 USD 1086392.030000 N N N N/A N/A 000000000 -1430.000000 NC -1104588.270000 -0.1592904 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A NBP 2020-07-30 -8909536.990000 GBP -1104588.270000 N N N N/A N/A 000000000 -1205.000000 NC -457018.390000 -0.0659057 N/A DCO NL N 1 EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V. N/A Short N/A TTF 2020-07-30 -6207619.080000 EUR -457018.390000 N N N N/A N/A 000000000 1.000000 NC 438292.810000 0.0632053 N/A DFE AU N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 6188352.000000 AUD 9600000.000000 AUD 2020-09-10 438292.810000 N N N N/A N/A 000000000 1.000000 NC 207599.200000 0.0299375 N/A DFE CZ N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 5400000.000000 CZK 132970140.000000 CZK 2020-09-10 207599.200000 N N N N/A N/A 000000000 1.000000 NC -81005.420000 -0.0116816 N/A DFE N/A N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 7957579.000000 EUR 7000000.000000 EUR 2020-09-10 -81005.420000 N N N N/A N/A 000000000 1.000000 NC -209901.320000 -0.0302694 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 22920909.760000 JPY 2450000000.000000 JPY 2020-09-10 -209901.320000 N N N N/A N/A 000000000 1.000000 NC -644311.230000 -0.0929148 N/A DFE TH N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 657378730.000000 THB 20622029.020000 USD 2020-09-16 -644311.230000 N N N N/A N/A 000000000 1.000000 NC -180938.100000 -0.0260927 N/A DFE TH N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 255975390.000000 THB 8100000.000000 USD 2020-09-10 -180938.100000 N N N N/A N/A 000000000 97.000000 NC -300100.000000 -0.0432768 N/A DE SG N 1 Singapore International Monetary Exchange N/A Long NIKKEI 225 STOCK AVERAGE INDEX N/A N/A 2020-09-10 9998703.400000 JPY -300100.000000 N N N N/A N/A 000000000 -47.000000 NC USD 17898.030000 0.0025810 N/A DE SG N 1 Singapore International Monetary Exchange N/A Short NSE CNX NIFTY INDEX N/A N/A 2020-07-30 -965850.000000 USD 17898.030000 N N N N/A N/A 000000000 -21.000000 NC USD -73778.670000 -0.0106395 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short N/A Palladium 2020-09-28 -4130490.000000 USD -73778.670000 N N N N/A N/A 000000000 -154.000000 NC USD -302871.090000 -0.0436764 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short N/A Platinum 2020-10-28 -6554240.000000 USD -302871.090000 N N N N/A N/A 000000000 -361.000000 NC USD -561806.250000 -0.0810169 N/A DCO GB N 1 London Metals Exchange 213800NB8G5VRT1DXC91 Short N/A Aluminum 2020-09-14 -14584400.000000 USD -561806.250000 N N N N/A N/A 000000000 1.000000 NC -126102.420000 -0.0181850 N/A DFE PE N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3601763.070000 PEN 12311679.800000 PEN 2020-07-13 -126102.420000 N N N N/A N/A 000000000 1.000000 NC -770499.790000 -0.1111122 N/A DFE SE N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 63693291.370000 SEK 586000000.000000 SEK 2020-08-17 -770499.790000 N N N N/A N/A 000000000 95.000000 NC USD 11664.120000 0.0016821 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long RUSSELL 2000 INDEX N/A N/A 2020-09-18 6828600.000000 USD 11664.120000 N N N N/A N/A 000000000 17.000000 NC USD -43455.140000 -0.0062666 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX N/A N/A 2020-09-18 2626670.000000 USD -43455.140000 N N N N/A N/A 000000000 102.000000 NC -6645.660000 -0.0009584 N/A DE AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long S&P/ASX 200 INDEX N/A N/A 2020-09-17 10368478.980000 AUD -6645.660000 N N N N/A N/A 000000000 62.000000 NC -122502.140000 -0.0176658 N/A DE CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Long S&P/TSX 60 INDEX N/A N/A 2020-09-17 8480701.240000 CAD -122502.140000 N N N N/A N/A 000000000 -42.000000 NC USD -132125.490000 -0.0190535 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A Silver 2020-09-28 -3913770.000000 USD -132125.490000 N N N N/A N/A 000000000 1.000000 NC -951438.830000 -0.1372051 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 16933525.990000 MXN 374667899.190000 MXN 2020-12-09 -951438.830000 N N N N/A N/A 000000000 1.000000 NC 14068.300000 0.0020288 N/A DFE ZA N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 218882.830000 ZAR 4045000.000000 ZAR 2020-07-08 14068.300000 N N N N/A N/A 000000000 1.000000 NC -405866.240000 -0.0585291 N/A DFE HU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1817748588.000000 HUF 5360588.000000 USD 2020-07-15 -405866.240000 N N N N/A N/A 000000000 1.000000 NC -13600.900000 -0.0019614 N/A DFE ZA N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 3679306.860000 ZAR 198290.000000 USD 2020-07-08 -13600.900000 N N N N/A N/A 000000000 32.000000 NC USD 28599.520000 0.0041243 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A Soybeans 2020-11-13 1411600.000000 USD 28599.520000 N N N N/A N/A 000000000 230.000000 NC USD 54543.820000 0.0078657 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A Soybean Meal 2020-12-14 6805700.000000 USD 54543.820000 N N N N/A N/A 000000000 -801.000000 NC USD -158796.900000 -0.0228998 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A Soybean Oil 2020-12-14 -13846086.000000 USD -158796.900000 N N N N/A N/A 000000000 1.000000 NC -2729.300000 -0.0003936 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 687835.840000 CAD 930000.000000 CAD 2020-08-17 -2729.300000 N N N N/A N/A 000000000 1.000000 NC -8685.490000 -0.0012525 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 611057.810000 GBP 486000.000000 GBP 2020-08-17 -8685.490000 N N N N/A N/A 000000000 1.000000 NC -22471.030000 -0.0032405 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 833070.820000 GBP 654000.000000 GBP 2020-08-17 -22471.030000 N N N N/A N/A 000000000 1.000000 NC -14340.880000 -0.0020681 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 710911.340000 GBP 562000.000000 GBP 2020-08-17 -14340.880000 N N N N/A N/A 000000000 1.000000 NC -5404.850000 -0.0007794 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 925587.260000 JPY 99300000.000000 JPY 2020-08-17 -5404.850000 N N N N/A N/A 000000000 1.000000 NC -1567.350000 -0.0002260 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 251104.370000 ZAR 4333000.000000 ZAR 2020-07-08 -1567.350000 N N N N/A N/A 000000000 1.000000 NC -121242.290000 -0.0174841 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11572944.880000 EUR 12880956.260000 USD 2020-07-02 -121242.290000 N N N N/A N/A 000000000 1.000000 NC 907.930000 0.0001309 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 290000.000000 GBP 360348.200000 USD 2020-08-17 907.930000 N N N N/A N/A 000000000 1.000000 NC -40260.860000 -0.0058059 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 25500000.000000 NZD 16415329.200000 USD 2020-08-17 -40260.860000 N N N N/A N/A 000000000 1.000000 NC 155023.620000 0.0223556 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 22697644.710000 INR 1740148978.000000 INR 2020-09-16 155023.620000 N N N N/A N/A 000000000 1.000000 NC -164855.070000 -0.0237734 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 16100000.000000 TRY 111318620.000000 TRY 2020-09-10 -164855.070000 N N N N/A N/A 000000000 1.000000 NC 1306839.000000 0.1884566 N/A DFE CL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20151367462.000000 CLP 25851989.710000 USD 2020-07-27 1306839.000000 N N N N/A N/A 000000000 1.000000 NC 149.340000 0.0000215 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 201158.500000 EUR 179000.000000 EUR 2020-08-17 149.340000 N N N N/A N/A 000000000 1.000000 NC -3254.100000 -0.0004693 N/A DFE MX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 159336.270000 MXN 3598000.000000 MXN 2020-07-24 -3254.100000 N N N N/A N/A 000000000 1.000000 NC -256439.890000 -0.0369807 N/A DFE HU N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1132236993.650000 HUF 3335362.000000 USD 2020-07-15 -256439.890000 N N N N/A N/A 000000000 1.000000 NC -531097.310000 -0.0765885 N/A DFE HU N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2344606448.300000 HUF 6907219.000000 USD 2020-07-08 -531097.310000 N N N N/A N/A 000000000 1.000000 NC -13590.160000 -0.0019598 N/A DFE ID N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 7761279020.000000 IDR 513074.570000 USD 2020-09-16 -13590.160000 N N N N/A N/A 000000000 1.000000 NC -162074.630000 -0.0233725 N/A DFE SG N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 14547745.700000 SGD 10279130.980000 USD 2020-09-16 -162074.630000 N N N N/A N/A 000000000 759.000000 NC USD 605881.990000 0.0873730 N/A DCO US N 1 New York Board of Trade 5493000F4ZO33MV32P92 Long N/A Raw Sugar 2020-09-30 10166956.800000 USD 605881.990000 N N N N/A N/A 000000000 1.000000 NC 1222938.620000 0.1763575 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-01-08 177067.340000 COP 0.000000 COP 57936900000.000000 COP 1045871.280000 N N N N/A N/A 000000000 1.000000 NC -781910.420000 -0.1127577 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-03-13 0.000000 COP 0.000000 COP 32399200000.000000 COP -781910.420000 N N N N/A N/A 000000000 1.000000 NC -268961.490000 -0.0387864 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-03-27 0.000000 COP 0.000000 COP 18740800000.000000 COP -268961.490000 N N N N/A N/A 000000000 1.000000 NC -361301.330000 -0.0521025 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-03-30 0.000000 COP 0.000000 COP 24984600000.000000 COP -361301.330000 N N N N/A N/A 000000000 1.000000 NC 552951.740000 0.0797400 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-04-24 0.000000 COP 0.000000 COP 63969600000.000000 COP 552951.740000 N N N N/A N/A 000000000 1.000000 NC 258234.130000 0.0372394 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-05-08 0.000000 COP 0.000000 COP 46881400000.000000 COP 258234.130000 N N N N/A N/A 000000000 1.000000 NC 1099548.890000 0.1585637 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2029-12-18 1092083.970000 CAD 0.000000 CAD 17700000.000000 CAD 7464.920000 N N N N/A N/A 000000000 1.000000 NC 185014.710000 0.0266806 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2025-05-08 0.000000 CLP 0.000000 CLP 8207200000.000000 CLP 185014.710000 N N N N/A N/A 000000000 1.000000 NC 564210.910000 0.0813637 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2025-03-10 0.000000 CLP 0.000000 CLP 10897800000.000000 CLP 564210.910000 N N N N/A N/A 000000000 1.000000 NC 406243.900000 0.0585836 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2025-02-14 0.000000 CLP 0.000000 CLP 5878100000.000000 CLP 406243.900000 N N N N/A N/A 000000000 1.000000 NC 73799.650000 0.0106425 N/A DIR CN N 2 London Clearing house N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-09-16 0.000000 CNY 0.000000 CNY 117400000.000000 CNY 73799.650000 N N N N/A N/A 000000000 1.000000 NC 17874.340000 0.0025776 N/A DIR CN N 2 London Clearing house N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-09-16 0.000000 CNY 0.000000 CNY 168100000.000000 CNY 17874.340000 N N N N/A N/A 000000000 1.000000 NC 183054.830000 0.0263980 N/A DIR CN N 2 CREDIT AGRICOLE CIB FINANCIAL SOLUTIONS 969500HUHIE5GG515X42 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-04-10 0.000000 CNY 0.000000 CNY 58500000.000000 CNY 183054.830000 N N N N/A N/A 000000000 1.000000 NC -75791.120000 -0.0109297 N/A DIR CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-03-06 0.000000 CNY 0.000000 CNY 101500000.000000 CNY -75791.120000 N N N N/A N/A 000000000 1.000000 NC 127350.560000 0.0183650 N/A DIR CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-06-17 0.000000 CNY 0.000000 CNY 111400000.000000 CNY 127350.560000 N N N N/A N/A 000000000 1.000000 NC 175299.580000 0.0252796 N/A DIR CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-03-20 0.000000 CNY 0.000000 CNY 132300000.000000 CNY 175299.580000 N N N N/A N/A 000000000 1.000000 NC 1162071.650000 0.1675800 N/A DIR CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-03-18 0.000000 CNY 0.000000 CNY 568900000.000000 CNY 1162071.650000 N N N N/A N/A 000000000 1.000000 NC -10218.130000 -0.0014735 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-05-15 0.000000 CZK 0.000000 CZK 101400000.000000 CZK -10218.130000 N N N N/A N/A 000000000 1.000000 NC -4093.230000 -0.0005903 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-03-26 0.000000 CZK 0.000000 CZK 282200000.000000 CZK -4093.230000 N N N N/A N/A 000000000 1.000000 NC -234634.440000 -0.0338362 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-05-05 0.000000 CZK -5735.880000 CZK 651100000.000000 CZK -228898.560000 N N N N/A N/A 000000000 1.000000 NC 59856.290000 0.0086318 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-03-31 0.000000 CZK 0.000000 CZK 237700000.000000 CZK 59856.290000 N N N N/A N/A 000000000 1.000000 NC 532212.980000 0.0767494 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-03-13 0.000000 CZK 0.000000 CZK 550500000.000000 CZK 532212.980000 N N N N/A N/A 000000000 1.000000 NC 522446.130000 0.0753409 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-03-13 0.000000 CZK 0.000000 CZK 527700000.000000 CZK 522446.130000 N N N N/A N/A 000000000 1.000000 NC 1380290.930000 0.1990490 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-03-06 0.000000 CZK 0.000000 CZK 895800000.000000 CZK 1380290.930000 N N N N/A N/A 000000000 1.000000 NC 1508159.040000 0.2174886 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-03-20 107830.320000 CZK 0.000000 CZK 770900000.000000 CZK 1400328.720000 N N N N/A N/A 000000000 1.000000 NC -16807.340000 -0.0024238 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2023-06-20 0.000000 CZK -109.250000 CZK 9700000.000000 CZK -16698.090000 N N N N/A N/A 000000000 1.000000 NC 2078085.890000 0.2996766 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-11-29 0.000000 CZK -192139.940000 CZK 703900000.000000 CZK 2270225.830000 N N N N/A N/A 000000000 1.000000 NC 97347.020000 0.0140382 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-03-20 0.000000 CZK 0.000000 CZK 47300000.000000 CZK 97347.020000 N N N N/A N/A 000000000 1.000000 NC 814188.650000 0.1174125 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-06-19 0.000000 CZK 0.000000 CZK 342300000.000000 CZK 814188.650000 N N N N/A N/A 000000000 1.000000 NC -2535370.480000 -0.3656206 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-11-15 0.000000 CZK 0.000000 CZK 803300000.000000 CZK -2535370.480000 N N N N/A N/A 000000000 1.000000 NC -1089689.310000 -0.1571419 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2025-02-21 0.000000 CZK -27627.620000 CZK 401600000.000000 CZK -1062061.690000 N N N N/A N/A 000000000 1.000000 NC -1483076.970000 -0.2138715 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-03-20 76766.290000 CZK 0.000000 CZK 648500000.000000 CZK -1559843.260000 N N N N/A N/A 000000000 1.000000 NC -3432648.690000 -0.4950153 