0000869392-20-002418.txt : 20201123 0000869392-20-002418.hdr.sgml : 20201123 20201123153923 ACCESSION NUMBER: 0000869392-20-002418 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201123 PERIOD START: 20200930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MASTER INTERMEDIATE INCOME TRUST CENTRAL INDEX KEY: 0000830622 IRS NUMBER: 046584465 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05498 FILM NUMBER: 201337075 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921562 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQ CITY: BOSTON STATE: MA ZIP: 02109 NPORT-P 1 primary_doc.xml NPORT-P false 0000830622 XXXXXXXX Putnam Master Intermediate Income Trust 811-05498 0000830622 QYQERD8ESA0ALFI8LA12 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Master Intermediate Income Trust QYQERD8ESA0ALFI8LA12 2020-09-30 2020-09-30 N 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W22LROWP2IHZNBB6K528 N/A 102000 NC USD 44869.8 0.020385078107 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 18620.78 USD 0 USD 102000 USD 26164.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 266000 NC USD 88844 0.040363270604 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 40088.63 USD 266000 USD -48622.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 137000 NC USD 45758 0.020788601777 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 22776.5 USD 137000 USD -22913 N N N MORGAN STANLEY AND CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 197000 NC USD 99130.4 0.04503654901 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 48377.63 USD 197000 USD -50588.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 194000 NC USD 85340.6 0.038771619145 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 39014.44 USD 0 USD 194000 USD 46164.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 394000 NC USD 198260.8 0.090073098021 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 97085.89 USD 394000 USD -100846.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1042000 NC USD 348028 0.158114766802 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 155864.7 USD 1042000 USD -191642.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 91000 NC USD 40030.9 0.018186687331 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 17547.43 USD 0 USD 91000 USD 22407.64 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 396000 NC USD 101217.6 0.045984797833 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 32451.3 USD 0 USD 396000 USD 68568.3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 324000 NC USD 108216 0.049164284495 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 32526.5 USD 324000 USD -75527.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14000 NC USD 6248.2 0.002838658631 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 2211.81 USD 0 USD 14000 USD 4024.72 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14000 NC USD 6248.2 0.002838658631 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 2236.22 USD 0 USD 14000 USD 4000.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 66000 NC USD 22044 0.010014946842 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 6945.12 USD 66000 USD -15065.88 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 29000 NC USD 12942.7 0.005880078592 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 4616.66 USD 0 USD 29000 USD 8301.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 229000 NC USD 58532.4 0.026592218949 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 14539.4 USD 0 USD 229000 USD 43878.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7000000 NC USD 7 0.000003180214 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written FNMA FN30 TBA UMBS 03.0000 10/01/2050 FNMA TBA 1 105.5625 USD 2020-10-07 XXXX 4368 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 33000000 NC USD 89166 0.040509560428 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 02.5000 11/01/2050 FNMA TBA 1 104.703125 USD 2020-11-05 XXXX -37603.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 33000000 NC USD 107217 0.048710422587 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 02.5000 11/01/2050 FNMA TBA 1 104.703125 USD 2020-11-05 XXXX 55654.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29000000 NC USD 38483 0.017483451248 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 03.0000 11/01/2050 FNMA TBA 1 104.703125 USD 2020-11-05 XXXX -20358 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 29000000 NC USD 62263 0.028287091054 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 03.0000 11/01/2050 FNMA TBA 1 104.703125 USD 2020-11-05 XXXX 44138 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7000000 NC USD 55776 0.025339941709 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased FNMA FN30 TBA UMBS 03.0000 10/01/2050 FNMA TBA 1 105.5625 USD 2020-10-07 XXXX 51401 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 48000000 NC USD 180000 0.081776920318 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 02.0000 11/01/2050 FNMA TBA 1 103.0625 USD 2020-11-05 XXXX 88125 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27000000 NC USD 32238 0.014646246429 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 02.5000 10/01/2050 FNMA TBA 1 104.984375 USD 2020-10-07 XXXX -6456.