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-06-19 0.000000 CZK -921838.020000 CZK 1293130000.000000 CZK -2510810.670000 N N N N/A N/A 000000000 1.000000 NC 965109.630000 0.1391765 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2024-03-20 35001.470000 CZK 0.000000 CZK 299000000.000000 CZK 930108.160000 N N N N/A N/A 000000000 1.000000 NC 633233.370000 0.0913173 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-12-18 585374.830000 GBP 0.000000 GBP 8100000.000000 GBP 47858.540000 N N N N/A N/A 000000000 1.000000 NC -1985.630000 -0.0002863 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-09-16 0.000000 HKD 0.000000 HKD 116500000.000000 HKD -1985.630000 N N N N/A N/A 000000000 1.000000 NC 166414.080000 0.0239982 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 HKD 0.000000 HKD 117700000.000000 HKD 166414.080000 N N N N/A N/A 000000000 1.000000 NC -561921.240000 -0.0810335 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-09-16 0.000000 HKD 0.000000 HKD 304200000.000000 HKD -561921.240000 N N N N/A N/A 000000000 1.000000 NC -177517.620000 -0.0255995 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 HKD 0.000000 HKD 84100000.000000 HKD -177517.620000 N N N N/A N/A 000000000 1.000000 NC 704392.780000 0.1015791 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-03-18 0.000000 HKD 0.000000 HKD 207300000.000000 HKD 704392.780000 N N N N/A N/A 000000000 1.000000 NC -1086428.120000 -0.1566716 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2024-12-18 43237.130000 HKD 0.000000 HKD 271200000.000000 HKD -1129665.250000 N N N N/A N/A 000000000 1.000000 NC 504502.680000 0.0727533 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2024-12-18 0.000000 HKD 0.000000 HKD 107200000.000000 HKD 504502.680000 N N N N/A N/A 000000000 1.000000 NC 908271.060000 0.1309799 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 HKD 0.000000 HKD 176300000.000000 HKD 908271.060000 N N N N/A N/A 000000000 1.000000 NC 2888714.600000 0.4165757 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-03-18 0.000000 HKD 0.000000 HKD 510700000.000000 HKD 2888714.600000 N N N N/A N/A 000000000 1.000000 NC -1199069.960000 -0.1729154 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2024-12-18 28467.070000 HKD 0.000000 HKD 218100000.000000 HKD -1227537.030000 N N N N/A N/A 000000000 1.000000 NC 1785716.120000 0.2575145 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-03-18 0.000000 HKD 0.000000 HKD 286700000.000000 HKD 1785716.120000 N N N N/A N/A 000000000 1.000000 NC -1212553.270000 -0.1748598 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2025-03-18 0.000000 HKD 0.000000 HKD 185700000.000000 HKD -1212553.270000 N N N N/A N/A 000000000 1.000000 NC 600301.200000 0.0865682 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2023-09-19 255315.060000 HKD 0.000000 HKD 73000000.000000 HKD 344986.140000 N N N N/A N/A 000000000 1.000000 NC 1862861.550000 0.2686395 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2023-12-19 142645.760000 HKD 0.000000 HKD 204120000.000000 HKD 1720215.790000 N N N N/A N/A 000000000 1.000000 NC -113899.510000 -0.0164252 N/A DIR HK N 2 London Clearing house N/A HKD-HIBOR-HKAB-Bloomberg 3M N/A N/A Y 2023-12-19 0.000000 HKD 0.000000 HKD 12300000.000000 HKD -113899.510000 N N N N/A N/A 000000000 1.000000 NC -118574.820000 -0.0170994 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-03-31 0.000000 HUF 0.000000 HUF 8685400000.000000 HUF -118574.820000 N N N N/A N/A 000000000 1.000000 NC -2172.890000 -0.0003133 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2024-11-29 0.000000 HUF 0.000000 HUF 456600000.000000 HUF -2172.890000 N N N N/A N/A 000000000 1.000000 NC 14392.440000 0.0020755 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2024-08-09 0.000000 HUF 0.000000 HUF 1638000000.000000 HUF 14392.440000 N N N N/A N/A 000000000 1.000000 NC -25894.450000 -0.0037342 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2022-11-21 0.000000 HUF -2734.110000 HUF 1028700000.000000 HUF -23160.340000 N N N N/A N/A 000000000 1.000000 NC 125028.860000 0.0180302 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-03-13 0.000000 HUF 0.000000 HUF 7174900000.000000 HUF 125028.860000 N N N N/A N/A 000000000 1.000000 NC 251892.150000 0.0363249 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-06-05 0.000000 HUF 0.000000 HUF 14475400000.000000 HUF 251892.150000 N N N N/A N/A 000000000 1.000000 NC -601962.610000 -0.0868078 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-03-24 0.000000 HUF -23848.670000 HUF 16027500000.000000 HUF -578113.940000 N N N N/A N/A 000000000 1.000000 NC 467023.710000 0.0673485 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-03-06 0.000000 HUF 0.000000 HUF 12219600000.000000 HUF 467023.710000 N N N N/A N/A 000000000 1.000000 NC -269462.800000 -0.0388587 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2024-09-18 0.000000 HUF -181660.360000 HUF 4673400000.000000 HUF -87802.440000 N N N N/A N/A 000000000 1.000000 NC 282120.710000 0.0406841 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-03-17 0.000000 HUF 0.000000 HUF 7015000000.000000 HUF 282120.710000 N N N N/A N/A 000000000 1.000000 NC 349954.390000 0.0504662 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-05-15 0.000000 HUF 0.000000 HUF 7937600000.000000 HUF 349954.390000 N N N N/A N/A 000000000 1.000000 NC -409313.610000 -0.0590263 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2023-09-19 242497.800000 HUF 0.000000 HUF 4693800000.000000 HUF -651811.410000 N N N N/A N/A 000000000 1.000000 NC -451801.000000 -0.0651533 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-04-16 0.000000 HUF 0.000000 HUF 5483800000.000000 HUF -451801.000000 N N N N/A N/A 000000000 1.000000 NC -50851.910000 -0.0073333 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-04-16 0.000000 HUF 0.000000 HUF 584100000.000000 HUF -50851.910000 N N N N/A N/A 000000000 1.000000 NC -335153.660000 -0.0483318 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-04-15 0.000000 HUF 0.000000 HUF 3720800000.000000 HUF -335153.660000 N N N N/A N/A 000000000 1.000000 NC -1324638.690000 -0.1910235 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-02-21 0.000000 HUF 0.000000 HUF 12565900000.000000 HUF -1324638.690000 N N N N/A N/A 000000000 1.000000 NC -306404.880000 -0.0441860 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-02-25 0.000000 HUF 0.000000 HUF 2764500000.000000 HUF -306404.880000 N N N N/A N/A 000000000 1.000000 NC -711303.300000 -0.1025756 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-02-24 0.000000 HUF 0.000000 HUF 6283100000.000000 HUF -711303.300000 N N N N/A N/A 000000000 1.000000 NC 618271.900000 0.0891597 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2024-06-19 10879.300000 HUF 0.000000 HUF 6326450000.000000 HUF 607392.600000 N N N N/A N/A 000000000 1.000000 NC -478233.220000 -0.0689650 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2025-02-24 0.000000 HUF 0.000000 HUF 3926800000.000000 HUF -478233.220000 N N N N/A N/A 000000000 1.000000 NC 379590.750000 0.0547400 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2024-03-20 14952.440000 HUF 0.000000 HUF 2277400000.000000 HUF 364638.310000 N N N N/A N/A 000000000 1.000000 NC 1842132.290000 0.2656502 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2023-12-19 113368.680000 HUF 0.000000 HUF 8896700000.000000 HUF 1728763.610000 N N N N/A N/A 000000000 1.000000 NC -17908.410000 -0.0025825 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2025-03-06 0.000000 ILS 0.000000 ILS 55100000.000000 ILS -17908.410000 N N N N/A N/A 000000000 1.000000 NC -147481.320000 -0.0212680 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2025-01-02 0.000000 ILS 0.000000 ILS 46100000.000000 ILS -147481.320000 N N N N/A N/A 000000000 1.000000 NC -124507.780000 -0.0179550 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2024-10-18 0.000000 ILS 0.000000 ILS 32700000.000000 ILS -124507.780000 N N N N/A N/A 000000000 1.000000 NC -177513.050000 -0.0255988 N/A DIR IL N 2 Citibank International Limited N/A TELBOR ILS 3M N/A N/A Y 2024-11-08 0.000000 ILS 0.000000 ILS 46700000.000000 ILS -177513.050000 N N N N/A N/A 000000000 1.000000 NC -756611.610000 -0.1091094 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2025-03-27 0.000000 ILS 0.000000 ILS 116000000.000000 ILS -756611.610000 N N N N/A N/A 000000000 1.000000 NC -626311.800000 -0.0903192 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2025-03-26 0.000000 ILS 0.000000 ILS 92900000.000000 ILS -626311.800000 N N N N/A N/A 000000000 1.000000 NC -706724.860000 -0.1019154 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2025-03-25 0.000000 ILS 0.000000 ILS 92900000.000000 ILS -706724.860000 N N N N/A N/A 000000000 1.000000 NC -813560.950000 -0.1173220 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2023-03-21 0.000000 ILS 0.000000 ILS 107200000.000000 ILS -813560.950000 N N N N/A N/A 000000000 1.000000 NC -456624.460000 -0.0658489 N/A DIR IL N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 TELBOR ILS 3M N/A N/A Y 2024-03-25 11900.450000 ILS 0.000000 ILS 43500000.000000 ILS -468524.910000 N N N N/A N/A 000000000 1.000000 NC -60802.880000 -0.0087683 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2023-06-20 0.000000 ILS 0.000000 ILS 7370000.000000 ILS -60802.880000 N N N N/A N/A 000000000 1.000000 NC -606148.090000 -0.0874114 N/A DIR IL N 2 Citibank International Limited N/A TELBOR ILS 3M N/A N/A Y 2023-09-07 0.000000 ILS 0.000000 ILS 40976000.000000 ILS -606148.090000 N N N N/A N/A 000000000 1.000000 NC -730788.250000 -0.1053855 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2023-11-30 0.000000 ILS 0.000000 ILS 46000000.000000 ILS -730788.250000 N N N N/A N/A 000000000 1.000000 NC 115415.310000 0.0166438 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2025-05-29 164.030000 ILS 0.000000 ILS 126000000.000000 ILS 115251.280000 N N N N/A N/A 000000000 1.000000 NC 55469.430000 0.0079991 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2025-05-19 0.000000 ILS 0.000000 ILS 44700000.000000 ILS 55469.430000 N N N N/A N/A 000000000 1.000000 NC 115908.930000 0.0167150 N/A DIR IL N 2 Citibank International Limited N/A TELBOR ILS 3M N/A N/A Y 2025-05-18 0.000000 ILS 0.000000 ILS 85800000.000000 ILS 115908.930000 N N N N/A N/A 000000000 1.000000 NC 129284.800000 0.0186439 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2025-05-15 0.000000 ILS 0.000000 ILS 83800000.000000 ILS 129284.800000 N N N N/A N/A 000000000 1.000000 NC 192041.110000 0.0276939 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2025-02-14 0.000000 ILS 0.000000 ILS 84900000.000000 ILS 192041.110000 N N N N/A N/A 000000000 1.000000 NC 138440.520000 0.0199642 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2024-11-29 0.000000 ILS 0.000000 ILS 52800000.000000 ILS 138440.520000 N N N N/A N/A 000000000 1.000000 NC 87673.010000 0.0126431 N/A DIR IL N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 TELBOR ILS 3M N/A N/A Y 2024-09-18 0.000000 ILS 0.000000 ILS 28400000.000000 ILS 87673.010000 N N N N/A N/A 000000000 1.000000 NC 161605.910000 0.0233049 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2025-03-13 0.000000 ILS 0.000000 ILS 57300000.000000 ILS 161605.910000 N N N N/A N/A 000000000 1.000000 NC 225907.920000 0.0325777 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2025-01-31 0.000000 ILS 0.000000 ILS 67600000.000000 ILS 225907.920000 N N N N/A N/A 000000000 1.000000 NC 94630.270000 0.0136464 N/A DIR IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TELBOR ILS 3M N/A N/A Y 2024-08-09 0.000000 ILS 0.000000 ILS 18700000.000000 ILS 94630.270000 N N N N/A N/A 000000000 1.000000 NC 43753.390000 0.0063096 N/A DIR IL N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 TELBOR ILS 3M N/A N/A Y 2023-03-21 0.000000 ILS 0.000000 ILS 7000000.000000 ILS 43753.390000 N N N N/A N/A 000000000 1.000000 NC 333285.330000 0.0480624 N/A DIR IL N 2 Citibank International Limited N/A TELBOR ILS 3M N/A N/A Y 2023-03-21 0.000000 ILS 0.000000 ILS 50200000.000000 ILS 333285.330000 N N N N/A N/A 000000000 1.000000 NC 310592.080000 0.0447899 N/A DIR IL N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 TELBOR ILS 3M N/A N/A Y 2023-03-21 0.000000 ILS 0.000000 ILS 46600000.000000 ILS 310592.080000 N N N N/A N/A 000000000 1.000000 NC 251198.220000 0.0362248 N/A DIR IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TELBOR ILS 3M N/A N/A Y 2024-06-19 0.000000 ILS 0.000000 ILS 26500000.000000 ILS 251198.220000 N N N N/A N/A 000000000 1.000000 NC 496386.470000 0.0715829 N/A DIR IL N 2 Citibank International Limited N/A TELBOR ILS 3M N/A N/A Y 2023-09-19 0.000000 ILS 0.000000 ILS 38700000.000000 ILS 496386.470000 N N N N/A N/A 000000000 1.000000 NC 2473469.070000 0.3566940 N/A DIR IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TELBOR ILS 3M N/A N/A Y 2024-01-11 0.000000 ILS 0.000000 ILS 184220000.000000 ILS 2473469.070000 N N N N/A N/A 000000000 1.000000 NC 645950.560000 0.0931512 N/A DIR IL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TELBOR ILS 3M N/A N/A Y 2023-11-23 0.000000 ILS 0.000000 ILS 45100000.000000 ILS 645950.560000 N N N N/A N/A 000000000 1.000000 NC -199599.270000 -0.0287838 N/A DIR KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-27 0.000000 KRW 0.000000 KRW 47240900000.000000 KRW -199599.270000 N N N N/A N/A 000000000 1.000000 NC -108953.230000 -0.0157119 N/A DIR KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-06 0.000000 KRW 0.000000 KRW 20616600000.000000 KRW -108953.230000 N N N N/A N/A 000000000 1.000000 NC -51029.770000 -0.0073589 N/A DIR KR N 2 CREDIT AGRICOLE CIB FINANCIAL SOLUTIONS 969500HUHIE5GG515X42 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-04-10 0.000000 KRW 0.000000 KRW 9109700000.000000 KRW -51029.770000 N N N N/A N/A 000000000 1.000000 NC -488466.700000 -0.0704408 N/A DIR KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-12-18 0.000000 KRW 0.000000 KRW 36023000000.000000 KRW -488466.700000 N N N N/A N/A 000000000 1.000000 NC -122975.170000 -0.0177340 N/A DIR KR N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-12-18 0.000000 KRW 0.000000 KRW 8311400000.000000 KRW -122975.170000 N N N N/A N/A 000000000 1.000000 NC -255478.380000 -0.0368420 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-12-18 0.000000 KRW 0.000000 KRW 15566200000.000000 KRW -255478.380000 N N N N/A N/A 000000000 1.000000 NC -333443.050000 -0.0480851 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 16252700000.000000 KRW -333443.050000 N N N N/A N/A 000000000 1.000000 NC -1258939.550000 -0.1815491 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-01-31 0.000000 KRW 0.000000 KRW 56782600000.000000 KRW -1258939.550000 N N N N/A N/A 000000000 1.000000 NC -465769.690000 -0.0671677 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-03-20 0.000000 KRW -168527.700000 KRW 13159600000.000000 KRW -297241.990000 N N N N/A N/A 000000000 1.000000 NC -985508.000000 -0.1421181 N/A DIR KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-03-20 0.000000 KRW -360524.880000 KRW 27844000000.000000 KRW -624983.120000 N N N N/A N/A 000000000 1.000000 NC -568496.950000 -0.0819818 N/A DIR KR N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-03-20 0.000000 KRW -129638.460000 KRW 16062000000.000000 KRW -438858.490000 N N N N/A N/A 000000000 1.000000 NC -72680.630000 -0.0104811 N/A DIR KR N 2 Citibank International Limited N/A SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-09-16 0.000000 KRW 0.000000 KRW 26616300000.000000 KRW -72680.630000 N N N N/A N/A 000000000 1.000000 NC 116405.080000 0.0167865 N/A DIR KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-06-17 0.000000 KRW 0.000000 KRW 24270400000.000000 KRW 116405.080000 N N N N/A N/A 000000000 1.000000 NC 441961.500000 0.0637344 N/A DIR KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 42426700000.000000 KRW 441961.500000 N N N N/A N/A 000000000 1.000000 NC 218198.290000 0.0314659 N/A DIR KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-10-11 0.000000 KRW 0.000000 KRW 19701700000.000000 KRW 218198.290000 N N N N/A N/A 000000000 1.000000 NC 392737.430000 0.0566359 N/A DIR KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-20 0.000000 KRW 0.000000 KRW 28741800000.000000 KRW 392737.430000 N N N N/A N/A 000000000 1.000000 NC 207264.010000 0.0298891 N/A DIR KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 13601700000.000000 KRW 207264.010000 N N N N/A N/A 000000000 1.000000 NC 1444085.200000 0.2082486 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 78901900000.000000 KRW 1444085.200000 N N N N/A N/A 000000000 1.000000 NC 336233.710000 0.0484876 N/A DIR KR N 2 Citibank International Limited N/A SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 17881000000.000000 KRW 336233.710000 N N N N/A N/A 000000000 1.000000 NC 326025.920000 0.0470155 N/A DIR KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2025-03-18 0.000000 KRW 0.000000 KRW 17246200000.000000 KRW 326025.920000 N N N N/A N/A 000000000 1.000000 NC 521855.480000 0.0752557 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-02-07 67311.590000 KRW 0.000000 KRW 18433900000.000000 KRW 454543.890000 N N N N/A N/A 000000000 1.000000 NC 316625.420000 0.0456599 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-02-07 284276.000000 KRW 0.000000 KRW 11184400000.000000 KRW 32349.420000 N N N N/A N/A 000000000 1.000000 NC 928224.960000 0.1338574 N/A DIR KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-02-07 179761.650000 KRW 0.000000 KRW 32788400000.000000 KRW 748463.310000 N N N N/A N/A 000000000 1.000000 NC 222807.460000 0.0321306 N/A DIR KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2024-02-07 209764.050000 KRW 0.000000 KRW 7870400000.000000 KRW 13043.410000 N N N N/A N/A 000000000 1.000000 NC 551506.740000 0.0795317 N/A DIR KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2023-09-19 69921.330000 KRW 0.000000 KRW 15888200000.000000 KRW 481585.410000 N N N N/A N/A 000000000 1.000000 NC 992498.340000 0.1431262 N/A DIR KR N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2023-09-19 0.000000 KRW 0.000000 KRW 28592600000.000000 KRW 992498.340000 N N N N/A N/A 000000000 1.000000 NC 437696.040000 0.0631193 N/A DIR KR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2023-09-19 0.000000 KRW 0.000000 KRW 11882600000.000000 KRW 437696.040000 N N N N/A N/A 000000000 1.000000 NC 210416.350000 0.0303437 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-05-06 0.000000 MXN -19776.330000 MXN 358200000.000000 MXN 230192.680000 N N N N/A N/A 000000000 1.000000 NC 263111.010000 0.0379427 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-05-02 0.000000 MXN 0.000000 MXN 216700000.000000 MXN 263111.010000 N N N N/A N/A 000000000 1.000000 NC 364628.810000 0.0525824 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-21 0.000000 MXN 0.000000 MXN 298300000.000000 MXN 364628.810000 N N N N/A N/A 000000000 1.000000 NC 1761586.470000 0.2540348 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-03-28 0.000000 MXN 0.000000 MXN 656100000.000000 MXN 1761586.470000 N N N N/A N/A 000000000 1.000000 NC 1268717.410000 0.1829592 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-04-07 0.000000 MXN 0.000000 MXN 462100000.000000 MXN 1268717.410000 N N N N/A N/A 000000000 1.000000 NC -771406.840000 -0.1112430 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-02-20 0.000000 MXN -220302.340000 MXN 256400000.000000 MXN -551104.500000 N N N N/A N/A 000000000 1.000000 NC -3499558.510000 -0.5046642 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-01-28 994162.330000 MXN 0.000000 MXN 1137700000.000000 MXN -4493720.840000 N N N N/A N/A 000000000 1.000000 NC 1252726.180000 0.1806531 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-01-23 0.000000 MXN 0.000000 MXN 398600000.000000 MXN 1252726.180000 N N N N/A N/A 000000000 1.000000 NC -651349.090000 -0.0939297 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-10-22 60608.390000 MXN 0.000000 MXN 212000000.000000 MXN -711957.480000 N N N N/A N/A 000000000 1.000000 NC 1885118.010000 0.2718490 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-09-19 0.000000 MXN 0.000000 MXN 589100000.000000 MXN 1885118.010000 N N N N/A N/A 000000000 1.000000 NC 31962.810000 0.0046093 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-11-21 4782.550000 MXN 0.000000 MXN 9100000.000000 MXN 27180.260000 N N N N/A N/A 000000000 1.000000 NC -262276.050000 -0.0378223 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-03-18 0.000000 MXN 0.000000 MXN 66200000.000000 MXN -262276.050000 N N N N/A N/A 000000000 1.000000 NC -1453652.600000 -0.2096283 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2025-03-20 0.000000 MXN 0.000000 MXN 355100000.000000 MXN -1453652.600000 N N N N/A N/A 000000000 1.000000 NC -1567124.400000 -0.2259918 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2022-12-08 255654.510000 MXN 0.000000 MXN 493400000.000000 MXN -1822778.910000 N N N N/A N/A 000000000 1.000000 NC 1666271.580000 0.2402896 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-02-22 0.000000 MXN 0.000000 MXN 324820000.000000 MXN 1666271.580000 N N N N/A N/A 000000000 1.000000 NC 862720.820000 0.1244112 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-12-28 11513.110000 MXN 0.000000 MXN 152100000.000000 MXN 851207.710000 N N N N/A N/A 000000000 1.000000 NC -110889.090000 -0.0159911 N/A DIR MY N 2 Citibank International Limited N/A N/A Klibor Interbank Offered Rate Y 2025-09-17 0.000000 MYR 0.000000 MYR 56200000.000000 MYR -110889.090000 N N N N/A N/A 000000000 1.000000 NC 3378.140000 0.0004872 N/A DIR MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A Klibor Interbank Offered Rate Y 2025-09-17 0.000000 MYR 0.000000 MYR 40400000.000000 MYR 3378.140000 N N N N/A N/A 000000000 1.000000 NC 969609.900000 0.1398255 N/A DIR MY N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 N/A Klibor Interbank Offered Rate Y 2025-03-18 0.000000 MYR 0.000000 MYR 111300000.000000 MYR 969609.900000 N N N N/A N/A 000000000 1.000000 NC 6111.270000 0.0008813 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-04-17 0.000000 PLN 0.000000 PLN 34500000.000000 PLN 6111.270000 N N N N/A N/A 000000000 1.000000 NC 81836.070000 0.0118014 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-05-08 0.000000 PLN 0.000000 PLN 77800000.000000 PLN 81836.070000 N N N N/A N/A 000000000 1.000000 NC -70878.400000 -0.0102212 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-05-29 0.000000 PLN 0.000000 PLN 38800000.000000 PLN -70878.400000 N N N N/A N/A 000000000 1.000000 NC -195460.520000 -0.0281870 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-03-31 0.000000 PLN 0.000000 PLN 64100000.000000 PLN -195460.520000 N N N N/A N/A 000000000 1.000000 NC 214820.920000 0.0309789 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-03-13 0.000000 PLN 0.000000 PLN 33900000.000000 PLN 214820.920000 N N N N/A N/A 000000000 1.000000 NC 3409022.900000 0.4916083 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-03-03 2386.380000 PLN 0.000000 PLN 302300000.000000 PLN 3406636.520000 N N N N/A N/A 000000000 1.000000 NC 1862150.890000 0.2685370 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2024-11-29 0.000000 PLN 0.000000 PLN 127500000.000000 PLN 1862150.890000 N N N N/A N/A 000000000 1.000000 NC -4058394.210000 -0.5852528 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2024-12-19 616045.260000 PLN 0.000000 PLN 263800000.000000 PLN -4674439.470000 N N N N/A N/A 000000000 1.000000 NC -1654717.740000 -0.2386235 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2024-09-18 30759.110000 PLN 0.000000 PLN 108700000.000000 PLN -1685476.850000 N N N N/A N/A 000000000 1.000000 NC 5131215.780000 0.7399622 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-02-14 0.000000 PLN 0.000000 PLN 344400000.000000 PLN 5131215.780000 N N N N/A N/A 000000000 1.000000 NC -4887897.590000 -0.7048738 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2025-01-17 0.000000 PLN -152466.240000 PLN 298500000.000000 PLN -4735431.350000 N N N N/A N/A 000000000 1.000000 NC 912878.800000 0.1316444 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2024-06-19 99676.870000 PLN 0.000000 PLN 58300000.000000 PLN 813201.930000 N N N N/A N/A 000000000 1.000000 NC -1193888.520000 -0.1721682 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2024-03-20 0.000000 PLN -150344.760000 PLN 69000000.000000 PLN -1043543.760000 N N N N/A N/A 000000000 1.000000 NC -2799523.350000 -0.4037136 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2023-09-19 101341.330000 PLN 0.000000 PLN 136800000.000000 PLN -2900864.680000 N N N N/A N/A 000000000 1.000000 NC 6961993.280000 1.0039749 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2023-12-19 0.000000 PLN -217524.080000 PLN 321250000.000000 PLN 7179517.360000 N N N N/A N/A 000000000 1.000000 NC 18718.860000 0.0026994 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-09-16 0.000000 SGD 0.000000 SGD 21200000.000000 SGD 18718.860000 N N N N/A N/A 000000000 1.000000 NC -89949.110000 -0.0129714 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-09-16 0.000000 SGD 0.000000 SGD 34800000.000000 SGD -89949.110000 N N N N/A N/A 000000000 1.000000 NC -136072.370000 -0.0196227 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-06-17 0.000000 SGD 0.000000 SGD 26900000.000000 SGD -136072.370000 N N N N/A N/A 000000000 1.000000 NC 220169.960000 0.0317503 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-06-17 0.000000 SGD 0.000000 SGD 13700000.000000 SGD 220169.960000 N N N N/A N/A 000000000 1.000000 NC -406152.650000 -0.0585704 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-06-17 0.000000 SGD 0.000000 SGD 19300000.000000 SGD -406152.650000 N N N N/A N/A 000000000 1.000000 NC -371696.990000 -0.0536017 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-06-17 0.000000 SGD 0.000000 SGD 16100000.000000 SGD -371696.990000 N N N N/A N/A 000000000 1.000000 NC 454598.480000 0.0655567 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-03-18 0.000000 SGD 0.000000 SGD 19000000.000000 SGD 454598.480000 N N N N/A N/A 000000000 1.000000 NC 1887535.370000 0.2721976 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-03-18 0.000000 SGD 0.000000 SGD 70000000.000000 SGD 1887535.370000 N N N N/A N/A 000000000 1.000000 NC 853540.970000 0.1230874 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-03-18 0.000000 SGD 0.000000 SGD 27100000.000000 SGD 853540.970000 N N N N/A N/A 000000000 1.000000 NC 334838.160000 0.0482863 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2024-12-18 0.000000 SGD 0.000000 SGD 10800000.000000 SGD 334838.160000 N N N N/A N/A 000000000 1.000000 NC 769633.290000 0.1109873 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-06-17 0.000000 SGD 0.000000 SGD 21400000.000000 SGD 769633.290000 N N N N/A N/A 000000000 1.000000 NC -1405993.800000 -0.2027555 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2025-03-18 0.000000 SGD 0.000000 SGD 39200000.000000 SGD -1405993.800000 N N N N/A N/A 000000000 1.000000 NC -1523921.530000 -0.2197616 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2024-12-18 0.000000 SGD 0.000000 SGD 42500000.000000 SGD -1523921.530000 N N N N/A N/A 000000000 1.000000 NC 1958227.900000 0.2823921 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2023-03-21 0.000000 SGD -22756.560000 SGD 60900000.000000 SGD 1980984.460000 N N N N/A N/A 000000000 1.000000 NC 275501.670000 0.0397295 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2023-12-19 132987.950000 SGD 0.000000 SGD 6070000.000000 SGD 142513.720000 N N N N/A N/A 000000000 1.000000 NC 1333495.950000 0.1923007 N/A DIR SG N 2 London Clearing house N/A Singapore Swap Offer Rate 6M N/A N/A Y 2023-12-19 0.000000 SGD 0.000000 SGD 29100000.000000 SGD 1333495.950000 N N N N/A N/A 000000000 1.000000 NC -41829.960000 -0.0060322 N/A DIR TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Thailand 6M N/A N/A Y 2025-09-16 0.000000 THB 0.000000 THB 295700000.000000 THB -41829.960000 N N N N/A N/A 000000000 1.000000 NC -176337.040000 -0.0254292 N/A DIR TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Thailand 6M N/A N/A Y 2025-06-17 0.000000 THB 0.000000 THB 384500000.000000 THB -176337.040000 N N N N/A N/A 000000000 1.000000 NC 13733.850000 0.0019805 N/A DIR TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Thailand 6M N/A N/A Y 2025-09-16 0.000000 THB 0.000000 THB 302400000.000000 THB 13733.850000 N N N N/A N/A 000000000 1.000000 NC 45783.750000 0.0066024 N/A DIR TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Thailand 6M N/A N/A Y 2025-06-17 0.000000 THB 0.000000 THB 260300000.000000 THB 45783.750000 N N N N/A N/A 000000000 1.000000 NC 305277.380000 0.0440234 N/A DIR TH N 2 Citibank International Limited N/A Thailand 6M N/A N/A Y 2025-03-18 0.000000 THB 0.000000 THB 858500000.000000 THB 305277.380000 N N N N/A N/A 000000000 1.000000 NC USD 504359.710000 0.0727327 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-06-17 472625.430000 USD 0.000000 USD 10900000.000000 USD 31734.280000 N N N N/A N/A 000000000 1.000000 NC USD 327406.770000 0.0472147 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-03-21 57741.510000 USD 0.000000 USD 1100000.000000 USD 269665.260000 N N N N/A N/A 000000000 1.000000 NC USD 401881.150000 0.0579545 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-12-18 385329.940000 USD 0.000000 USD 2000000.000000 USD 16551.210000 N N N N/A N/A 000000000 1.000000 NC 175202.440000 0.0252656 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-05-13 0.000000 ZAR 0.000000 