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27000000 NC USD 17469 0.007936450117 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 02.5000 10/01/2050 FNMA TBA 1 104.984375 USD 2020-10-07 XXXX -7843.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 41000000 NC USD 6601 0.002998941395 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 02.0000 10/01/2050 FNMA TBA 1 102.625 USD 2020-10-07 XXXX 66836.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 41000000 NC USD 333289 0.151418599977 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased FNMA FN30 TBA UMBS 02.0000 10/01/2050 FNMA TBA 1 102.625 USD 2020-10-07 XXXX 125398.37 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 48000000 NC USD 108768 0.049415067051 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written FNMA FN30 TBA UMBS 02.0000 11/01/2050 FNMA TBA 1 103.0625 USD 2020-11-05 XXXX -105018 N N N TERVITA CORP N/A N/A 191 NS 372.95 0.000169437236 Long EC CORP CA N 1 N N N ADVANZ PHARMA CORP LTD 549300WZSXRSISJ4VI31 G01022105 985 NS USD 4959.48 0.002253172227 Long EC CORP CA N 1 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9497010 NC 52500.44 0.023851801658 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased EUR/USD CALL 1.23 20210215 BANKAM OTC CURRENCY OPTION 1 1.23 USD 2021-02-15 XXXX -67398.15 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6299850 NC 13738.44 0.006241596184 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written EUR/USD CALL 1.26 20210127 BANKAM OTC CURRENCY OPTION 1 1.26 USD 2021-01-27 XXXX 20607.25 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9497010 NC 52500.44 0.023851801658 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased EUR/USD CALL 1.23 20210215 UBS OTC CURRENCY OPTION 1 1.23 USD 2021-02-15 XXXX -69050.63 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9497010 NC 21066.98 0.009571070804 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written EUR/USD CALL 1.27 20210215 UBS OTC CURRENCY OPTION 1 1.27 USD 2021-02-15 XXXX 37944.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6299850 NC 37551.74 0.017060364721 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased EUR/USD CALL 1.22 20210127 BANKAM OTC CURRENCY OPTION 1 1.22 USD 2021-01-27 XXXX -35746.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6299850 NC 421.02 0.000191276217 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written EUR/USD CALL 1.24 20201028 BANKAM OTC CURRENCY OPTION 1 1.24 USD 2020-10-28 XXXX 19607.78 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6299850 NC 4335.73 0.001969792482 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased EUR/USD CALL 1.21 20201028 BANKAM OTC CURRENCY OPTION 1 1.21 USD 2020-10-28 XXXX -42464.89 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 10182000 NC 10385.96 0.00471851013 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 Call Written EUR/CHF CALL 1.12 20201209 CSI-FX OTC CURRENCY OPTION 1 1.12 CHF 2020-12-09 XXXX 31501.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6299850 NC 4335.73 0.001969792482 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written EUR/USD CALL 1.21 20201028 MSCIL OTC CURRENCY OPTION 1 1.21 USD 2020-10-28 XXXX 35159.01 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6299850 NC 421.02 0.000191276217 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased EUR/USD CALL 1.24 20201028 MSCIL OTC CURRENCY OPTION 1 1.24 USD 2020-10-28 XXXX -14454.78 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 5551900 NC USD 11670.09 0.005301911222 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Written USD/MXN PUT 20.00 20201130 GSFX OTC CURRENCY OPTION 1 20 MXN 2020-11-30 XXXX 1338.01 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 5551900 NC USD 50705.5 0.023036331295 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Purchased USD/MXN PUT 21.00 20201130 GSFX OTC CURRENCY OPTION 1 21 MXN 2020-11-30 XXXX -455.25 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 9253100 NC USD 83870.1 0.038103547137 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Purchased USD/CNH PUT 6.75 20210301 GSFX OTC CURRENCY OPTION 1 6.75 CNY 2021-03-01 XXXX 11769.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6331340 NC 39135 0.017779665426 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased EUR/USD CALL 1.23 20210301 MSCIL OTC CURRENCY OPTION 1 1.23 USD 2021-03-01 XXXX -55179.02 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 9253100 NC USD 30590.75 0.013897874029 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Written USD/CNH PUT 6.60 20210301 GSFX OTC CURRENCY OPTION 1 6.6 CNY 2021-03-01 XXXX -4724.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6331340 NC 16538.84 0.007513863338 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written EUR/USD CALL 1.27 20210301 MSCIL OTC CURRENCY OPTION 1 1.27 USD 2021-03-01 XXXX 28841.88 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 10189200 NC 53487.15 0.02430008002 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Purchased AUD/USD CALL 0.76 20210311 HSBCB OTC CURRENCY OPTION 1 .76 USD 2021-03-11 XXXX -45865.83 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 10189200 NC 13800.55 0.006269813765 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Written AUD/USD CALL 0.80 20210311 HSBCB OTC CURRENCY OPTION 1 .8 USD 2021-03-11 XXXX 16090.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3072034 NC USD 37457.31 0.01701746364 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased USD/MXN PUT 20.75 20210322 MSCIL OTC CURRENCY OPTION 1 20.75 MXN 2021-03-22 XXXX -10251.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3072034 NC USD 15317.16 0.006958834293 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written USD/MXN PUT 19.75 20210322 MSCIL OTC CURRENCY OPTION 1 19.75 MXN 2021-03-22 XXXX 3038.24 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 4608034 NC USD 46974.3 0.0213411866 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Put Purchased USD/KRW PUT 1130.00 20210322 HSBCB OTC CURRENCY OPTION 1 1130 KRW 2021-03-22 XXXX -3944.48 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 4608034 NC USD 13446.24 0.006108844984 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Put Written USD/KRW PUT 1085.00 20210322 HSBCB OTC CURRENCY OPTION 1 1085 KRW 2021-03-22 XXXX 953.87 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 3933768 NC 35209.12 0.015996074448 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 Put Purchased EUR/NOK PUT 10.45 20210323 CSI-FX OTC CURRENCY OPTION 1 10.45 NOK 2021-03-23 XXXX -2946.82 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 5245034 NC 71894.27 0.032662733273 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Purchased EUR/USD CALL 1.20 20210323 HSBCB OTC CURRENCY OPTION 1 1.2 USD 2021-03-23 XXXX -1016.29 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 5245034 NC 25680.48 0.011667058704 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Written EUR/USD CALL 1.25 20210323 HSBCB OTC CURRENCY OPTION 1 1.25 USD 2021-03-23 XXXX 106.83 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 2950334 NC 26818.55 0.012184102369 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 Put Purchased EUR/SEK PUT 10.25 20210323 CSI-FX OTC CURRENCY OPTION 1 10.25 SEK 2021-03-23 XXXX -4090.92 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 2950334 NC 6970.12 0.003166638599 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 Put Written EUR/SEK PUT 9.90 20210323 CSI-FX OTC CURRENCY OPTION 1 9.9 SEK 2021-03-23 XXXX 1407.67 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 3456034 NC USD 9117.02 0.0041420101 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Put Written USD/SGD PUT 1.31 20210323 HSBCB OTC CURRENCY OPTION 1 1.31 SGD 2021-03-23 XXXX -2066.71 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 3456034 NC USD 27599.89 0.012539077807 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Put Purchased USD/SGD PUT 1.345 20210323 HSBCB OTC CURRENCY OPTION 1 1.345 SGD 2021-03-23 XXXX 3805.1 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 6945034 NC 64878.75 0.029475468717 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Purchased NZD/USD CALL 0.685 20210323 HSBCB OTC CURRENCY OPTION 1 .685 USD 2021-03-23 XXXX -3070.84 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 6945034 NC 17812.83 0.008092657664 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 Call Written NZD/USD CALL 0.725 20210323 HSBCB OTC CURRENCY OPTION 1 .725 USD 2021-03-23 XXXX 1108.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4275200 NC 22066.02 0.010024950885 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written GBP/USD PUT 1.20 20201218 BANKAM OTC CURRENCY OPTION 1 1.2 USD 2020-12-18 XXXX 15898.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4275200 NC 38703.79 0.017583759727 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased GBP/USD PUT 1.23 20201218 BANKAM OTC CURRENCY OPTION 1 1.23 USD 2020-12-18 XXXX -23521.14 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 10182000 NC 30847.5 0.014014519719 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 Call Purchased EUR/CHF CALL 1.10 20201209 CSI-FX OTC CURRENCY OPTION 1 1.1 CHF 2020-12-09 XXXX -49112.95 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 5375725 NC USD 8407.63 0.003819722714 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Written USD/JPY PUT 100.00 20201124 GSFX OTC CURRENCY OPTION 1 100 JPY 2020-11-24 XXXX 20578.28 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 5375725 NC USD 54101.3 0.024579098329 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 Put Purchased USD/JPY PUT 105.00 20201124 GSFX OTC CURRENCY OPTION 1 105 JPY 2020-11-24 XXXX -16256.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 5375725 NC USD 8407.63 0.003819722714 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written USD/JPY PUT 100.00 20201124 BANKAM OTC CURRENCY OPTION 1 100 JPY 2020-11-24 XXXX 21024.46 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 5375725 NC USD 54101.3 0.024579098329 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased USD/JPY PUT 105.00 20201124 BANKAM OTC CURRENCY OPTION 1 105 JPY 2020-11-24 XXXX -16729.