ZAR 265000000.000000 ZAR 175202.440000 N N N N/A N/A 000000000 1.000000 NC 213317.900000 0.0307621 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-05-27 0.000000 ZAR 0.000000 ZAR 276500000.000000 ZAR 213317.900000 N N N N/A N/A 000000000 1.000000 NC 427223.310000 0.0616090 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-05-06 0.000000 ZAR 0.000000 ZAR 243100000.000000 ZAR 427223.310000 N N N N/A N/A 000000000 1.000000 NC 687236.120000 0.0991049 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-04-22 0.000000 ZAR 0.000000 ZAR 227300000.000000 ZAR 687236.120000 N N N N/A N/A 000000000 1.000000 NC 536115.170000 0.0773121 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-04-23 0.000000 ZAR 0.000000 ZAR 161000000.000000 ZAR 536115.170000 N N N N/A N/A 000000000 1.000000 NC -616344.080000 -0.0888817 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-03-04 0.000000 ZAR 0.000000 ZAR 166400000.000000 ZAR -616344.080000 N N N N/A N/A 000000000 1.000000 NC 833042.980000 0.1201314 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-03-11 0.000000 ZAR 0.000000 ZAR 204900000.000000 ZAR 833042.980000 N N N N/A N/A 000000000 1.000000 NC 322564.020000 0.0465163 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2024-08-28 0.000000 ZAR 0.000000 ZAR 67100000.000000 ZAR 322564.020000 N N N N/A N/A 000000000 1.000000 NC 2692165.590000 0.3882317 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-01-17 350197.900000 ZAR 0.000000 ZAR 553100000.000000 ZAR 2341967.690000 N N N N/A N/A 000000000 1.000000 NC -710603.310000 -0.1024747 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2024-07-31 0.000000 ZAR 0.000000 ZAR 129900000.000000 ZAR -710603.310000 N N N N/A N/A 000000000 1.000000 NC -3606895.820000 -0.5201431 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-03-25 0.000000 ZAR 0.000000 ZAR 665400000.000000 ZAR -3606895.820000 N N N N/A N/A 000000000 1.000000 NC -3003889.990000 -0.4331849 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-03-20 0.000000 ZAR 0.000000 ZAR 482300000.000000 ZAR -3003889.990000 N N N N/A N/A 000000000 1.000000 NC -607902.440000 -0.0876644 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2024-03-20 0.000000 ZAR 0.000000 ZAR 99200000.000000 ZAR -607902.440000 N N N N/A N/A 000000000 1.000000 NC 18448.720000 0.0026605 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2024-06-19 2665.220000 ZAR 0.000000 ZAR 2900000.000000 ZAR 15783.500000 N N N N/A N/A 000000000 1.000000 NC 2661366.350000 0.3837902 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2024-03-20 179947.300000 ZAR 0.000000 ZAR 407090000.000000 ZAR 2481419.050000 N N N N/A N/A 000000000 1.000000 NC 645669.940000 0.0931108 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2023-12-19 0.000000 ZAR -67529.410000 ZAR 99700000.000000 ZAR 713199.350000 N N N N/A N/A 000000000 1.000000 NC 1446303.290000 0.2085685 N/A DIR IN N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2025-03-18 0.000000 INR 0.000000 INR 2099000000.000000 INR 1446303.290000 N N N N/A N/A 000000000 1.000000 NC 1838108.330000 0.2650699 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 598238.490000 BRL 0.000000 BRL 47700000.000000 BRL 1239869.840000 N N N N/A N/A 000000000 1.000000 NC 120347.910000 0.0173551 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 71900000.000000 BRL 120347.910000 N N N N/A N/A 000000000 1.000000 NC -438545.630000 -0.0632418 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL 0.000000 BRL 50700000.000000 BRL -438545.630000 N N N N/A N/A 000000000 1.000000 NC -175994.210000 -0.0253798 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL -106755.550000 BRL 53600000.000000 BRL -69238.660000 N N N N/A N/A 000000000 1.000000 NC 270565.880000 0.0390178 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 103500000.000000 BRL 270565.880000 N N N N/A N/A 000000000 1.000000 NC -520953.620000 -0.0751257 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL 0.000000 BRL 54100000.000000 BRL -520953.620000 N N N N/A N/A 000000000 1.000000 NC 304050.030000 0.0438464 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 35384.020000 BRL 0.000000 BRL 50200000.000000 BRL 268666.010000 N N N N/A N/A 000000000 1.000000 NC -785800.850000 -0.1133187 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 1521976.700000 BRL 0.000000 BRL 123300000.000000 BRL -2307777.550000 N N N N/A N/A 000000000 1.000000 NC -23573.180000 -0.0033994 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 3500000.000000 BRL -23573.180000 N N N N/A N/A 000000000 1.000000 NC 1191489.900000 0.1718223 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 272176.720000 BRL 0.000000 BRL 54100000.000000 BRL 919313.180000 N N N N/A N/A 000000000 1.000000 NC -792225.840000 -0.1142453 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 40500000.000000 BRL -792225.840000 N N N N/A N/A 000000000 1.000000 NC 1132394.810000 0.1633004 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-02 121879.080000 BRL 0.000000 BRL 31700000.000000 BRL 1010515.730000 N N N N/A N/A 000000000 80.000000 NC -406131.050000 -0.0585673 N/A DE JP N 1 OSAKA SECURITIES EXCHANGE N/A Long TOKYO STOCK EXCHANGE TOKYO PRICE INDEX TOPIX N/A N/A 2020-09-10 11547117.390000 JPY -406131.050000 N N N N/A N/A 000000000 1.000000 NC 246602.850000 0.0355621 N/A DFE CO N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6000000.000000 COP 23613000000.000000 COP 2020-09-10 246602.850000 N N N N/A N/A 000000000 1.000000 NC -15.140000 -0.0000022 N/A DFE TR N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 187158.670000 TRY 1286000.000000 TRY 2020-07-14 -15.140000 N N N N/A N/A 000000000 1.000000 NC 28576.130000 0.0041209 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 727987.760000 CAD 1027000.000000 CAD 2020-08-17 28576.130000 N N N N/A N/A 000000000 1.000000 NC 16173.830000 0.0023324 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 425803.710000 EUR 393000.000000 EUR 2020-08-17 16173.830000 N N N N/A N/A 000000000 1.000000 NC -1117063.190000 -0.1610894 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 26636000.000000 AUD 17268385.160000 USD 2020-08-17 -1117063.190000 N N N N/A N/A 000000000 1.000000 NC -1675.710000 -0.0002417 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 2420000.000000 TRY 350491.740000 USD 2020-07-14 -1675.710000 N N N N/A N/A 000000000 -224.000000 NC USD 37600.000000 0.0054222 N/A DCO GB N 1 London Metals Exchange 213800NB8G5VRT1DXC91 Short N/A Lead 2020-08-17 -9907800.000000 USD 37600.000000 N N N N/A N/A 000000000 -98.000000 NC USD -271656.000000 -0.0391750 N/A DCO GB N 1 London Metals Exchange 213800NB8G5VRT1DXC91 Short N/A Nickel 2020-09-14 -7526988.000000 USD -271656.000000 N N N N/A N/A 000000000 -154.000000 NC USD -218487.500000 -0.0315076 N/A DCO GB N 1 London Metals Exchange 213800NB8G5VRT1DXC91 Short N/A Zinc 2020-09-14 -7877100.000000 USD -218487.500000 N N N N/A N/A 000000000 79000000.000000 NC USD 79.000000 0.0000114 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2020-07-09 N/A 96.530000 USD 2020-07-09 XXXX -38631.000000 N N N N/A N/A 000000000 38900000.000000 NC USD 1167.000000 0.0001683 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2020-08-24 N/A 1.620000 USD 2020-08-24 XXXX -2723.000000 N N N N/A N/A 000000000 -314.000000 NC USD 281378.980000 0.0405771 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A Kansas Wheat 2020-09-14 -6904075.000000 USD 281378.980000 N N N N/A N/A 000000000 -299.000000 NC USD 174279.650000 0.0251325 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A Wheat 2020-09-14 -7351662.500000 USD 174279.650000 N N N N/A N/A 000000000 456.000000 NC -86952.960000 -0.0125393 N/A DE PL N 1 WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIV N/A Long WIG20 INDEX N/A N/A 2020-09-18 4043292.980000 PLN -86952.960000 N N N AT&T INC 549300Z40J86GGSTL398 00206RCM2 1100000.000000 PA USD 1149195.360000 0.1657231 Long DBT CORP US N 2 2022-06-30 Fixed 3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 1000000.000000 PA USD 1008305.760000 0.1454057 Long DBT CORP US N 2 2021-07-15 Floating 2.16888 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2F7 1000000.000000 PA USD 991180.530000 0.1429361 Long DBT CORP US N 2 2022-07-01 Floating 1.53375 N N N N N N BANK OF MONTREAL / CHICAGO BRANCH NQQ6HPCNCCU6TUTQYE16 06370R4P1 3000000.000000 PA USD 3002348.880000 0.4329626 Long DBT CORP CA N 2 2020-10-02 Floating 0.5 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 2800000.000000 PA USD 2800266.310000 0.4038207 Long DBT CORP US N 2 2020-08-14 Floating 1.014 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 2000000.000000 PA USD 1991437.680000 0.2871812 Long DBT CORP US N 2 2022-08-15 Floating 1.27238 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BY3 5000000.000000 PA USD 5199982.350000 0.7498789 Long DBT CORP US N 2 2022-05-16 Fixed 2.6 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 900000.000000 PA USD 883447.300000 0.1274001 Long DBT CORP US N 2 2022-02-01 Floating 1.73663 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 100000.000000 PA USD 102785.300000 0.0148225 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0WD1P5 2000000.000000 PA USD 2001234.780000 0.2885940 Long DBT CORP JP N 2 2020-08-04 Floating 1.014 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PN1Y2 3000000.000000 PA USD 3039870.000000 0.4383735 Long DBT CORP JP N 2 2021-09-14 Fixed 2.091 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0YDH84 3000000.000000 PA USD 3004920.000000 0.4333334 Long DBT CORP JP N 2 2021-11-02 Floating 1.034 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 300000.000000 PA USD 319970.420000 0.0461423 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC38 2000000.000000 PA USD 1994689.440000 0.2876501 Long DBT CORP US N 2 2022-11-04 Floating 1.55255 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCV1 2400000.000000 PA USD 2401957.820000 0.3463815 Long DBT CORP US N 2 2020-10-01 Floating 0.62613 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BZ4 1900000.000000 PA USD 1975484.340000 0.2848806 Long DBT CORP US N 2 2021-10-22 Fixed 3.8 N N N N N N COREVEST AMERICAN FINANCE TRUST 2017-1 N/A 21871VAA1 331983.080000 PA USD 338065.240000 0.0487517 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.968 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AP6 3100000.000000 PA USD 3148566.090000 0.4540483 Long DBT CORP GG N 2 2021-04-16 Floating 3.42525 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AK7 1700000.000000 PA USD 1719661.060000 0.2479888 Long DBT CORP GG N 2 2020-12-10 Fixed 3.125 N N N N N N COMMODITY WAREHOUSE RECEIPT N/A 966KCTII4 2294.000000 NS USD 4083526.460000 0.5888771 Long COMM US N 2 N N N COMMODITY WAREHOUSE RECEIPT N/A 935UZX905 19489.000000 NS USD 34692174.010000 5.0028880 Long COMM US N 2 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 3000000.000000 PA USD 3083852.100000 0.4447161 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2019-A2 N/A 254683CL7 3000000.000000 PA USD 3007620.000000 0.4337228 Long ABS-MBS CORP US N 2 2023-12-15 Floating 0.45475 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AS2 1600000.000000 PA USD 1673506.290000 0.2413329 Long DBT CORP US N 2 2023-01-30 Fixed 2.75 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 ACI0WQLC3 1500000.000000 PA USD 1463272.500000 0.2110156 Long DBT CORP IN N 2 2022-08-21 Floating 1.37413 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2T7 1837126.200000 PA USD 1842375.050000 0.2656852 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 0.52263 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 3160575.400000 PA USD 3164853.550000 0.4563971 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 0.62263 N N N N N N FANNIE MAE REMICS 2019-33 N/A 3136B45C8 4197060.700000 PA USD 4200763.350000 0.6057836 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.6345 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 2000000.000000 PA USD 1984047.740000 0.2861155 Long DBT CORP US N 2 2020-09-24 Floating 1.22663 N N N N N N FREDDIE MAC 4730 N/A 3137FBCF1 2472178.050000 PA USD 2456017.170000 0.3541773 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 3984 N/A 3137AKEE7 404624.780000 PA USD 407469.900000 0.0587604 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 0.73475 N N N N N N FREDDIE MAC REMICS 4265 N/A 3137B5R39 1280383.560000 PA USD 1281402.230000 0.1847884 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.58475 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL48 1634652.140000 PA USD 1628716.720000 0.2348739 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 4736 N/A 3137FCHA5 2275527.150000 PA USD 2294869.130000 0.3309384 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 0.52263 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 700000.000000 PA USD 690622.740000 0.0995933 Long DBT CORP US N 2 2021-11-05 Floating 2.461 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 8355377.590000 PA USD 83344891.420000 12.0189977 Long STIV RF US N 1 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 14888685.690000 PA USD 146787552.230000 21.1679351 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 3000000.000000 PA USD 3022971.420000 0.4359366 Long DBT CORP US N 2 2021-04-23 Floating 2.35138 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UUZ1 842188.010000 PA USD 844554.560000 0.1217915 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.93338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01 N/A 38380LPB3 1786501.690000 PA USD 1787644.340000 0.2577926 Long ABS-MBS USGSE US N 2 2068-12-20 Floating 2.2125 N N N N N N HOLMES MASTER ISSUER PLC 18-2A N/A 43641NCA0 996470.960000 PA USD 995732.580000 0.1435926 Long ABS-MBS CORP GB N 2 2054-10-15 Floating 1.63888 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BG3 2800000.000000 PA USD 2840667.060000 0.4096468 Long DBT CORP GB N 2 2022-01-05 Floating 1.80375 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AZ2 2000000.000000 PA USD 2022506.580000 0.2916616 Long DBT CORP GB N 2 2021-05-25 Floating 2.0195 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 1000000.000000 PA USD 1000486.520000 0.1442781 Long DBT CORP GB N 2 2021-09-11 Floating 0.96838 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 932TUYII5 3000000.000000 PA USD 3003094.890000 0.4330702 Long DBT CORP DE N 2 2020-09-18 Floating 0.63788 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 BF3R8YII3 3000000.000000 PA USD 3012153.510000 0.4343765 Long DBT CORP DE N 2 2021-11-19 Floating 0.7105 N N N N N N ICICI BANK LTD/DUBAI BRANCH R7RX8ER1V4666J8D1I38 M529AEAG7 500000.000000 PA USD 500447.680000 0.0721685 Long DBT CORP IN N 2 2020-08-12 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AD7 3500000.000000 PA USD 3503435.320000 0.5052233 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 G4721VNS9 3584000.000000 PA USD 3587517.770000 0.5173487 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BK3 15500000.000000 PA USD 15503053.190000 2.2356638 Long DBT NUSS JP N 2 2020-07-21 Floating 1.499 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 4000000.000000 PA USD 4116301.920000 0.5936035 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 1800000.000000 PA USD 1807690.500000 0.2606834 Long DBT CORP GB N 2 2021-06-21 Floating 1.10638 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AQ7 3400000.000000 PA USD 3412745.140000 0.4921451 Long DBT CORP JP N 2 2022-07-25 Floating 1.78138 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AZ7 400000.000000 PA USD 398895.000000 0.0575238 Long DBT CORP JP N 2 2023-07-26 Floating 1.85138 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AF1 593000.000000 PA USD 597950.040000 0.0862292 Long DBT CORP JP N 2 2021-09-13 Floating 1.37338 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAJ8 1800000.000000 PA USD 1811668.140000 0.2612570 Long DBT CORP JP N 2 2022-02-28 Floating 1.31125 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAN9 2600000.000000 PA USD 2608729.710000 0.3761996 Long DBT CORP JP N 2 2022-09-11 Floating 1.19463 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEE2 300000.000000 PA USD 301249.490000 0.0434426 Long DBT CORP US N 2 2022-01-20 Floating 2.31525 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 638602BR2 6800000.000000 PA USD 7008792.300000 1.0107237 Long DBT CORP GB N 2 2023-02-13 Fixed 1.7 N N N N N N NCUA GUARANTEED NOTES 2010-R3 N/A 62888WAB2 3384684.090000 PA USD 3385035.760000 0.4881491 Long ABS-MBS CORP US N 2 2020-12-08 Floating 0.72588 N N N N N N NELNET STUDENT LOAN TRUST 2006-1 N/A 64031QCS8 40206.650000 PA USD 40126.790000 0.0057866 Long ABS-O CORP US N 2 2027-08-23 Floating 0.4695 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAZ6 200000.000000 PA USD 198850.210000 0.0286758 Long DBT CORP FI N 2 2023-08-30 Floating 1.3025 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 3100000.000000 PA USD 2853188.230000 0.4114525 Long DBT CORP US N 2 2022-08-15 Floating 1.84238 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAU3 1000000.000000 PA USD 1012774.100000 0.1460501 Long DBT CORP US N 2 2021-05-14 Fixed 2.3 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748149AP6 5000000.000000 PA USD 5002012.150000 0.7213300 Long DBT NUSS CA N 2 2020-09-21 Floating 0.43638 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBT5 4000000.000000 PA USD 4002786.200000 0.5772337 Long DBT CORP US N 2 2021-05-21 Floating 0.72413 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AS2 500000.000000 PA USD 505379.650000 0.0728798 Long DBT CORP US N 2 2023-01-30 Floating 1.49013 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAF6 500000.000000 PA USD 499363.530000 0.0720122 Long DBT CORP GB N 2 2022-06-24 Floating 0.85663 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAC9 5000000.000000 PA USD 5035339.850000 0.7261361 Long DBT CORP GB N 2 2020-10-16 Fixed 2.875 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 1121806.960000 PA USD 1109748.210000 0.1600345 Long ABS-O CORP US N 2 2027-03-15 Floating 0.42338 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 1275582.520000 PA USD 1256112.670000 0.1811415 Long ABS-O CORP US N 2 2029-06-15 Floating 0.43338 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A 78442GJG2 1418256.150000 PA USD 1407380.250000 0.2029555 Long ABS-O CORP US N 2 2027-12-15 Floating 0.78338 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 935219.160000 PA USD 928365.870000 0.1338778 Long ABS-O CORP US N 2 2025-12-15 Floating 0.86338 N N N N N N SLM STUDENT LOAN TRUST 2013-2 N/A 78446CAA9 800199.710000 PA USD 760037.610000 0.1096035 Long ABS-O CORP US N 2 2043-06-25 Floating 0.6345 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AV2 100000.000000 PA USD 100006.860000 0.0144218 Long DBT CORP US N 2 2020-12-20 Floating 0.85638 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 1350000.000000 PA USD 1355914.010000 0.1955336 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A 78443VAE2 146446.680000 PA USD 145593.030000 0.0209957 Long ABS-O CORP US N 2 2026-01-26 Floating 1.08138 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAP5 2500000.000000 PA USD 2506141.900000 0.3614056 Long DBT CORP JP N 2 2022-07-12 Floating 2.09138 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAM3 100000.000000 PA USD 100415.020000 0.0144806 Long DBT CORP BM N 2 2021-03-15 Fixed 5.125 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFD2 600000.000000 PA USD 599399.580000 0.0864382 Long DBT CORP US N 2 2022-05-17 Floating 0.78563 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 1000000.000000 PA USD 1019832.150000 0.1470679 Long DBT CORP CH N 2 2021-04-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127963X5 102000000.000000 PA USD 101976540.000000 14.7058299 Long DBT UST US N 2 2020-09-08 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127963D9 1777000.000000 PA USD 1776938.240000 0.2562487 Long DBT UST US N 2 2020-07-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127963F4 1270000.000000 PA USD 1269925.920000 0.1831334 Long DBT UST US N 2 2020-07-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796SZ3 788000.000000 PA USD 787965.920000 0.1136310 Long DBT UST US N 2 2020-07-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796WX3 2082000.000000 PA USD 2081860.050000 0.3002208 Long DBT UST US N 2 2020-07-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796WY1 877000.000000 PA USD 876917.000000 0.1264584 Long DBT UST US N 2 2020-07-30 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796WZ8 3400000.000000 PA USD 3399600.500000 0.4902495 Long DBT UST US N 2 2020-08-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XG9 24428000.000000 PA USD 24423261.950000 3.5220291 Long DBT UST US N 2 2020-08-27 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127962G3 6000.000000 PA USD 5998.310000 0.0008650 Long DBT UST US N 2 2020-09-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127962H1 1067000.000000 PA USD 1066697.690000 0.1538263 Long DBT UST US N 2 2020-09-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TJ8 11329000.000000 PA USD 11326262.910000 1.6333374 Long DBT UST US N 2 2020-09-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XH7 11931000.000000 PA USD 11928269.130000 1.7201515 Long DBT UST US N 2 2020-09-03 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127962S7 5700000.000000 PA USD 5697495.190000 0.8216242 Long DBT UST US N 2 2020-10-22 None 0 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDX9 1800000.000000 PA USD 1824497.260000 0.2631070 Long DBT CORP US N 2 2022-03-16 Floating 1.32088 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 6000000.000000 PA USD 6057250.680000 0.8735038 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 300000.000000 PA USD 300000.000000 0.0432624 Long DBT CORP US N 2 2021-09-15 Floating 1.61338 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5W3 500000.000000 PA USD 501204.950000 0.0722777 Long DBT CORP US N 2 2022-05-27 Floating 0.98925 N N N N N N AMERICAN EXPRESS CREDIT CORPORATION 9ET6B8VCXWW51H8Z3M54 0258M0DY2 1500000.000000 PA USD 1501769.670000 0.2165672 Long DBT CORP US N 2 2020-09-14 Floating 1.36338 N N N N N N N/A N/A 000000000 3300000.000000 PA USD 3300000.000000 0.4758863 Long RA US N 2 Repurchase N 0.0000001 2020-07-01 3142500.000000 USD 3366173.380000 USD UST N N N N/A N/A 000000000 36200000.000000 PA USD 36200000.000000 5.2203286 Long RA KY N 2 Repurchase N 0.1300000 2020-07-01 28167117.750000 USD 36481510.950000 USD UST N N N N/A N/A 000000000 7900000.000000 PA USD 7900000.000000 1.1392430 Long RA US N 2 Repurchase N 0.1300000 2020-07-01 5920000.000000 USD 7981940.620000 USD UST N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665JJ35 8100000.000000 PA USD 8091912.390000 1.1669183 Long DBT CORP US N 2 2020-09-03 None 0 N N N N N N N/A N/A 000000000 2171.000000 NC 1487811.330000 0.2145543 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A 90LIB 2021-06-16 336025532.290000 GBP 1487811.330000 N N N N/A N/A 000000000 23500000.000000 NC 259.480000 0.0000374 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased None N/A N/A 213800J6B7JSBDETCB42 000000000 0.000000 NC USD 0.000000 0.000000 DFE AU 0.000000 N/A 0.000000 N/A 2020-08-24 N/A 0.490000 AUD 2020-08-24 XXXX -1354.620000 N N N N/A N/A 000000000 225.000000 NC -5487.330000 -0.0007913 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long N/A AUSTRALIA GOVT 2020-09-15 18176169.120000 AUD -5487.330000 N N N N/A N/A 000000000 1.000000 NC 50247.450000 0.0072461 N/A DFE CO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3400000.000000 COP 13042400000.000000 COP 2020-09-10 50247.450000 N N N N/A N/A 000000000 1.000000 NC 14110.350000 0.0020348 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 469478.300000 EUR 430000.000000 EUR 2020-08-17 14110.350000 N N N N/A N/A 000000000 1.000000 NC 14306.940000 0.0020632 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 549130.070000 EUR 501000.000000 EUR 2020-08-17 14306.940000 N N N N/A N/A 000000000 1.000000 NC 10465.830000 0.0015093 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 514733.940000 EUR 467000.000000 EUR 2020-08-17 10465.830000 N N N N/A N/A 000000000 1.000000 NC -2582.180000 -0.0003724 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 680730.920000 EUR 603000.000000 EUR 2020-08-17 -2582.180000 N N N N/A N/A 000000000 1.000000 NC -875374.220000 -0.1262359 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 25429570.820000 HUF 7739645000.000000 HUF 2020-07-08 -875374.220000 N N N N/A N/A 000000000 1.000000 NC -2361.390000 -0.0003405 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 106083.840000 HUF 32694000.000000 HUF 2020-07-08 -2361.390000 N N N N/A N/A 000000000 1.000000 NC 236706.190000 0.0341349 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18115975.170000 JPY 1980500000.000000 JPY 2020-08-17 236706.190000 N N N N/A N/A 000000000 1.000000 NC 32192.510000 0.0046424 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 380151.140000 ZAR 7160000.000000 ZAR 2020-07-08 32192.510000 N N N N/A N/A 000000000 1.000000 NC -1692985.780000 -0.2441420 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 65316000.000000 CAD 46423593.610000 USD 2020-08-17 -1692985.780000 N N N N/A N/A 000000000 1.000000 NC -1574.700000 -0.0002271 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1218164.900000 CNY 170027.900000 USD 2020-09-16 -1574.700000 N N N N/A N/A 000000000 1.000000 NC -249435.550000 -0.0359706 N/A DFE CZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 96022200.000000 CZK 3800000.000000 USD 2020-09-10 -249435.550000 N N N N/A N/A 000000000 1.000000 NC -3541.740000 -0.0005107 N/A DFE CZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 196545756.800000 CZK 8283776.000000 USD 2020-08-18 -3541.740000 N N N N/A N/A 000000000 1.000000 NC -1271.590000 -0.0001834 N/A DFE CZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 184368000.000000 CZK 7772573.150000 USD 2020-08-18 -1271.590000 N N N N/A N/A 000000000 1.000000 NC -20407.280000 -0.0029429 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 792000.000000 EUR 870295.540000 USD 2020-08-17 -20407.280000 N N N N/A N/A 000000000 1.000000 NC -15163.650000 -0.0021867 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 531000.000000 EUR 582012.110000 USD 2020-08-17 -15163.650000 N N N N/A N/A 000000000 1.000000 NC -1042.270000 -0.0001503 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 412000.000000 EUR 462303.140000 USD 2020-08-17 -1042.270000 N N N N/A N/A 000000000 1.000000 NC 192.340000 0.0000277 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 496000.000000 GBP 614959.150000 USD 2020-08-17 192.340000 N N N N/A N/A 000000000 1.000000 NC 103482.180000 0.0149230 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 44373284.710000 ILS 12938983.000000 USD 2020-09-15 103482.180000 N N N N/A N/A 000000000 1.000000 NC -1210428.960000 -0.1745535 N/A DFE NZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 25017000.000000 NZD 14933472.860000 USD 2020-08-17 -1210428.960000 N N N N/A N/A 000000000 1.000000 NC 721.800000 0.0001041 N/A DFE TR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 498840.980000 TRY 73315.000000 USD 2020-07-14 721.800000 N N N N/A N/A 000000000 1.000000 NC 600.190000 0.0000866 N/A DFE TR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2866756.260000 TRY 417048.000000 USD 2020-07-21 600.190000 N N N N/A N/A 000000000 1.000000 NC -3570.480000 -0.0005149 N/A DFE TW N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7205400.000000 TWD 244002.710000 USD 2020-09-16 -3570.480000 N N N N/A N/A 000000000 1.000000 NC -41933.920000 -0.0060472 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 8501000.000000 ZAR 447637.780000 USD 2020-07-08 -41933.920000 N N N N/A N/A 000000000 1.000000 NC -11711.550000 -0.0016889 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2500000.000000 ZAR 132263.190000 USD 2020-07-08 -11711.550000 N N N N/A N/A 000000000 1.000000 NC 54108.950000 0.0078029 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 42751260.000000 ZAR 2500000.000000 USD 2020-09-10 54108.950000 N N N N/A N/A 000000000 1.000000 NC 35297.150000 0.0050901 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1003856.150000 EUR 924000.000000 EUR 2020-08-17 35297.150000 N N N N/A N/A 000000000 1.000000 NC 77.280000 0.0000111 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 207978.300000 EUR 185000.000000 EUR 2020-08-17 77.280000 N N N N/A N/A 000000000 1.000000 NC 4661.070000 0.0006722 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 347342.510000 GBP 284000.000000 GBP 2020-08-17 4661.070000 N N N N/A N/A 000000000 1.000000 NC 13504.860000 0.0019475 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 776024.290000 GBP 637000.000000 GBP 2020-08-17 13504.860000 N N N N/A N/A 000000000 1.000000 NC -2794.640000 -0.0004030 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 491137.630000 GBP 394000.000000 GBP 2020-08-17 -2794.640000 N N N N/A N/A 000000000 1.000000 NC -11646.560000 -0.0016795 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 400931.380000 MXN 9126000.000000 MXN 2020-12-09 -11646.560000 N N N N/A N/A 000000000 1.000000 NC -2873.340000 -0.0004144 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 141993.830000 MXN 3207000.000000 MXN 2020-07-24 -2873.340000 N N N N/A N/A 000000000 1.000000 NC 342.730000 0.0000494 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 138736.870000 ZAR 2415000.000000 ZAR 2020-07-08 342.730000 N N N N/A N/A 000000000 1.000000 NC 