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9497010 NC 21066.98 0.009571070804 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written EUR/USD CALL 1.27 20210215 BANKAM OTC CURRENCY OPTION 1 1.27 USD 2021-02-15 XXXX 37667.41 N N N TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC N/A N/A 9820 NS USD 10802 0.004907523852 Long EC CORP US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 1843000 NS USD 1843000 0.837304800809 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 12804784 NS USD 12804784 5.817421115854 Long STIV PF US N 1 N N N MWO HOLDINGS LLC N/A N/A 73 OU USD 0 0 Long EC CORP US N 3 N N N CHC GROUP LLC N/A 12550E306 697 OU USD 6.97 0.000003166584 Long EC CORP US N 2 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC 3433.19 0.001559753917 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX 3433.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC -15734.29 -0.00714834322 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX -15734.29 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2134700 NC USD 58213.27 0.026447233012 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 2134700 USD 1 .85 USD 2030-03-27 XXXX 58213.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2134700 NC USD -52236.11 -0.023731712251 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 2134700 USD 1 .85 USD 2030-03-27 XXXX -52236.11 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1114500 NC USD -20228.18 -0.009189990356 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 1114500 USD 1 .902 USD 2025-04-02 XXXX -20228.18 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1114500 NC USD 12393.24 0.00563045 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 1114500 USD 1 .902 USD 2025-04-02 XXXX 12393.24 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3715100 NC USD 11776.87 0.005350423109 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 3715100 USD 1 .983 USD 2030-04-02 XXXX 11776.87 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3715100 NC USD -16829.4 -0.00764586946 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 3715100 USD 1 .983 USD 2030-04-02 XXXX -16829.4 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9287700 NC USD 835.89 0.000379758388 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 9287700 USD 1 .87 USD 2027-04-06 XXXX 835.89 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 9287700 NC USD -15974.84 -0.007257628988 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 9287700 USD 1 .87 USD 2027-04-06 XXXX -15974.84 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2786300 NC USD -25633.96 -0.011645923913 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 2786300 USD 1 .8925 USD 2023-04-11 XXXX -25633.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2786300 NC USD 640.85 0.000291148552 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 2786300 USD 1 .8925 USD 2023-04-11 XXXX 640.85 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2229000 NC USD 8291.88 0.003767135611 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 2229000 USD 1 .958 USD 2025-05-06 XXXX 8291.88 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2229000 NC USD 490.38 0.00022278759 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 2229000 USD 1 .958 USD 2025-05-06 XXXX 490.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 118190600 NC 5760.2 0.002616952313 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-11-11 0 USD 0 USD 118190600 JPY 1 .005 JPY 2020-11-09 XXXX 5760.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 118190600 NC 2824.07 0.001283020819 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-11-11 0 USD 0 USD 118190600 JPY 1 .005 JPY 2020-11-09 XXXX 2824.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1122800 NC USD -10689.06 -0.004856213377 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-11-12 0 USD 0 USD 1122800 USD 1 .688 USD 2020-11-09 XXXX -10689.06 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1122800 NC USD -14517.8 -0.006595672077 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-11-12 0 USD 0 USD 1122800 USD 1 .688 USD 2020-11-09 XXXX -14517.8 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2822300 NC USD -8438.68 -0.003833829233 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 2822300 USD 1 1.232 USD 2027-06-17 XXXX -8438.68 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2822300 NC USD 23171.08 0.010526997571 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 2822300 USD 1 1.232 USD 2027-06-17 XXXX 23171.08 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2238000 NC USD 26945.52 0.0122417869 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 2238000 USD 1 1.204 USD 2030-06-18 XXXX 26945.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2238000 NC USD -18239.7 -0.008286591631 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 2238000 USD 1 1.204 USD 2030-06-18 XXXX -18239.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2588400 NC USD 28601.82 0.012994270862 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 2588400 USD 1 1.168 USD 2027-06-24 XXXX 28601.82 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2588400 NC USD -15944.54 -0.007243863206 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 2588400 USD 1 1.168 USD 2027-06-24 XXXX -15944.54 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6471000 NC USD -13524.39 -0.006144349797 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-06-28 0 USD 0 USD 6471000 USD 1 .462 USD 2021-06-24 XXXX -13524.39 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6471000 NC USD -24136.83 -0.010965753465 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-06-28 0 USD 0 USD 6471000 USD 1 .462 USD 2021-06-24 XXXX -24136.83 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18054200 NC USD 22567.75 0.010252894964 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-07-05 0 USD 48746.34 USD 18054200 USD 1 0 USD 2022-06-30 XXXX 26178.59 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18054200 NC USD 56509.65 0.025673250807 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-07-05 -88465.58 USD 0 USD 18054200 USD 1 .3 USD 2022-06-30 XXXX -31955.