23848.070000 0.0034391 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1208000.000000 GBP 1521102.730000 USD 2020-08-17 23848.070000 N N N N/A N/A 000000000 1.000000 NC 8995.440000 0.0012972 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 369000.000000 GBP 466352.200000 USD 2020-08-17 8995.440000 N N N N/A N/A 000000000 1.000000 NC 10218.780000 0.0014736 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 731000.000000 GBP 916256.160000 USD 2020-08-17 10218.780000 N N N N/A N/A 000000000 1.000000 NC 895.580000 0.0001291 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 470000.000000 GBP 583436.710000 USD 2020-08-17 895.580000 N N N N/A N/A 000000000 1.000000 NC 12217.710000 0.0017619 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9126000.000000 MXN 409017.570000 USD 2020-07-07 12217.710000 N N N N/A N/A 000000000 1.000000 NC -29416.670000 -0.0042421 N/A DFE AU N 2 BNP Paribas S.A. N/A 8519805.330000 AUD 12300000.000000 AUD 2020-09-10 -29416.670000 N N N N/A N/A 000000000 1.000000 NC -73653.590000 -0.0106214 N/A DFE AU N 2 BNP Paribas S.A. N/A 5595857.600000 AUD 8000000.000000 AUD 2020-09-10 -73653.590000 N N N N/A N/A 000000000 1.000000 NC 1565941.670000 0.2258213 N/A DFE CA N 2 BNP Paribas S.A. N/A 46982611.300000 CAD 65900000.000000 CAD 2020-09-10 1565941.670000 N N N N/A N/A 000000000 1.000000 NC -326618.170000 -0.0471009 N/A DFE CA N 2 BNP Paribas S.A. N/A 25300759.990000 CAD 33900000.000000 CAD 2020-09-10 -326618.170000 N N N N/A N/A 000000000 1.000000 NC -65305.490000 -0.0094176 N/A DFE CH N 2 BNP Paribas S.A. N/A 33645492.860000 CHF 31750000.000000 CHF 2020-09-10 -65305.490000 N N N N/A N/A 000000000 1.000000 NC 600246.670000 0.0865604 N/A DFE CN N 2 BNP Paribas S.A. N/A 32000000.000000 CNY 231354038.400000 CNY 2020-09-10 600246.670000 N N N N/A N/A 000000000 1.000000 NC -5999.960000 -0.0008652 N/A DFE N/A N 2 BNP Paribas S.A. N/A 557066.100000 EUR 490000.000000 EUR 2020-08-17 -5999.960000 N N N N/A N/A 000000000 1.000000 NC -273074.420000 -0.0393795 N/A DFE GB N 2 BNP Paribas S.A. N/A 18712221.940000 GBP 14875000.000000 GBP 2020-09-10 -273074.420000 N N N N/A N/A 000000000 1.000000 NC -948344.310000 -0.1367588 N/A DFE GB N 2 BNP Paribas S.A. N/A 32635786.900000 GBP 25562500.000000 GBP 2020-09-10 -948344.310000 N N N N/A N/A 000000000 1.000000 NC 141222.740000 0.0203654 N/A DFE HU N 2 BNP Paribas S.A. N/A 14800000.000000 HUF 4711407052.000000 HUF 2020-09-10 141222.740000 N N N N/A N/A 000000000 1.000000 NC -265909.700000 -0.0383463 N/A DFE HU N 2 BNP Paribas S.A. N/A 10300000.000000 HUF 3164043841.000000 HUF 2020-09-10 -265909.700000 N N N N/A N/A 000000000 1.000000 NC -127972.600000 -0.0184547 N/A DFE HU N 2 BNP Paribas S.A. N/A 4700000.000000 HUF 1441694732.000000 HUF 2020-09-10 -127972.600000 N N N N/A N/A 000000000 1.000000 NC -76068.550000 -0.0109697 N/A DFE ID N 2 BNP Paribas S.A. N/A 3600000.000000 IDR 51874632000.000000 IDR 2020-09-10 -76068.550000 N N N N/A N/A 000000000 1.000000 NC 16950.610000 0.0024444 N/A DFE IL N 2 BNP Paribas S.A. N/A 5900000.000000 ILS 20458515.500000 ILS 2020-09-10 16950.610000 N N N N/A N/A 000000000 1.000000 NC -599287.900000 -0.0864221 N/A DFE JP N 2 BNP Paribas S.A. N/A 81594159.850000 JPY 8737500000.000000 JPY 2020-09-10 -599287.900000 N N N N/A N/A 000000000 1.000000 NC 11313.400000 0.0016315 N/A DFE KR N 2 BNP Paribas S.A. N/A 459267.480000 KRW 564266760.000000 KRW 2020-09-16 11313.400000 N N N N/A N/A 000000000 1.000000 NC 63931.040000 0.0092194 N/A DFE KR N 2 BNP Paribas S.A. N/A 4900000.000000 KRW 5953049200.000000 KRW 2020-09-10 63931.040000 N N N N/A N/A 000000000 1.000000 NC -305385.980000 -0.0440391 N/A DFE MX N 2 BNP Paribas S.A. N/A 14100000.000000 MXN 319996880.220000 MXN 2020-09-10 -305385.980000 N N N N/A N/A 000000000 1.000000 NC 971421.060000 0.1400867 N/A DFE NO N 2 BNP Paribas S.A. N/A 14200945.340000 NOK 146000000.000000 NOK 2020-09-10 971421.060000 N N N N/A N/A 000000000 1.000000 NC -457745.180000 -0.0660105 N/A DFE NO N 2 BNP Paribas S.A. N/A 15422270.940000 NOK 144000000.000000 NOK 2020-09-10 -457745.180000 N N N N/A N/A 000000000 1.000000 NC 1981433.580000 0.2857385 N/A DFE NZ N 2 BNP Paribas S.A. N/A 29894736.040000 NZD 49400000.000000 NZD 2020-09-10 1981433.580000 N N N N/A N/A 000000000 1.000000 NC -223781.840000 -0.0322711 N/A DFE NZ N 2 BNP Paribas S.A. N/A 18291246.400000 NZD 28000000.000000 NZD 2020-09-10 -223781.840000 N N N N/A N/A 000000000 1.000000 NC 192013.610000 0.0276899 N/A DFE PH N 2 BNP Paribas S.A. N/A 7266657.910000 PHP 372543239.000000 PHP 2020-09-16 192013.610000 N N N N/A N/A 000000000 1.000000 NC 300746.920000 0.0433701 N/A DFE PL N 2 BNP Paribas S.A. N/A 14170205.000000 PLN 57238798.750000 PLN 2020-09-10 300746.920000 N N N N/A N/A 000000000 1.000000 NC 0.000000 0.0000000 N/A DFE RO N 2 BNP Paribas S.A. N/A 0.080000 RON 0.350000 RON 2020-09-10 0.000000 N N N N/A N/A 000000000 1.000000 NC 1272338.830000 0.1834814 N/A DFE SE N 2 BNP Paribas S.A. N/A 23001874.720000 SEK 226000000.000000 SEK 2020-09-10 1272338.830000 N N N N/A N/A 000000000 1.000000 NC 322639.350000 0.0465272 N/A DFE SE N 2 BNP Paribas S.A. N/A 11492243.350000 SEK 110000000.000000 SEK 2020-09-10 322639.350000 N N N N/A N/A 000000000 1.000000 NC 19467.000000 0.0028073 N/A DFE SE N 2 BNP Paribas S.A. N/A 5350934.230000 SEK 50000000.000000 SEK 2020-09-10 19467.000000 N N N N/A N/A 000000000 1.000000 NC 290963.090000 0.0419592 N/A DFE SG N 2 BNP Paribas S.A. N/A 16700000.000000 SGD 23674177.180000 SGD 2020-09-10 290963.090000 N N N N/A N/A 000000000 1.000000 NC -38674.180000 -0.0055771 N/A DFE SG N 2 BNP Paribas S.A. N/A 5800000.000000 SGD 8027481.880000 SGD 2020-09-10 -38674.180000 N N N N/A N/A 000000000 1.000000 NC 514736.290000 0.0742291 N/A DFE TH N 2 BNP Paribas S.A. N/A 18100000.000000 THB 575407559.490000 THB 2020-09-10 514736.290000 N N N N/A N/A 000000000 1.000000 NC 192709.730000 0.0277903 N/A DFE ZA N 2 BNP Paribas S.A. N/A 2916741.510000 ZAR 53993000.000000 ZAR 2020-07-08 192709.730000 N N N N/A N/A 000000000 1.000000 NC 171737.700000 0.0247659 N/A DFE ZA N 2 BNP Paribas S.A. N/A 17942826.000000 ZAR 316620980.830000 ZAR 2020-09-10 171737.700000 N N N N/A N/A 000000000 1.000000 NC 280984.070000 0.0405201 N/A DFE BR N 2 BNP Paribas S.A. N/A 102797435.590000 BRL 19184173.710000 USD 2020-07-02 280984.070000 N N N N/A N/A 000000000 1.000000 NC -188324.330000 -0.0271579 N/A DFE GB N 2 BNP Paribas S.A. N/A 15187500.000000 GBP 18638200.240000 USD 2020-09-10 -188324.330000 N N N N/A N/A 000000000 1.000000 NC 104431.130000 0.0150598 N/A DFE GB N 2 BNP Paribas S.A. N/A 17750000.000000 GBP 22107447.500000 USD 2020-09-10 104431.130000 N N N N/A N/A 000000000 1.000000 NC -3336.320000 -0.0004811 N/A DFE HK N 2 BNP Paribas S.A. N/A 9311000.000000 HKD 1197478.460000 USD 2020-09-16 -3336.320000 N N N N/A N/A 000000000 1.000000 NC -218943.360000 -0.0315734 N/A DFE HU N 2 BNP Paribas S.A. N/A 2276345200.000000 HUF 7000000.000000 USD 2020-09-10 -218943.360000 N N N N/A N/A 000000000 1.000000 NC -332657.620000 -0.0479719 N/A DFE JP N 2 BNP Paribas S.A. N/A 5800000000.000000 JPY 53432178.690000 USD 2020-09-10 -332657.620000 N N N N/A N/A 000000000 1.000000 NC 211154.070000 0.0304501 N/A DFE JP N 2 BNP Paribas S.A. N/A 2937500000.000000 JPY 27441189.700000 USD 2020-09-10 211154.070000 N N N N/A N/A 000000000 1.000000 NC -363456.670000 -0.0524133 N/A DFE PL N 2 BNP Paribas S.A. N/A 23983562.250000 PLN 5700000.000000 USD 2020-09-10 -363456.670000 N N N N/A N/A 000000000 1.000000 NC -139748.560000 -0.0201529 N/A DFE SG N 2 BNP Paribas S.A. N/A 11879246.320000 SGD 8386222.120000 USD 2020-09-16 -139748.560000 N N N N/A N/A 000000000 1.000000 NC 900.990000 0.0001299 N/A DFE TR N 2 BNP Paribas S.A. N/A 3419577.410000 TRY 497656.000000 USD 2020-07-21 900.990000 N N N N/A N/A 000000000 -46.000000 NC USD -102883.140000 -0.0148366 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A Brent Oil 2020-09-30 -1911760.000000 USD -102883.140000 N N N N/A N/A 000000000 25.000000 NC -6071.670000 -0.0008756 N/A DE FR N 1 EURONEXT PARIS MONEP N/A Long CAC-40 INDEX N/A N/A 2020-07-17 1380078.780000 EUR -6071.670000 N N N N/A N/A 000000000 1.000000 NC 470764.150000 0.0678879 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5100000.000000 BRL 30387330.000000 BRL 2020-09-10 470764.150000 N N N N/A N/A 000000000 1.000000 NC -332712.310000 -0.0479798 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3400000.000000 BRL 16731400.000000 BRL 2020-09-10 -332712.310000 N N N N/A N/A 000000000 1.000000 NC 17136.460000 0.0024712 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15715313.530000 CHF 14875000.000000 CHF 2020-09-10 17136.460000 N N N N/A N/A 000000000 1.000000 NC 2606.940000 0.0003759 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4779598.450000 EUR 4250000.000000 EUR 2020-09-10 2606.940000 N N N N/A N/A 000000000 1.000000 NC 6102.250000 0.0008800 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 386803.150000 GBP 317000.000000 GBP 2020-08-17 6102.250000 N N N N/A N/A 000000000 1.000000 NC 4645.520000 0.0006699 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 403133.270000 GBP 329000.000000 GBP 2020-08-17 4645.520000 N N N N/A N/A 000000000 1.000000 NC -623319.150000 -0.0898876 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 28053569.860000 GBP 22131000.000000 GBP 2020-08-17 -623319.150000 N N N N/A N/A 000000000 1.000000 NC -16850.210000 -0.0024299 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 823731.650000 GBP 651000.000000 GBP 2020-08-17 -16850.210000 N N N N/A N/A 000000000 1.000000 NC -6619.700000 -0.0009546 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 542061.760000 GBP 432000.000000 GBP 2020-08-17 -6619.700000 N N N N/A N/A 000000000 1.000000 NC -803.910000 -0.0001159 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 748191.790000 GBP 603000.000000 GBP 2020-08-17 -803.910000 N N N N/A N/A 000000000 1.000000 NC 121105.770000 0.0174644 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10000000.000000 ILS 34994850.000000 ILS 2020-09-10 121105.770000 N N N N/A N/A 000000000 1.000000 NC -31069.160000 -0.0044804 N/A DFE KZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3200000.000000 KZT 1313600000.000000 KZT 2020-09-10 -31069.160000 N N N N/A N/A 000000000 1.000000 NC -244043.240000 -0.0351930 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5509184.120000 MXN 122246041.000000 MXN 2020-09-17 -244043.240000 N N N N/A N/A 000000000 1.000000 NC -106627.680000 -0.0153766 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3381708.130000 PEN 11602640.600000 PEN 2020-07-20 -106627.680000 N N N N/A N/A 000000000 1.000000 NC -320839.780000 -0.0462677 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11719638.450000 PEN 40421033.000000 PEN 2020-09-09 -320839.780000 N N N N/A N/A 000000000 1.000000 NC -55444.500000 -0.0079955 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8007303.390000 PLN 31453000.000000 PLN 2020-09-10 -55444.500000 N N N N/A N/A 000000000 1.000000 NC -28948.380000 -0.0041746 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13195667.320000 PLN 52080000.000000 PLN 2020-09-10 -28948.380000 N N N N/A N/A 000000000 1.000000 NC 27561.300000 0.0039746 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 269026.660000 ZAR 5150000.000000 ZAR 2020-07-08 27561.300000 N N N N/A N/A 000000000 1.000000 NC -226638.100000 -0.0326830 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5100000.000000 ZAR 85180557.000000 ZAR 2020-09-10 -226638.100000 N N N N/A N/A 000000000 1.000000 NC -7007.430000 -0.0010105 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 762000.000000 AUD 518961.620000 USD 2020-08-17 -7007.430000 N N N N/A N/A 000000000 1.000000 NC 148468.410000 0.0214103 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 82983570.000000 BRL 15408130.790000 USD 2020-07-02 148468.410000 N N N N/A N/A 000000000 1.000000 NC -252287.170000 -0.0363818 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17586272000.000000 COP 4400000.000000 USD 2020-09-10 -252287.170000 N N N N/A N/A 000000000 1.000000 NC 651240.180000 0.0939140 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 53363598020.000000 COP 14833110.410000 USD 2020-07-17 651240.180000 N N N N/A N/A 000000000 1.000000 NC -12068.470000 -0.0017404 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 459000.000000 EUR 504134.300000 USD 2020-08-17 -12068.470000 N N N N/A N/A 000000000 1.000000 NC -1644.740000 -0.0002372 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1229000.000000 EUR 1380519.110000 USD 2020-08-17 -1644.740000 N N N N/A N/A 000000000 1.000000 NC 4814.080000 0.0006942 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 498000.000000 EUR 564877.220000 USD 2020-08-17 4814.080000 N N N N/A N/A 000000000 1.000000 NC -1769.110000 -0.0002551 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 809000.000000 EUR 908052.340000 USD 2020-08-17 -1769.110000 N N N N/A N/A 000000000 1.000000 NC -44064.690000 -0.0063545 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7858000.000000 GBP 9695527.290000 USD 2020-08-17 -44064.690000 N N N N/A N/A 000000000 1.000000 NC 19293.010000 0.0027822 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 685000.000000 GBP 868315.730000 USD 2020-08-17 19293.010000 N N N N/A N/A 000000000 1.000000 NC -16807.850000 -0.0024238 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 114721000.000000 HUF 347147.080000 USD 2020-07-08 -16807.850000 N N N N/A N/A 000000000 1.000000 NC -3375.820000 -0.0004868 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 54765000.000000 HUF 170367.370000 USD 2020-07-08 -3375.820000 N N N N/A N/A 000000000 1.000000 NC 46796.210000 0.0067484 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52887284.720000 ILS 15345072.880000 USD 2020-09-15 46796.210000 N N N N/A N/A 000000000 1.000000 NC 175115.630000 0.0252531 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1943100000.000000 JPY 18181222.750000 USD 2020-08-17 175115.630000 N N N N/A N/A 000000000 1.000000 NC -436714.060000 -0.0629776 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19600728625.000000 KRW 15909682.330000 USD 2020-09-16 -436714.060000 N N N N/A N/A 000000000 1.000000 NC 959825.640000 0.1384145 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 550259095.900000 MXN 24680718.900000 USD 2020-09-10 959825.640000 N N N N/A N/A 000000000 1.000000 NC 93056.600000 0.0134195 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13200000.000000 NZD 8611244.400000 USD 2020-08-17 93056.600000 N N N N/A N/A 000000000 1.000000 NC 158119.540000 0.0228021 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14956200.000000 PEN 4378663.230000 USD 2020-08-04 158119.540000 N N N N/A N/A 000000000 1.000000 NC 155456.470000 0.0224181 