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18054200 NC USD 24914.8 0.011319197857 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-07-05 0 USD 45135.5 USD 18054200 USD 1 .6 USD 2022-06-30 XXXX 20220.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC -2436.92 -0.001107132293 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX -2436.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC -4068.2 -0.001848249262 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX -4068.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 818000 NC USD -6863.02 -0.003117981332 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2040-07-03 0 USD 0 USD 818000 USD 1 1.177 USD 2030-07-01 XXXX -6863.02 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 818000 NC USD 11631.96 0.005284588145 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 244708.9 USD 4407800 USD 1 1.9875 USD 2026-10-19 XXXX 99031.11 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3771900 NC USD -53108.35 -0.024127985034 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2030-12-21 0 USD 0 USD 3771900 USD 1 2.13 USD 2020-12-17 XXXX -53108.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD 1176.03 0.000534289509 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2023-12-02 0 USD 0 USD 11760300 USD 1 2.975 USD 2020-11-30 XXXX 1176.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD -14347.57 -0.006518333826 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-02 0 USD 0 USD 11760300 USD 1 3.162 USD 2020-11-30 XXXX -14347.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD 1713358.11 0.778406386873 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-02 0 USD 0 USD 11760300 USD 1 3.162 USD 2020-11-30 XXXX 1713358.11 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD -510279.42 -0.231828219273 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2023-12-02 0 USD 0 USD 11760300 USD 1 2.975 USD 2020-11-30 XXXX -510279.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD 88202.25 0.040071713167 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 0 USD 11760300 USD 1 3.229 USD 2023-11-30 XXXX 88202.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 11760300 NC USD -1137103.41 -0.516604527514 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP 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1.175 GBP 2030-01-14 XXXX -46262.36 N N N CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 2031-02-25 0 USD 0 USD 119698500 JPY 1 .003 JPY 2021-02-22 XXXX -2167.77 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14550100 NC USD 243568.67 0.110657198436 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2031-03-04 0 USD 194001.33 USD 14550100 USD 1 .7785 USD 2021-03-02 XXXX -49567.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7275100 NC USD 284383.66 0.129200110575 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2031-03-04 -194002.67 USD 0 USD 7275100 USD 1 1.101 USD 2021-03-02 XXXX 90380.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2128300 NC USD -21985.34 -0.009988296652 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 2128300 USD 1 1.275 USD 2030-03-05 XXXX -21985.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2128300 NC USD 11833.35 0.005376082889 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 2128300 USD 1 1.275 USD 2030-03-05 XXXX 11833.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5944600 NC USD -9630.25 -0.004375178816 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 0 USD 0 USD 5944600 USD 1 2.764 USD 2021-02-16 XXXX -9630.25 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 241000 NC USD 30544.34 0.013876789213 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 32133.33 USD 241000 USD 1 1.17 USD 2025-03-13 XXXX 1588.99 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 482100 NC USD 71534 0.032499056767 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 73654.17 USD 482100 USD 1 1.17 USD 2025-03-13 XXXX 2120.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5944600 NC USD 14802.05 0.006724811463 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 0 USD 0 USD 5944600 USD 1 2.764 USD 2021-02-16 XXXX 14802.05 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2639000 NC USD 67241.72 0.030549004325 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 85503.6 USD 2639000 USD 1 1.07 USD 2027-03-22 XXXX 18261.88 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2639000 NC USD 90121.85 0.040943818591 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 85503.6 USD 2639000 USD 1 1.07 USD 2027-03-22 XXXX -4618.25 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 588000 NC USD 97943.16 0.044497166617 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-24 -89600 USD 0 USD 588000 USD 1 1.04 USD 2025-03-20 XXXX 8343.