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11839300.000000 PEN 3494480.520000 USD 2020-09-04 155456.470000 N N N N/A N/A 000000000 1.000000 NC 256185.020000 0.0369439 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25643100.000000 PEN 7493162.290000 USD 2020-07-30 256185.020000 N N N N/A N/A 000000000 1.000000 NC 127311.900000 0.0183594 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 35010000.000000 PEN 10000000.000000 USD 2020-09-10 127311.900000 N N N N/A N/A 000000000 1.000000 NC -19786.700000 -0.0028534 N/A DFE RO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1965000.000000 RON 435288.640000 USD 2020-08-20 -19786.700000 N N N N/A N/A 000000000 1.000000 NC -5203169.630000 -0.7503385 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 864620000.000000 SEK 87636939.690000 USD 2020-08-17 -5203169.630000 N N N N/A N/A 000000000 1.000000 NC -9497.020000 -0.0013695 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3443416.980000 ZAR 188809.000000 USD 2020-07-08 -9497.020000 N N N N/A N/A 000000000 1.000000 NC -16890.620000 -0.0024358 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3865358.930000 ZAR 205715.000000 USD 2020-07-08 -16890.620000 N N N N/A N/A 000000000 1.000000 NC -65882.800000 -0.0095008 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14886000.000000 ZAR 791400.390000 USD 2020-07-08 -65882.800000 N N N N/A N/A 000000000 1.000000 NC 515686.850000 0.0743662 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 287449000.000000 ZAR 17069844.800000 USD 2020-07-08 515686.850000 N N N N/A N/A 000000000 -93.000000 NC USD -410394.590000 -0.0591822 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A API2 Coal 2020-12-31 -4970850.000000 USD -410394.590000 N N N N/A N/A 000000000 -93.000000 NC USD -373194.590000 -0.0538176 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A API2 Coal 2020-11-27 -4933650.000000 USD -373194.590000 N N N N/A N/A 000000000 -93.000000 NC USD -349944.590000 -0.0504648 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A API2 Coal 2020-10-30 -4910400.000000 USD -349944.590000 N N N N/A N/A 000000000 -247.000000 NC USD 132360.400000 0.0190874 N/A DCO US N 1 New York Board of Trade 5493000F4ZO33MV32P92 Short N/A Cocoa 2020-09-15 -5399420.000000 USD 132360.400000 N N N N/A N/A 000000000 -54.000000 NC USD -7957.300000 -0.0011475 N/A DCO US N 1 New York Board of Trade 5493000F4ZO33MV32P92 Short N/A Coffee 2020-09-18 -2045250.000000 USD -7957.300000 N N N N/A N/A 000000000 1.000000 NC USD 3211.750000 0.0004632 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A Copper 2020-09-28 68212.500000 USD 3211.750000 N N N N/A N/A 000000000 -820.000000 NC USD -432730.400000 -0.0624032 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A Corn 2020-09-14 -14001500.000000 USD -432730.400000 N N N N/A N/A 000000000 459.000000 NC USD 318456.620000 0.0459240 N/A DCO US N 1 New York Board of Trade 5493000F4ZO33MV32P92 Long N/A Cotton 2020-12-08 13971960.000000 USD 318456.620000 N N N N/A N/A 000000000 1.000000 NC -389242.970000 -0.0561319 N/A DFE HU N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 1755117086.000000 HUF 5178525.000000 USD 2020-07-15 -389242.970000 N N N N/A N/A 000000000 1.000000 NC -366133.080000 -0.0527993 N/A DFE HU N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 1683790853.000000 HUF 4975731.000000 USD 2020-07-08 -366133.080000 N N N N/A N/A 000000000 1.000000 NC -598.550000 -0.0000863 N/A DFE HK N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 8005000.000000 HKD 1031784.900000 USD 2020-09-16 -598.550000 N N N N/A N/A 000000000 -116.000000 NC USD -543934.440000 -0.0784397 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A WTI Crude 2020-09-21 -4579680.000000 USD -543934.440000 N N N N/A N/A 000000000 14.000000 NC -8698.700000 -0.0012544 N/A DE DE N 1 Eurex N/A Long DAX INDEX N/A N/A 2020-09-18 4846692.870000 EUR -8698.700000 N N N N/A N/A 000000000 1.000000 NC -1056295.960000 -0.1523263 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 35219147.980000 BRL 185781005.590000 BRL 2020-07-02 -1056295.960000 N N N N/A N/A 000000000 1.000000 NC 1075194.030000 0.1550515 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 185781005.590000 BRL 35181798.580000 USD 2020-08-04 1075194.030000 N N N N/A N/A 000000000 125.000000 NC 268247.550000 0.0386834 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A EUA 2020-12-14 3787597.910000 EUR 268247.550000 N N N N/A N/A 000000000 666.000000 NC 10872.440000 0.0015679 N/A DE DE N 1 Eurex N/A Long EURO STOXX 50 VOLATILITY INDEX VSTOXX N/A N/A 2020-07-22 2297129.680000 EUR 10872.440000 N N N N/A N/A 000000000 133.000000 NC USD 21995.260000 0.0031719 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2022-03-14 33190150.000000 USD 21995.260000 N N N N/A N/A 000000000 1200000.000000 NC 4.040000 0.0000006 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased None N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2020-08-27 N/A 0.960000 EUR 2020-08-27 XXXX -130.620000 N N N N/A N/A 000000000 1173.000000 NC 64562.210000 0.0093104 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A EUIB 2021-12-13 331080632.440000 EUR 64562.210000 N N N N/A N/A 000000000 161.000000 NC 170504.020000 0.0245880 N/A DIR DE N 1 Eurex N/A Long N/A FRANCE GOVT 2020-09-08 30325107.070000 EUR 170504.020000 N N N N/A N/A 000000000 56.000000 NC -58172.050000 -0.0083889 N/A DE GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long FTSE 100 INDEX N/A N/A 2020-09-18 4265727.590000 GBP -58172.050000 N N N N/A N/A 000000000 1877.000000 NC USD 43175.200000 0.0062262 N/A DE SG N 1 Singapore International Monetary Exchange N/A Long FTSE CHINA A50 INDEX N/A N/A 2020-07-30 25719592.500000 USD 43175.200000 N N N N/A N/A 000000000 101.000000 NC -178772.260000 -0.0257804 N/A DE IT N 1 ITALIAN DERIVATIVES MARKET N/A Long FTSE MIB INDEX N/A N/A 2020-09-18 10943947.480000 EUR -178772.260000 N N N N/A N/A 000000000 86.000000 NC 40733.840000 0.0058741 N/A DE ZA N 1 SOUTH AFRICAN FUTURES EXCHANGE N/A Long FTSE/JSE TOP40 INDEX N/A N/A 2020-09-17 2492500.790000 ZAR 40733.840000 N N N N/A N/A 000000000 -332.000000 NC USD -1485257.060000 -0.2141859 N/A DCO GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A Gasoil 2020-09-10 -11918800.000000 USD -1485257.060000 N N N N/A N/A 000000000 -133.000000 NC USD -312970.490000 -0.0451328 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short N/A Gasoline 2020-09-30 -6167502.600000 USD -312970.490000 N N N N/A N/A 000000000 -225.000000 NC USD -1706321.100000 -0.2460651 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A Gold 2020-08-27 -40511250.000000 USD -1706321.100000 N N N N/A N/A 000000000 56.000000 NC USD 273447.020000 0.0394332 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A Gold 2020-12-29 10194240.000000 USD 273447.020000 N N N N/A N/A 000000000 1.000000 NC -507005.470000 -0.0731142 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7000000.000000 BRL 35417900.000000 BRL 2020-09-10 -507005.470000 N N N N/A N/A 000000000 1.000000 NC 267517.580000 0.0385782 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16897600.540000 CAD 23300000.000000 CAD 2020-09-10 267517.580000 N N N N/A N/A 000000000 1.000000 NC -321328.120000 -0.0463381 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4900000.000000 CLP 3757075000.000000 CLP 2020-09-10 -321328.120000 N N N N/A N/A 000000000 1.000000 NC -106060.700000 -0.0152948 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2300000.000000 COP 8293386000.000000 COP 2020-09-10 -106060.700000 N N N N/A N/A 000000000 1.000000 NC 1422.270000 0.0002051 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 271861.550000 EUR 243000.000000 EUR 2020-08-17 1422.270000 N N N N/A N/A 000000000 1.000000 NC 6745.610000 0.0009728 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 834840.410000 GBP 679000.000000 GBP 2020-08-17 6745.610000 N N N N/A N/A 000000000 1.000000 NC 58398.340000 0.0084215 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6648261.400000 GBP 5411000.000000 GBP 2020-08-17 58398.340000 N N N N/A N/A 000000000 1.000000 NC 68292.640000 0.0098483 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5970000.000000 ILS 20878069.080000 ILS 2020-09-10 68292.640000 N N N N/A N/A 000000000 1.000000 NC 71541.220000 0.0103168 N/A DFE KZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1800000.000000 KZT 775800000.000000 KZT 2020-09-10 71541.220000 N N N N/A N/A 000000000 1.000000 NC 34542.000000 0.0049812 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 362257.860000 MXN 9126000.000000 MXN 2020-07-07 34542.000000 N N N N/A N/A 000000000 1.000000 NC -2039.290000 -0.0002941 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 117083.740000 MXN 2652000.000000 MXN 2020-07-24 -2039.290000 N N N N/A N/A 000000000 1.000000 NC -32252.890000 -0.0046511 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1800000.000000 MXN 41006842.200000 MXN 2020-09-10 -32252.890000 N N N N/A N/A 000000000 1.000000 NC 31572.740000 0.0045530 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4000000.000000 MYR 17332000.000000 MYR 2020-09-10 31572.740000 N N N N/A N/A 000000000 1.000000 NC -83810.440000 -0.0120861 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6100000.000000 MYR 25864000.000000 MYR 2020-09-10 -83810.440000 N N N N/A N/A 000000000 1.000000 NC 172492.280000 0.0248748 N/A DFE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6062726.790000 NOK 60000000.000000 NOK 2020-09-10 172492.280000 N N N N/A N/A 000000000 1.000000 NC -673337.290000 -0.0971006 N/A DFE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 18338244.390000 NOK 170000000.000000 NOK 2020-08-17 -673337.290000 N N N N/A N/A 000000000 1.000000 NC 291276.450000 0.0420044 N/A DFE PH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11196956.840000 PHP 573810447.000000 PHP 2020-09-16 291276.450000 N N N N/A N/A 000000000 1.000000 NC 99128.020000 0.0142951 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4729795.000000 PLN 19100454.120000 PLN 2020-09-10 99128.020000 N N N N/A N/A 000000000 1.000000 NC -21955.280000 -0.0031661 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4500000.000000 PLN 17712580.500000 PLN 2020-09-10 -21955.280000 N N N N/A N/A 000000000 1.000000 NC 5018.970000 0.0007238 N/A DFE RO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3022398.920000 RON 13089953.510000 RON 2020-09-10 5018.970000 N N N N/A N/A 000000000 1.000000 NC -84611.570000 -0.0122017 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2700000.000000 RUB 187592862.600000 RUB 2020-09-10 -84611.570000 N N N N/A N/A 000000000 1.000000 NC 186726.860000 0.0269275 N/A DFE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5828122.510000 SEK 56000000.000000 SEK 2020-09-10 186726.860000 N N N N/A N/A 000000000 1.000000 NC -78004.670000 -0.0112489 N/A DFE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9529910.830000 SEK 88000000.000000 SEK 2020-09-10 -78004.670000 N N N N/A N/A 000000000 1.000000 NC 23245.790000 0.0033522 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3600000.000000 THB 111999600.000000 THB 2020-09-10 23245.790000 N N N N/A N/A 000000000 1.000000 NC 2909.780000 0.0004196 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2157244.590000 TRY 14844000.000000 TRY 2020-07-14 2909.780000 N N N N/A N/A 000000000 1.000000 NC 28374.480000 0.0040918 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2986350.000000 ZAR 52693790.370000 ZAR 2020-09-10 28374.480000 N N N N/A N/A 000000000 1.000000 NC 14419.420000 0.0020794 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8357880000.000000 CLP 10200000.000000 USD 2020-09-10 14419.420000 N N N N/A N/A 000000000 1.000000 NC -308461.050000 -0.0444825 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 28581000.000000 GBP 35116237.140000 USD 2020-08-17 -308461.050000 N N N N/A N/A 000000000 1.000000 NC -211010.250000 -0.0304294 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1752568000.000000 INR 22804752.050000 USD 2020-09-16 -211010.250000 N N N N/A N/A 000000000 1.000000 NC 2507.620000 0.0003616 N/A DFE KZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 65000000.000000 KZT 159313.730000 USD 2020-09-10 2507.620000 N N N N/A N/A 000000000 1.000000 NC -180279.020000 -0.0259977 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 94139283.000000 MYR 21712577.490000 USD 2020-09-17 -180279.020000 N N N N/A N/A 000000000 1.000000 NC 120941.260000 0.0174407 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12337252.560000 PEN 3600000.000000 USD 2020-09-10 120941.260000 N N N N/A N/A 000000000 1.000000 NC 33672.560000 0.0048559 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10097040.700000 PEN 2881000.000000 USD 2020-09-10 33672.560000 N N N N/A N/A 000000000 1.000000 NC 110797.470000 0.0159779 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 33717480.700000 PEN 9619000.000000 USD 2020-09-10 110797.470000 N N N N/A N/A 000000000 1.000000 NC -468234.240000 -0.0675231 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 301949796.000000 THB 9300000.000000 USD 2020-09-10 -468234.240000 N N N N/A N/A 000000000 1.000000 NC -9295.380000 -0.0013405 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 31500720.000000 TRY 4500000.000000 USD 2020-09-10 -9295.380000 N N N N/A N/A 000000000 1.000000 NC -31352.520000 -0.0045213 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8419000.000000 ZAR 453496.810000 USD 2020-07-08 -31352.520000 N N N N/A N/A 000000000 1.000000 NC -26556.520000 -0.0038297 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5624000.000000 ZAR 297329.050000 USD 2020-07-08 -26556.520000 N N N N/A N/A 000000000 18.000000 NC -32815.950000 -0.0047323 N/A DE HK N 1 HONG KONG FUTURES EXCHANGE LTD. N/A Long HANG SENG CHINA ENTERPRISES INDEX N/A N/A 2020-07-30 1120340.620000 HKD -32815.950000 N N N N/A N/A 000000000 -11.000000 NC USD -31542.150000 -0.0045486 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short N/A Heating Oil 2020-09-30 -564610.200000 USD -31542.150000 N N N N/A N/A 000000000 -13.000000 NC 54630.020000 0.0078781 N/A DE HK N 1 HONG KONG FUTURES EXCHANGE LTD. N/A Short HONG KONG HANG SENG INDEX N/A N/A 2020-07-30 -2033488.160000 HKD 54630.020000 N N N N/A N/A 000000000 1.000000 NC 199203.560000 0.0287267 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4287587.200000 AUD 6500000.000000 AUD 2020-09-10 199203.560000 N N N N/A N/A 000000000 1.000000 NC -124006.770000 -0.0178828 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 10261680.590000 AUD 14687000.000000 AUD 2020-08-17 -124006.770000 N N N N/A N/A 000000000 1.000000 NC -696744.510000 -0.1004761 N/A DFE BR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 29800000.000000 BRL 158752050.000000 BRL 2020-09-10 -696744.510000 N N N N/A N/A 