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 7756000 NC USD 50414 0.022903898116 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2027-03-24 0 USD 89600 USD 7756000 USD 1 1.05 USD 2025-03-20 XXXX 39186 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1653100 NC USD 103963.46 0.04723228658 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 96954.32 USD 1653100 USD 1 .968 USD 2025-03-20 XXXX -7009.14 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1653100 NC USD 66289.31 0.03011630901 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 96954.32 USD 1653100 USD 1 .968 USD 2025-03-20 XXXX 30665.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1596200 NC USD -250954.56 -0.114012728092 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 1596200 USD 1 2.3075 USD 2022-06-20 XXXX -250954.56 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1596200 NC USD -7007.32 -0.003183539163 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 1596200 USD 1 2.3075 USD 2022-06-20 XXXX -7007.32 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3493100 NC 60039.81 0.027277059768 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 3493100 EUR 1 .555 EUR 2030-03-26 XXXX 60039.81 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4191700 NC USD -86223.27 -0.039172630446 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 4191700 USD 1 .925 USD 2030-03-26 XXXX -86223.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4191700 NC USD 102612.82 0.046618668915 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. 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E57ODZWZ7FF32TWEFA76 N/A 934000 NC USD 191488.68 0.086996414034 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 934000 USD 1 2.689 USD 2024-11-12 XXXX 191488.68 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 934000 NC USD -96183.32 -0.043697642753 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 934000 USD 1 2.689 USD 2024-11-12 XXXX -96183.32 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1556600 NC USD -106020.03 -0.048166619697 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1556600 USD 1 2.5 USD 2029-11-09 XXXX -106020.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1556600 NC USD 113709.63 0.051660129733 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1556600 USD 1 2.5 USD 2029-11-09 XXXX 113709.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 934000 NC USD 178954.4 0.081301887274 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 934000 USD 1 2.505 USD 2024-11-13 XXXX 178954.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 934000 NC USD -113574.4 -0.05159869255 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 934000 USD 1 2.505 USD 2024-11-13 XXXX -113574.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3169000 NC USD 65851.82 0.029917550205 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -181900.6 USD 0 USD 3169000 USD 1 2.7575 USD 2027-12-20 XXXX -116048.78 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3169000 NC USD 469423.97 0.2132669255 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -181900.6 USD 0 USD 3169000 USD 1 2.7575 USD 2027-12-20 XXXX 287523.37 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3169000 NC USD 478392.24 0.217341356062 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -181742.15 USD 0 USD 3169000 USD 1 2.795 USD 2027-12-20 XXXX 296650.09 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3169000 NC USD 63887.04 0.029024918775 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -181742.15 USD 0 USD 3169000 USD 1 2.795 USD 2027-12-20 XXXX -117855.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3150300 NC USD 1304255.7 0.592544524738 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -357716.57 USD 0 USD 3150300 USD 1 3 USD 2047-04-17 XXXX 946539.13 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 119084000 NC 120252.66 0.054632734416 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 119084000 JPY 1 1.11125 JPY 2023-08-24 XXXX 120252.66 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 119084000 NC -58568.13 -0.026608451668 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 119084000 JPY 1 1.11125 JPY 2023-08-24 XXXX -58568.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1191600 NC USD 506155.93 0.229954850866 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1191600 USD 1 3.27 USD 2023-10-17 XXXX 506155.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1191600 NC USD -122949.29 -0.055857857175 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1191600 USD 1 3.27 USD 2023-10-17 XXXX -122949.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1230800 NC 413405.38 0.187816771218 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 1230800 EUR 1 1.921 EUR 2028-10-18 XXXX 413405.38 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1230800 NC -133655.43 -0.060721830273 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 1230800 EUR 1 1.921 EUR 2028-10-18 XXXX -133655.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3150300 NC USD 1286298.99 0.584386500056 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. 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