000000000 1.000000 NC -3246.560000 -0.0004682 N/A DFE CL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7400000.000000 CLP 6069480000.000000 CLP 2020-09-10 -3246.560000 N N N N/A N/A 000000000 1.000000 NC 1693.410000 0.0002442 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 201863.670000 EUR 181000.000000 EUR 2020-08-17 1693.410000 N N N N/A N/A 000000000 1.000000 NC -68894.310000 -0.0099351 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 11748122.640000 EUR 10385000.000000 EUR 2020-08-17 -68894.310000 N N N N/A N/A 000000000 1.000000 NC -1987.970000 -0.0002867 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 389983.520000 EUR 345000.000000 EUR 2020-08-17 -1987.970000 N N N N/A N/A 000000000 1.000000 NC 243.190000 0.0000351 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 339393.490000 EUR 302000.000000 EUR 2020-08-17 243.190000 N N N N/A N/A 000000000 1.000000 NC 4054.820000 0.0005847 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 347948.760000 GBP 284000.000000 GBP 2020-08-17 4054.820000 N N N N/A N/A 000000000 1.000000 NC 6162.670000 0.0008887 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 505729.860000 GBP 413000.000000 GBP 2020-08-17 6162.670000 N N N N/A N/A 000000000 1.000000 NC 845.980000 0.0001220 N/A DFE HK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 737105.070000 HKD 5722000.000000 HKD 2020-09-16 845.980000 N N N N/A N/A 000000000 1.000000 NC 11464.480000 0.0016533 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 290654.820000 HUF 95230000.000000 HUF 2020-07-08 11464.480000 N N N N/A N/A 000000000 1.000000 NC 594.980000 0.0000858 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 67182.790000 HUF 21364000.000000 HUF 2020-07-08 594.980000 N N N N/A N/A 000000000 1.000000 NC 243638.430000 0.0351346 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3700000.000000 IDR 58053000000.000000 IDR 2020-09-10 243638.430000 N N N N/A N/A 000000000 1.000000 NC -157747.710000 -0.0227485 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5600000.000000 IDR 80113600000.000000 IDR 2020-09-10 -157747.710000 N N N N/A N/A 000000000 1.000000 NC -78130.110000 -0.0112670 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9800000.000000 KRW 11659060000.000000 KRW 2020-09-10 -78130.110000 N N N N/A N/A 000000000 1.000000 NC -1028.100000 -0.0001483 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 153769.990000 MXN 3521000.000000 MXN 2020-07-24 -1028.100000 N N N N/A N/A 000000000 1.000000 NC -1282.590000 -0.0001850 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 149686.280000 PLN 587000.000000 PLN 2020-09-10 -1282.590000 N N N N/A N/A 000000000 1.000000 NC 780.660000 0.0001126 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 114251.160000 PLN 455000.000000 PLN 2020-09-10 780.660000 N N N N/A N/A 000000000 1.000000 NC 38640.180000 0.0055722 N/A DFE RO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 15977601.000000 RON 69251044.960000 RON 2020-09-10 38640.180000 N N N N/A N/A 000000000 1.000000 NC -55812.660000 -0.0080486 N/A DFE RO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 17023985.720000 RON 73268000.000000 RON 2020-08-20 -55812.660000 N N N N/A N/A 000000000 1.000000 NC 40677.500000 0.0058660 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9309042.990000 RUB 670623457.000000 RUB 2020-09-10 40677.500000 N N N N/A N/A 000000000 1.000000 NC 309880.040000 0.0446872 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8660000.000000 THB 277271550.000000 THB 2020-09-10 309880.040000 N N N N/A N/A 000000000 1.000000 NC 203267.260000 0.0293128 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5516000.000000 THB 176790558.000000 THB 2020-09-10 203267.260000 N N N N/A N/A 000000000 1.000000 NC 101379.840000 0.0146198 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2824000.000000 THB 90427586.400000 THB 2020-09-10 101379.840000 N N N N/A N/A 000000000 1.000000 NC 69639.210000 0.0100425 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 10003000.000000 THB 311359379.800000 THB 2020-09-10 69639.210000 N N N N/A N/A 000000000 1.000000 NC 42.950000 0.0000062 N/A DFE TR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 154591.120000 TRY 1061000.000000 TRY 2020-07-08 42.950000 N N N N/A N/A 000000000 1.000000 NC -407430.900000 -0.0587548 N/A DFE BR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 50770050.000000 BRL 8900000.000000 USD 2020-09-10 -407430.900000 N N N N/A N/A 000000000 1.000000 NC -162389.350000 -0.0234178 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 180433078.440000 CNY 25255175.860000 USD 2020-09-16 -162389.350000 N N N N/A N/A 000000000 1.000000 NC -82022.280000 -0.0118283 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1891000.000000 EUR 2044643.180000 USD 2020-08-17 -82022.280000 N N N N/A N/A 000000000 1.000000 NC -47365.590000 -0.0068305 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1092000.000000 EUR 1180724.670000 USD 2020-08-17 -47365.590000 N N N N/A N/A 000000000 1.000000 NC 5154.640000 0.0007433 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 777000.000000 EUR 878988.090000 USD 2020-08-17 5154.640000 N N N N/A N/A 000000000 1.000000 NC 3918.310000 0.0005651 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 680000.000000 EUR 768663.160000 USD 2020-08-17 3918.310000 N N N N/A N/A 000000000 1.000000 NC 10517.890000 0.0015168 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 755000.000000 GBP 946302.050000 USD 2020-08-17 10517.890000 N N N N/A N/A 000000000 1.000000 NC 15611.410000 0.0022513 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 611000.000000 GBP 772914.880000 USD 2020-08-17 15611.410000 N N N N/A N/A 000000000 1.000000 NC 7145.880000 0.0010305 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 611000.000000 GBP 764449.350000 USD 2020-08-17 7145.880000 N N N N/A N/A 000000000 1.000000 NC -28737.080000 -0.0041441 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 372984000.000000 HUF 1154562.990000 USD 2020-07-08 -28737.080000 N N N N/A N/A 000000000 1.000000 NC -80612.770000 -0.0116250 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4893720000.000000 KRW 4000000.000000 USD 2020-09-10 -80612.770000 N N N N/A N/A 000000000 1.000000 NC -213415.580000 -0.0307762 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8171064000.000000 KRW 6600000.000000 USD 2020-09-10 -213415.580000 N N N N/A N/A 000000000 1.000000 NC 93717.610000 0.0135148 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 52377171.210000 PLN 13335566.540000 USD 2020-09-10 93717.610000 N N N N/A N/A 000000000 1.000000 NC -224683.740000 -0.0324012 N/A DFE RO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 25983905.350000 RON 5792942.000000 USD 2020-08-20 -224683.740000 N N N N/A N/A 000000000 1.000000 NC -17284.340000 -0.0024925 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 319137000.000000 RUB 4432070.530000 USD 2020-09-10 -17284.340000 N N N N/A N/A 000000000 1.000000 NC -806760.720000 -0.1163413 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 708166789.000000 THB 22102583.930000 USD 2020-09-16 -806760.720000 N N N N/A N/A 000000000 1.000000 NC -20847.660000 -0.0030064 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6140324.730000 ZAR 332773.000000 USD 2020-07-08 -20847.660000 N N N N/A N/A 000000000 556.000000 NC USD -106492.000000 -0.0153570 N/A DCO SG N 1 Singapore International Monetary Exchange N/A Long N/A Iron Ore 2020-08-31 5312580.000000 USD -106492.000000 N N N N/A N/A 000000000 989.000000 NC USD -157210.000000 -0.0226709 N/A DCO SG N 1 Singapore International Monetary Exchange N/A Long N/A Iron Ore 2020-07-30 9733738.000000 USD -157210.000000 N N N N/A N/A 000000000 562.000000 NC USD -171375.000000 -0.0247136 N/A DCO SG N 1 Singapore International Monetary Exchange N/A Long N/A Iron Ore 2020-09-30 5227724.000000 USD -171375.000000 N N N N/A N/A 000000000 303.000000 NC 501889.070000 0.0723764 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2020-09-08 48979682.630000 EUR 501889.070000 N N N N/A N/A 000000000 1.000000 NC -44714.520000 -0.0064482 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9548149.020000 CAD 12900000.000000 CAD 2020-09-10 -44714.520000 N N N N/A N/A 000000000 1.000000 NC 148536.810000 0.0214202 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 12230000.000000 ILS 42800169.150000 ILS 2020-09-10 148536.810000 N N N N/A N/A 000000000 1.000000 NC -160706.710000 -0.0231752 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19000000.000000 ILS 65138954.000000 ILS 2020-09-10 -160706.710000 N N N N/A N/A 000000000 1.000000 NC -92617.930000 -0.0133562 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5912155.730000 NOK 56000000.000000 NOK 2020-09-10 -92617.930000 N N N N/A N/A 000000000 1.000000 NC 499155.670000 0.0719822 N/A DFE NZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11051116.320000 NZD 17900000.000000 NZD 2020-09-10 499155.670000 N N N N/A N/A 000000000 1.000000 NC 27410.920000 0.0039529 N/A DFE NZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6425255.000000 NZD 10000000.000000 NZD 2020-09-10 27410.920000 N N N N/A N/A 000000000 1.000000 NC -61074.290000 -0.0088074 N/A DFE SE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18320438.460000 SEK 170000000.000000 SEK 2020-09-10 -61074.290000 N N N N/A N/A 000000000 1.000000 NC 15194.650000 0.0021912 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8200000.000000 SGD 11446553.840000 SGD 2020-09-10 15194.650000 N N N N/A N/A 000000000 1.000000 NC 41412.860000 0.0059721 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5370824.000000 ZAR 94599448.930000 ZAR 2020-09-10 41412.860000 N N N N/A N/A 000000000 1.000000 NC 4788.460000 0.0006905 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1510000.000000 CAD 1117165.750000 USD 2020-08-17 4788.460000 N N N N/A N/A 000000000 1.000000 NC 174703.450000 0.0251936 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18562000.000000 CAD 13848840.670000 USD 2020-08-17 174703.450000 N N N N/A N/A 000000000 1.000000 NC 123767.790000 0.0178483 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2450000000.000000 JPY 22834776.230000 USD 2020-09-10 123767.790000 N N N N/A N/A 000000000 1.000000 NC 6524.740000 0.0009409 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 121300000.000000 JPY 1130574.350000 USD 2020-08-17 6524.740000 N N N N/A N/A 000000000 1.000000 NC 137498.020000 0.0198283 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 68721849.660000 MXN 3100000.000000 USD 2020-09-10 137498.020000 N N N N/A N/A 000000000 1.000000 NC -2323528.690000 -0.3350714 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 361100000.000000 NOK 35198812.220000 USD 2020-08-17 -2323528.690000 N N N N/A N/A 000000000 1.000000 NC -12961.500000 -0.0018692 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4753602.960000 ZAR 260798.000000 USD 2020-07-08 -12961.500000 N N N N/A N/A 000000000 1.000000 NC -26976.190000 -0.0038902 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7881000.000000 ZAR 426889.780000 USD 2020-07-08 -26976.190000 N N N N/A N/A 000000000 1.000000 NC -480079.920000 -0.0692314 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 106272549.600000 ZAR 5600000.000000 USD 2020-09-10 -480079.920000 N N N N/A N/A 000000000 1.000000 NC -209128.350000 -0.0301580 N/A DFE CZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15400000.000000 CZK 360213392.000000 CZK 2020-09-10 -209128.350000 N N N N/A N/A 000000000 1.000000 NC -2423.250000 -0.0003495 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 100888.830000 HUF 31037000.000000 HUF 2020-07-08 -2423.250000 N N N N/A N/A 000000000 1.000000 NC -239412.060000 -0.0345251 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11800000.000000 IDR 170179600000.000000 IDR 2020-09-10 -239412.060000 N N N N/A N/A 000000000 1.000000 NC 160151.800000 0.0230952 N/A DFE PH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7100000.000000 PHP 362526000.000000 PHP 2020-09-10 160151.800000 N N N N/A N/A 000000000 1.000000 NC -1274.220000 -0.0001838 N/A DFE PL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 192404.010000 PLN 756000.000000 PLN 2020-09-10 -1274.220000 N N N N/A N/A 000000000 1.000000 NC 249354.870000 0.0359590 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4200000.000000 RUB 319137000.000000 RUB 2020-09-10 249354.870000 N N N N/A N/A 000000000 1.000000 NC 90662.320000 0.0130742 N/A DFE TH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11997000.000000 THB 373646565.000000 THB 2020-09-10 90662.320000 N N N N/A N/A 000000000 1.000000 NC 215.190000 0.0000310 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 107343.660000 TRY 738000.000000 TRY 2020-07-08 215.190000 N N N N/A N/A 000000000 1.000000 NC -49643.040000 -0.0071589 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48609834.000000 CNY 6800000.000000 USD 2020-09-10 -49643.040000 N N N N/A N/A 000000000 1.000000 NC -31314.210000 -0.0045158 N/A DFE PH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 306159000.000000 PHP 6100000.000000 USD 2020-09-10 -31314.210000 N N N N/A N/A 000000000 1.000000 NC -207031.390000 -0.0298556 N/A DFE RO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 21983329.600000 RON 4884099.000000 USD 2020-08-20 -207031.390000 N N N N/A N/A 000000000 1.000000 NC -146247.650000 -0.0210901 N/A DFE RO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14484590.640000 RON 3208246.000000 USD 2020-08-20 -146247.650000 N N N N/A N/A 000000000 1.000000 NC -113481.000000 -0.0163649 N/A DFE RO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10564988.460000 RON 2333270.000000 USD 2020-08-20 -113481.000000 N N N N/A N/A 000000000 1.000000 NC 3613.450000 0.0005211 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2917000.000000 TRY 428747.830000 USD 2020-07-08 3613.450000 N N N N/A N/A 000000000 1.000000 NC 554.000000 0.0000799 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 471577.560000 TRY 69197.000000 USD 2020-07-13 554.000000 N N N N/A N/A 000000000 1.000000 NC 4685.860000 0.0006757 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5239000.000000 TRY 767084.730000 USD 2020-07-14 4685.860000 N N N N/A N/A 000000000 1.000000 NC -1206.450000 -0.0001740 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2740000.000000 TRY 397528.590000 USD 2020-07-14 -1206.450000 N N N N/A N/A 000000000 -311.000000 NC USD 541777.190000 0.0781286 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A Lean Hogs 2020-10-14 -6139140.000000 USD 541777.190000 N N N N/A N/A 000000000 -127.000000 NC USD -42259.250000 -0.0060941 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A Live Cattle 2020-10-30 -5066030.000000 USD -42259.250000 N N N 2020-08-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX