0001185185-16-005747.txt : 20161114 0001185185-16-005747.hdr.sgml : 20161111 20161114144413 ACCESSION NUMBER: 0001185185-16-005747 CONFORMED SUBMISSION TYPE: 10-Q PUBLIC DOCUMENT COUNT: 57 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RJO GLOBAL TRUST CENTRAL INDEX KEY: 0001027099 STANDARD INDUSTRIAL CLASSIFICATION: [6221] IRS NUMBER: 364113382 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 000-22887 FILM NUMBER: 161993849 BUSINESS ADDRESS: STREET 1: C/O R J O'BRIEN FUND MANAGEMENT STREET 2: 222 SOUTH RIVERSIDE PLAZA STE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3123735000 MAIL ADDRESS: STREET 1: C/O R J O'BRIEN FUND MANAGEMENT STREET 2: 222 SOUTH RIVERSIDE PLAZA STE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: JWH GLOBAL TRUST DATE OF NAME CHANGE: 19970210 FORMER COMPANY: FORMER CONFORMED NAME: JWH GLOBAL PORTFOLIO TRUST DATE OF NAME CHANGE: 19961114 10-Q 1 rjoglobal10q093016.htm 10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE

SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended September 30, 2016

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE

SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission File Number: 000-22887

RJO GLOBAL TRUST

(Exact name of registrant as specified in its charter)

Delaware	36-4113382
(State or other jurisdiction of incorporation or organization)	(I.R.S. Employer Identification No.)

c/o R.J. O’Brien Fund Management, LLC

222 South Riverside Plaza

Suite 900

Chicago, IL 60606

(Address of principal executive offices) (Zip Code)

(888) 292 - 9399

(Registrant’s telephone number, including area code)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. ☒ Yes ☐ No

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files). ☒ Yes ☐ No

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.

Large accelerated filer £	Accelerated filer £
Non-accelerated filer £ (Do not check if smaller reporting company)	Smaller reporting company ☒

Indicate by check mark whether the Registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). ☐ Yes ☒ No

TABLE OF CONTENTS

PART I. FINANCIAL INFORMATION	1

Item 1. Financial Statements	1
Consolidated Statements of Financial Condition, as of September 30, 2016 (unaudited) and December 31, 2015	1
Condensed Consolidated Schedules of Investments, as of September 30, 2016 (unaudited) and December 31, 2015	2
Consolidated Statements of Operations, for the three and nine months ended September 30, 2016 and 2015 (unaudited)	3
Consolidated Statement of Changes in Unitholders’ Capital, for the nine months ended September 30, 2016 (unaudited)	4
Notes to Consolidated Financial Statements	5

Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations	19

Item 3. Quantitative and Qualitative Disclosures about Market Risk	28

Item 4. Controls and Procedures	28

PART II. OTHER INFORMATION	29

Item 1. Legal Proceedings	29

Item 1A. Risk Factors	29

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds	29

Item 6. Exhibits	30

SIGNATURES	31

Table of Contents

PART I – FINANCIAL INFORMATION

Item 1. Financial Statements

RJO GLOBAL TRUST AND SUBSIDIARIES
Consolidated Statements of Financial Condition


Assets
	September 30,		December 31,
	2016		2015
	UNAUDITED		AUDITED

Assets:
Equity in commodity Trading accounts:
Cash on deposit with broker	$	3,867,640	$	5,323,944
Net unrealized gain on open contracts		187,205		3,414
Total due from broker		4,054,845		5,327,358

Cash and cash equivalents on deposit with affiliate		1,796,443		1,449,723
Cash on deposit with bank		117,388		92,621
Interest receivable		448		304
Receivable from US Bank		17,890		20,248

Total Assets	$	5,987,014	$	6,890,254

Liabilities and Unitholders' Capital

Liabilities:
Equity in commodity Trading accounts:
Net unrealized loss on open contracts	$	2,873	$	-
Options written on futures contracts (premiums received - $21,315 and $7,356, respectively)		21,900		8,059
Accrued commissions		12,003		13,781
Accrued management fees		12,118		14,747
Accrued incentive fees		8,994		12,324
Accrued operating expenses		165,095		170,958
Accrued offering expenses		3,918		328
Redemptions payable-Trading		59,152		29,009
Distribution payable - Non-Trading		17,890		20,248

Total liabilities		303,943		269,454


Unitholders' capital:
Unitholders' capital (Trading):
Beneficial owners
Class A (97,100 and 110,812 units outstanding at September 30, 2016 and December 31, 2015, respectively)		5,503,273		6,437,129
Class B (839 and 955 units outstanding at September 30, 2016 and December 31, 2015, respectively)		55,538		63,836
Class C (0 and 0 units outstanding at September 30, 2016 and December 31, 2015, respectively)		-		-
Class D (0 and 0 units outstanding at September 30, 2016 and December 31, 2015, respectively)		-		-
Managing owner (535 Class A units outstanding at September 30, 2016 and December 31, 2015, respectively)		30,325		31,079

Total unitholders' capital		5,589,136		6,532,044

Non-Controlling Interests		93,935		88,756

Total Capital		5,683,071		6,620,800


Total Liabilities and Unitholders' Capital	$	5,987,014	$	6,890,254

Net asset value per unit:
Trading:
Class A	$	56.68	$	58.09
Class B	$	66.20	$	66.84

See accompanying notes to consolidated financial statements.

Table of Contents

RJO GLOBAL TRUST AND SUBSIDIARIES
Condensed Consolidated Schedule of Investments


	September 30, 2016						December 31, 2015
	Percentage of						Percentage of
	Net Assets			Fair value			Net Assets			Fair value
	UNAUDITED						AUDITED
Long Positions
Futures Positions
Agriculture		1.01	%	$	57,477			-0.17	%	$	(10,975	)
Currency		0.37	%		20,888			0.06	%		4,031
Energy		0.53	%		30,171			-0.43	%		(28,234	)
Indices		0.52	%		29,829			-0.05	%		(3,318	)
Interest rates		0.34	%		19,555			-0.16	%		(10,506	)
Metals		-0.04	%		(2,270	)		0.00	%		-

Total long positions on open contracts				$	155,650					$	(49,002	)

Short Positions
Futures Positions
Agriculture		0.92	%	$	52,095			-0.26	%	$	(17,425	)
Currency		0.10	%		5,522			0.33	%		21,518
Energy		-0.28	%		(15,984	)		0.89	%		59,088
Indices		-0.07	%		(4,007	)		-0.23	%		(15,231	)
Interest rates		-0.09	%		(5,259	)		0.03	%		1,694
Metals		-0.06	%		(3,685	)		0.04	%		2,772

Total short positions on open contracts				$	28,682					$	52,416

Total net unrealized gain on open contracts				$	184,332					$	3,414

Short put options on futures contracts
Energy (premiums received - $4,245 and $0, respectively)		-0.01	%	$	(560	)		0.00	%	$	-
Indices (premiums received - $3,499 and $0, respectively)		-0.03	%		(1,495	)		0.00	%		-
Interest rates (premiums received - $0 and $4,356, respectively)		0.00	%		-			-0.11	%		(7,440	)
Metals (premiums received - $3,453 and $0, respectively)		-0.07	%		(4,050	)		0.00	%		-

Total short put options on futures contracts				$	(6,105	)				$	(7,440	)

Short call options on futures contracts
Energy (premiums received - $3,438 and $0, respectively)		-0.16	%	$	(9,040	)		0.00	%	$	-
Indices (premiums received - $3,439 and $0, respectively)		-0.08	%		(4,285	)		0.00	%		-
Interest rates (premiums received - $0 and $3,000, respectively)		0.00	%		-			-0.01	%		(619	)
Metals (premiums received - $3,241 and $0, respectively)		-0.04	%		(2,470	)		0.00	%		-

Total short call options on futures contracts				$	(15,795	)				$	(619	)

Total options written on futures contracts				$	(21,900	)				$	(8,059	)

See accompanying notes to consolidated financial statements.

Table of Contents

RJO GLOBAL TRUST AND SUBSIDIARIES
Consolidated Statements of Operations


	For the three months ended September 30,						For the nine months ended September 30,
	2016			2015			2016			2015
	UNAUDITED			UNAUDITED			UNAUDITED			UNAUDITED
Trading gain (loss):
Gain (loss) on trading of commodity contracts:
Realized gain (loss) on closed positions	$	55,134		$	(77,130	)	$	354,800		$	(61,103	)
Change in net unrealized gain (loss) on open positions		(185,253	)		48,844			181,036			(402,162	)
Foreign currency transaction gain (loss)		3,280			(10,292	)		31,557			(13,905	)
Total Trading gain (loss)		(126,839	)		(38,578	)		567,393			(477,170	)

Net investment income (loss):
Interest income		3,388			715			11,307			1,572
Total net investment income (loss)		3,388			715			11,307			1,572

Expenses:
Commissions - Class A		65,566			70,320			210,308			263,595
Commissions - Class B		350			320			1,125			1,238
Commissions - Class C		-			-			-			865
Commissions - Non-controlling interests		754			623			2,149			1,284
Management fees		37,524			49,447			128,635			172,547
Incentive fees		8,994			-			73,508			86,742
Investment Manager Incentive fees		-			-			-			2,224
Ongoing offering expenses		6,824			10,800			25,524			24,400
Operating expenses		82,500			96,450			248,376			259,199
Total expenses		202,512			227,960			689,625			812,094

Trading income (loss)		(325,963	)		(265,823	)		(110,925	)		(1,287,692	)

Less: Operations attributed to non-controlling interests		(1,331	)		74			5,179			(14,481	)

Trading income (loss) net of non-controlling interests		(324,632	)		(265,897	)		(116,104	)		(1,273,211	)

Non-Trading income (loss):
Interest on Non-Trading reserve		-			-			-			25
Legal and administrative fees		-			-			-			(301,763	)
Management fees paid to US Bank		-			-			-			(451,942	)
Non-Trading income (loss)		-			-			-			(753,680	)

Net income (loss)	$	(324,632	)	$	(265,897	)	$	(116,104	)	$	(2,026,891	)

See accompanying notes to consolidated financial statements.

Table of Contents

RJO GLOBAL TRUST AND SUBSIDIARIES
Consolidated Statement of Changes in Unitholders’ Capital
For the nine months ended September 30, 2016
UNAUDITED


Unitholders’ Capital (Trading)	Beneficial Owners - Trading Class A						Beneficial Owners - Trading Class B
	Units			Dollars			Units			Dollars

Balances at December 31, 2015		110,812		$	6,437,129			955		$	63,836
Trading income (loss)		-			(115,094	)		-			(256	)
Unitholders’ redemptions		(13,712	)		(818,762	)		(116	)		(8,042	)
Balances at September 30, 2016		97,100		$	5,503,273			839		$	55,538

Unitholders’ Capital (Trading)	Managing Owners - Trading Class A						Total Unitholders’ Capital - Trading						Non-Controlling Interests
	Units			Dollars			Units			Dollars			Units		Dollars

Balances at December 31, 2015		535		$	31,079			112,302		$	6,532,044			-	$	88,756
Trading income (loss)		-			(754	)		-			(116,104	)		-		5,179
Unitholders’ redemptions		-			-			(13,828	)		(826,804	)		-		-
Balances at September 30, 2016		535		$	30,325			98,474		$	5,589,136			-	$	93,935


Total Unitholders Capital at September 30, 2016															$	5,683,071
	Unitholders’			Unitholders’
	Capital			Capital
	Trading Class A			Trading Class B
Net asset value per unit at December 31, 2015	$	58.09		$	66.84
Net change per unit		(1.41	)		(0.64	)
Net asset value per unit at September 30, 2016	$	56.68		$	66.20

See accompanying notes to consolidated financial statements.

Table of Contents

RJO GLOBAL TRUST AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

September 30, 2016

(Unaudited)

(1) General Information and Summary

The RJO Global Trust (the “Trust”), is a Delaware statutory trust organized on November 12, 1996 under the Delaware Statutory Trust Act. The business of the Trust is the speculative trading of commodity interests, including U.S. and international futures, spot and forward contracts on currencies, interest rates, energy and agricultural products, metals and stock indices, hybrid instruments, swaps, any rights pertaining thereto and any options thereon or on physical commodities, as well as securities and any rights pertaining thereto and any options thereon, pursuant to the trading instructions of multiple independent commodity trading advisors (each a “Trading Advisor” and collectively, the “Trading Advisors”).

R.J. O’Brien Fund Management, LLC, the managing owner of the Trust (“RJOFM” or the “Managing Owner”), acquired the managing owner interest in the Trust from Refco Commodity Management, Inc. (“RCMI”) on November 30, 2006. The Managing Owner of the Trust was initially formed as an Illinois corporation in November 2006, and became a Delaware limited liability company in July of 2007. The Managing Owner has been registered with the Commodity Futures Trading Commission (“CFTC”) as a commodity pool operator, and has been a member in good standing of the National Futures Association (“NFA”) in such capacity, since December 1, 2006. The Managing Owner is registered as a commodity pool operator under the Commodity Exchange Act, as amended (“CE Act”), and is responsible for administering the business and affairs of the Trust. The Managing Owner is an affiliate of R.J. O’Brien & Associates LLC, the clearing broker for the Trust (“RJO” or the “Clearing Broker”) through its investment in RJ OASIS (as defined below).

Units of beneficial ownership of the Trust (“units”) commenced selling on April 3, 1997. Effective July 1, 2011, the Managing Owner discontinued the public offering of the units and began offering the units on a private placement basis only. The Trust filed a Post-Effective Amendment to its Registration Statement on Form S-1 with the Securities and Exchange Commission (the “SEC”) on July 5, 2011 to deregister the remaining units that were unsold under the public offering. The Post-Effective Amendment was declared effective by the SEC on July 8, 2011. Effective January 15, 2014, the Managing Owner began offering Class C and Class D units. The Class A and Class B units are no longer offered.

Pursuant to an Investment Management Agreement dated August 30, 2013 (the “Investment Management Agreement”), the Managing Owner appointed RPM Risk & Portfolio Management Aktiebolag, a limited liability company organized under the laws of Sweden, as investment manager to the Trust (“RPM” or the “Investment Manager”). RPM has been registered with the CFTC as a commodity trading advisor (CTA), and has been a member in good standing of the NFA in such capacity, since August 27, 2015. Prior to August 27, 2015, RPM was exempt from registration as a CTA pursuant CFTC Rule 4.14(a)(10) as (i) during the course of any 12-month periods, it had not furnished commodity trading advice to more than 15 persons; and (ii) it did not hold itself out generally to the public as a CTA. The Trust remains a multi-advisor commodity pool where trading decisions for the Trust are delegated to the Trading Advisors, representing the Investment Manager’s “Evolving Manager Program”. RPM is responsible for selecting, monitoring, and replacing each commodity trading advisor available for its Evolving Manager Program. RPM is also responsible for the Trust’s allocations to each Trading Advisor through the Trust’s investment in RJ OASIS (as defined below). RPM may also add, remove or replace any Trading Advisor without the consent of or advance notice to investors. Investors will be notified of any material change in the basic investment policies or structure of the Trust.

The Evolving Manager Program seeks to identify and select commodity trading advisors with shorter track records and with smaller assets under management who, in the opinion of the Investment Manager, appear to have potential for long-term over-performance relative to their respective peer group. RPM may add, delete or modify such categories of investment strategies in line with its investment objective and policy. The strategies include three broad based categories that are described as follows (each, an “Eligible Strategy”):

Trend Following. A strategy that is often classified as “long volatility” because it tries to take advantage of large movements or “trends” in prices. Trading programs are often fully systematic with limited application of discretion using a wide range of technical analysis methods to determine when trends occur.

·	Short-Term Trading. A strategy that refers to all futures and currency investment strategies with a trading horizon ranging from intraday to less than a month, which seeks to exploit short-term price inefficiencies. This is typically done using technical analysis.

Table of Contents

Fundamental Trading. A strategy that attempts to predict the future direction of markets based on macroeconomic data with less focus on price data alone. A fundamental approach seeks to find opportunities where price does not properly reflect the fundamental valuation of the underlying asset, i.e. its intrinsic value. A fundamental valuation can be done using various approaches but the most common methodologies are macroeconomic analysis and relative valuation.

The Investment Manager will, in its discretion, determine the minimum or maximum target allocation or allocation range, or the manner in which to rebalance the Trust or adjust relative weightings of the Trust. RPM has complete flexibility in allocation and reallocating the Trust’s capital in any manner that it may deem appropriate. There can be no assurance as to which factors the Investment Manager may consider in making capital allocations for the Trust, or as to which allocation the Investment Manager may make.

The Trust’s assets are currently allocated to O’Brien Alternative Strategic Investment Solutions, LLC (“RJ OASIS”), a Delaware series limited liability company operated by RJOFM. Each “series” of RJ OASIS feeds into a separate trading company established to facilitate trading by a particular Trading Advisor (each, a “Trading Company” and collectively, the “Trading Companies”). The Trading Companies are operated by RJOFM. RJOFM is the managing member of each RJ OASIS series and each Trading Company. RJOFM has no equity interest in any RJ OASIS series or Trading Company.

The Trust is governed by the Tenth Amended and Restated Declaration and Agreement of Trust dated January 31, 2015 (the “Trust Agreement”).

As of September 30, 2016, prior to quarter-end reallocation, RPM has delegated trading decisions for the Trust to six independent Trading Advisors: Revolution Capital Management, LLC (“RCM”), PGR Capital LLP (“PGR”), ROW Asset Management, LLC (“ROW”), Turning Wheel Capital, Inc. (“TWC”), Claughton Capital, LLC (“Claughton”) and Degraves Capital Management PTY (“DCM”), pursuant to advisory agreements executed between RJOFM (in its role as managing member of each RJ OASIS series and each Trading Company), and, as applicable, each Trading Company and each Trading Advisor (each an “Advisory Agreement” and collectively the “Advisory Agreements”).

The Advisory Agreements provide that each Trading Advisor has discretion in and responsibility for the selection of the Trading Company’s commodity transactions with respect to that portion of the series’ assets allocated to it. As of September 30, 2016, prior to quarter-end reallocation, RCM was managing 17.82%, PGR 22.27%, ROW 13.31%, TWC 4.92%, Claughton 3.26% and DCM 6.05%% of the Trust’s assets, respectively. Approximately 32.37% of the Trust’s assets were not allocated to any Trading Advisor.

RCM, PGR, ROW, TWC, Claughton and DCM are technical traders, and as such, their programs do not predict price movements. No fundamental economic supply or demand analysis is used in attempting to identify mispricing in the market, and no macroeconomic assessments of the relative strengths of different national economies or economic sectors are made. However, there are frequent periods during which fundamental factors external to the market dominate prices.

The Trust has no officers, directors or employees.

RJO is a “futures commission merchant,” the Managing Owner is a “commodity pool operator” and the Trading Advisors to the Trust are “commodity trading advisors,” as those terms are used in the CE Act. As such, they are registered with and subject to regulation by the CFTC and are each a member of NFA in such respective capacities. R.J. O’Brien Securities, LLC, an affiliate of RJOFM and the lead selling agent for the Trust, is registered as a broker-dealer with the SEC, and is a member of the Financial Industry Regulatory Authority (“FINRA”).

The Managing Owner is responsible for the preparation of monthly and annual reports to the beneficial owners of the Trust (the “Beneficial Owners”); filing reports required by the CFTC, the NFA, the SEC and any state agencies having jurisdiction over the Trust calculation of the Trust’s net asset value (“NAV”) (meaning the total assets less total liabilities of the Trust); directing payment of the management and incentive fees payable to the Investment Manager under the Investment Management Agreement and (in its role as managing member of each RJ OASIS series and each Trading Company) directing payment of the management and incentive fees payable to the Trading Advisors under the Advisory Agreements, as applicable.

Table of Contents

The Trust will be terminated on December 31, 2026, unless terminated earlier upon the occurrence of one of the following: (1) Beneficial Owners holding more than 50% of the outstanding units notify the Managing Owner to dissolve the Trust as of a specific date; (2) 120 days after the filing of a bankruptcy petition by or against the Managing Owner, unless the bankruptcy court approves the sale and assignment of the interests of the Managing Owner to a purchaser/assignor that assumes the duties of the Managing Owner; (3) 120 days after the notice of the retirement, resignation, or withdrawal of the Managing Owner, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (4) 90 days after the insolvency of the Managing Owner or any other event that would cause the Managing Owner to cease being managing owner of the Trust, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (5) dissolution of the Managing Owner; (6) insolvency or bankruptcy of the Trust; (7) a decrease in the NAV to less than $2,500,000, except as provided in the Trust Agreement; (8) a decline in the NAV per unit to $50 or less of one or more share classes, except as provided in Trust Agreement; (9) dissolution of the Trust; or (10) any event that would make it unlawful for the existence of the Trust to be continued or require dissolution of the Trust.

A portion of the Trust’s net assets are deposited in the Trust’s accounts with RJO, the Trust’s clearing broker and currency dealer. For U.S. dollar deposits, 100% of interest earned on the Trust’s assets, calculated by the average four-week Treasury bill rate, is paid to the Trust. For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points. Any amounts received by RJO in excess of amounts paid to the Trust are retained by RJO. For the three and nine month periods ended September 30, 2016 and 2015, RJO had paid or accrued to pay interest to the Trust of $1,939, $6,175, $166 and $621, respectively.

On October 6, 2010, the Managing Owner appointed RJO Investment Management LLC (“RJOIM”), an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells Fargo Bank, N.A. (“Wells”). As of September 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets. To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited. For the three and nine month periods ended September 30, 2016 and 2015, the assets held in this account earned $1,449, $5,132, $549 and $951 of interest income, respectively.

As of September 30, 2016, accounting and transfer agency services for the Trust are provided by NAV Consulting, Inc., the Trust’s administrator.

Effective January 1, 2007, JWH Special Circumstance LLC (the “LLC”), a limited liability company, was established to pursue additional claims against REFCO, LTD, and all Non-Trading Accounts were transferred to the LLC. Any new funds received from REFCO, LTD by the LLC were distributed to unitholders who were investors in the Trust at the time of the bankruptcy of REFCO, LTD and Refco, Inc. U.S. Bank National Association (“US Bank”) was appointed as manager of the LLC. US Bank made distributions to the unitholders, as defined above, upon collection, sale, settlement or other disposition of the bankruptcy claim and after payment of all fees and expenses pro rata to the unitholders, as explained above, as follows:

(a) Any unitholder who had redeemed their entire interest in the Trust prior to distribution received cash (“Non-Participating Owners”).

(b) Any unitholder who had continued to own units in the Trust received additional units in the Trust at the then net asset value of the Trust (“Participating Owner”).

The unitholders had no rights to request redemptions from the LLC.

The LLC compensated US Bank, as manager, the following: (1) an initial acceptance fee of $120,000, (2) an annual fee of $25,000, (3) a distribution fee of $25,000 per distribution, (4) out-of-pocket expenses, and (5) an hourly fee for all personnel at the then expected hourly rate (initially $350 per hour).

Table of Contents

Effective as of June 15, 2015 (the “Termination Date”), the LLC was dissolved by US Bank. US Bank effected the dissolution based upon their belief that substantially all of the LLC’s claims had been liquidated and the related proceeds had been distributed to the unitholders, and that the LLC was not likely to receive further significant recoveries related to such claims. Accordingly, the LLC has ceased to carry on its business as of the Termination Date except insofar as may be necessary for the winding up of its business. As of the Termination Date, the LLC has taken full account of its assets and liabilities, and has made payment or has otherwise provided for all of its remaining debts and liabilities. US Bank has established a contingency reserve with all remaining funds from the LLC in its possession in the approximate amount of $475,000 to pay for any future wind up expenses of, or other claims made against, the LLC on or prior to June 15, 2017 (the “Reserve Termination Date”). To the extent no claims or obligations of the LLC remain outstanding as of the Reserve Termination Date (as determined in US Bank’s reasonable discretion), US Bank will distribute the then remaining funds to the unitholders, provided, however, if the amount of remaining funds available for distribution does not significantly exceed the cost of making such distribution, US Bank reserves the right to donate the remaining amounts to a nationally recognized charity.

Accordingly, the LLC/Non-trading unitholders capital accounts were distributed to US Bank on the Termination Date. Amounts estimated to be due to Participating Owners aggregating $17,890 and $20,248 as of September 30, 2016 and December 31, 2015, respectively, are reflected as a distribution payable and a receivable from US Bank in the Consolidated Statements of Financial Condition.

(2) Summary of Significant Accounting Policies

The accounting and reporting policies of the Trust conform to accounting principles generally accepted in the United States of America and to practices in the commodities industry. The following is a description of the more significant of those policies that the Trust follows in preparing its consolidated financial statements.

(a) Basis of Presentation

The accompanying unaudited consolidated financial statements of the Trust have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the rules and regulations of the SEC.

Accordingly, they do not include all of the information and footnotes required by US GAAP for complete financial statements. In the opinion of management, all adjustments (consisting only of normal recurring adjustments) considered necessary for a fair presentation of the financial condition and results of operations of the Trust for the periods presented have been included.

The Trust’s unaudited consolidated financial statements and the related notes should be read together with the consolidated financial statements and related notes included in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015.

While the Trust is not registered, and is not required to be registered as an investment company under the Investment Company Act of 1940, as amended, it meets the definition of an investment company within the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, Financial Services - Investment Companies, and follows the accounting and reporting guidance therein.

(b) Principles of Consolidation

The accompanying consolidated financial statements include the accounts of the Trust, its wholly-owned subsidiaries: the LLC through the Termination Date (see Note (1) above), the OASIS Centurion Asset Mgmt Series (through January 31, 2016), OASIS Turing Wheel Capital Series, OASIS Claughton Capital Series, and OASIS Degraves Capital Mgmt PTY Series (effective January 9, 2016). The consolidated financial statements also include the controlling and majority equity interest in the OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS ROW Asset Mgmt Series. Interests in such series of RJ OASIS not wholly-owned by the Trust are shown as non-controlling interests. All material intercompany transactions have been eliminated upon consolidation.

Table of Contents

Commodity futures contracts, forward contracts, physical commodities, and related options are recorded on their trade date. All such transactions are recorded on a mark-to-market basis and measured at fair value daily. Net unrealized gains on open contracts reflected in the consolidated statements of financial condition represent the difference between original contract amount and fair value (as determined by exchange settlement prices for futures contracts and related options and cash dealer prices at a predetermined time for forward contracts, physical commodities, and their related options) as of the last business day of the reporting period or as of the last date of the consolidated financial statements. As the broker has the right of offset, the Trust presents net unrealized gains and losses on open futures contracts (the difference between contract trade price and quoted market price) as a net amount in the consolidated statements of financial condition. Any change in net unrealized gain or loss on futures and forward contracts from the preceding period is reported in the consolidated statements of operations. Gains or losses are realized when contracts are liquidated.

The Trust may write (sell) and purchase exchange listed options on commodities or financial instruments. An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period. The option premium is the total price paid or received for the option contract. When the Trust writes an option, the premium received is recorded as a liability in the statement of financial condition and measured at fair value daily. When the Trust purchases an option, the premium paid is recorded as an asset in the consolidated statements of financial condition and measured at fair value daily. Realized gains (losses) and changes in net unrealized gains (losses) on options contracts are included in the consolidated statements of operations. When a written option expires or the Trust enters into a closing purchase transaction, the difference between the net premium received and any amount paid at expiration or on executing a closing purchase transaction, including commission, is recognized as a component of realized gain (loss) on closed positions. When a purchased option is exercised, the proceeds on the sale of an underlying instrument (for a purchased put option), or the purchase cost of an underlying instrument (for a purchased call option) is adjusted by the amount of the premium paid.

For each series of RJ OASIS in which the Trust invests, that portion of the Trust’s net assets are deposited into an account of the relevant Trading Company held at RJO, the clearing broker and currency dealer for each Trading Company. For U.S. dollar deposits, 100% of interest earned on the series’ assets, calculated by the average four-week Treasury bill rate, is paid to the series. For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points. Any amounts received by RJO in excess of amounts paid to the series are retained by RJO. On October 6, 2010, the Managing Owner appointed RJOIM, an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells. As of Sepetember 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets. To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited.

(d) Ongoing Offering Costs

Ongoing offering costs, subject to a ceiling of 0.50% of the Trust’s average month-end net asset value, are paid by the Trust and accrued monthly.

(e) Foreign Currency Transactions

Trading accounts in foreign currency denominations are susceptible to both movements in the underlying contract markets as well as fluctuation in currency rates. Foreign currencies are translated into U.S. dollars for closed positions at an average exchange rate for the year, while quarter and year-end balances are translated at the quarter and year-end currency rates. The impact of the translation is reflected in the consolidated statements of operations.

(f) Use of Estimates

The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

Table of Contents

(g) Valuation of Assets Held at Refco Capital Markets, Ltd.

The Trust recorded an impairment charge against its assets held at REFCO, LTD at December 31, 2005, based on management’s estimate of fair value at that time. Subsequent recoveries from REFCO, LTD were credited against the then book value of the claim. On June 28, 2007, the Trust’s cumulative recoveries from REFCO, LTD exceeded the book value of the impaired assets held at REFCO, LTD, which resulted in no remaining book value for those assets. All recoveries in excess of the book value of the impaired assets have been recorded as “Collections in excess of impaired value” on the Trust’s consolidated statements of operations. As part of the winding down of the LLC, US Bank, as Manager of the LLC, has taken into full account the LLC’s liabilities and assets, and has made payment and otherwise provided for all remaining LLC’s debits and liabilities.

(h) Recent Pronouncements

On May 28, 2014, the FASB issued Accounting Standards Update (“ASU”) 2014-09, Revenue from Contracts with Customers, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers. The ASU will replace most existing revenue recognition guidance in U.S. GAAP when it becomes effective. The standard permits the use of either the retrospective or cumulative effect transition method. In July 2015, the FASB voted to delay the effective date of this ASU by one year. The ASU will now be effective commencing with the Trust’s quarter ending March 31, 2018. Early adoption of this ASU is allowed no sooner than the original effective date. The Trust has not yet selected a transition method nor has it determined the effect of the standard on its ongoing financial reporting.

In August 2014, the FASB issued ASU No. 2014-15, Presentation of Financial Statements - Going Concern: Disclosures of Uncertainties about an Entity’s Ability to Continue as a Going Concern, which requires management to evaluate whether there are conditions or events that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued or are available to be issued. This ASU also requires management to disclose certain information depending on the results of the going concern evaluation. The provisions of this ASU are effective for annual periods ending after December 15, 2016, and for interim and annual periods thereafter. Early adoption is permitted. This amendment is applicable to the Trust beginning in the first quarter of fiscal year 2017. The adoption of this standard is not expected to have a material impact on the consolidated financial statements.

(3) Fees

Management fees are accrued and paid monthly by the relevant series’ Trading Company. Incentive fees are accrued monthly and paid quarterly, as applicable, by the relevant series’ Trading Company. Trading decisions for the period of these financial statements were made by the Trading Advisors.

Management fees and incentive fees were not due on the LLC net assets. See Note (1).

Pursuant to the Trust Agreement, the Trust pays the Managing Owner a fee of 0.50% of the Trust’s month-end net assets on an annual basis.

Pursuant to the Investment Management Agreement, the Trust pays RPM a monthly management fee at a rate of 0.0625% (a 0.75% annual rate) of the Trust’s month-end net asset calculated after determined and before reduction for any RPM management fees then being calculated and all other fees and expenses as of such month end, and before giving effect to any subscriptions for units in the Trust made as of the beginning of the month immediately following such month end and to any distributions or redemptions accrued during or as of such month end.

Pursuant to the Investment Management Agreement, RPM will receive from the Class C and D units a quarterly incentive fee of 10% of any “New Appreciation”, if any, of any New Assets. “New Assets” are that portion of the assets contributed to the Trust from the date of the Investment Management Agreement. New Appreciation in any quarter is equal to the amount by which the net asset value of the New Assets, prior to reduction for any accrued RPM performance fee, but after reduction for all other fees and expenses allocable to the New Assets (including the RPM management fee and management and incentive fees paid to the Trading Advisors, as described below), exceeds the cumulative trading profit as of any previous calendar quarter-end. Interest income shall not be taken into account in calculating New Appreciation.

Table of Contents

Pursuant to the Advisory Agreements, each Trading Advisor receives from the relevant series’ Trading Company a monthly management fee ranging from 0.042% to 0.083% (a 0.5% to 1% annual rate) of the Trust’s month-end net assets calculated after deduction of brokerage fees, but before reduction for any incentive fee or other costs and before inclusion of new unitholder subscriptions and redemptions for the month.

Pursuant to its Advisory Agreement, each Trading Advisor may also receive from the relevant series’ Trading Company a quarterly incentive fee ranging from 15% to 20% of the “New Trading Profit,” if any, of the Trust. The incentive fee is based on the performance of each Trading Advisor’s portion of the assets allocated to them. New Trading Profit in any quarter is equal to the “Trading Profit” for such quarter that is in excess of the highest level of such cumulative trading profit as of any previous calendar quarter-end. Trading Profit is calculated by including realized and net unrealized profits and losses, excluding interest income, and deducting the management fee and brokerage fee.

For a description of the fees paid by the Trust to RJOIM, the Trust’s cash manager, see Note (9).

(4) Income Taxes

It is expected that that the Trust will be treated as a “partnership” for both U.S. federal and state tax purposes. As such, no provision for U.S. federal income taxes has been made in the accompanying consolidated financial statements as each beneficial owner is responsible for reporting income (loss) based on its pro rata share of the profits or losses of the Trust. The only significant differences in financial and income tax reporting basis are ongoing offering costs.

The Trust files income tax returns in the U.S. federal jurisdiction and in various state and local jurisdictions. The Trust’s U.S. federal income tax returns for all tax years ended on or after December 31, 2013 remain subject to examination by the Internal Revenue Service. The Trust’s state and local income tax returns are subject to examination by the respective state and local authorities over various statutes of limitations, generally ranging from three to five years from the date of filing.

(5) Trading Activities and Related Risks

The Trust, through its indirect investment in the Trading Companies, engages in the speculative trading of U.S. and international futures contracts, options, and forward contracts (collectively derivatives). These derivatives include both financial and non-financial contracts held as part of a diversified trading strategy. The Trading Companies are exposed to both market risk - the risk arising from changes in the market value of the contract - and credit risk - the risk of failure by another party to perform according to the terms of a contract.

The purchase and sale of futures requires initial and on-going margin deposits with a futures commission merchant (“FCM”). The CE Act requires an FCM to segregate or secure all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property, such as U.S. Treasury Bills, deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a customer’s pro rata share of segregated funds. It is possible that the recovered amount could be less than the total of cash and other property deposited by the customer.

The Trust, through its indirect investment in the Trading Companies, has cash on deposit with the FCM in connection with its trading of forward contracts. In the normal course of business, the Trust does not require collateral from such interbank market maker. Due to forward contracts being traded in unregulated markets between principals, the Trust also assumes a credit risk, the risk of loss from counterparty non-performance.

For derivatives, risks arise from changes in the market value of the contracts. Theoretically, the Trading Companies are exposed to a market risk equal to the value of futures and forward contracts purchased and unlimited liability on such contracts sold short.

A Trading Company, as writer of an option, has no control over whether the underlying instrument may be sold (called) and as a result bears the risk of an unfavorable change in the market value of the instrument underlying the written option. There is also the risk the Trading Company may not be able to enter into a closing transaction because of an illiquid market.

Table of Contents

The Trading Companies may purchase exchange-traded options. As such, the relevant Trading Company pays a premium at the outset and then bears the risk of unfavorable changes in the price of the contract underlying the option. Purchased options expose the Trading Companies to a risk of loss limited to the premiums paid.

Net trading results from derivatives for the nine month periods ended September 30, 2016 and 2015, respectively, are reflected in the consolidated statements of operations and are equal to the gain or loss from trading less brokerage commissions. Such trading results reflect the net gain or loss arising from the Trust’s speculative trading of futures contracts, options and forward contracts through its indirect investment with the Trading Companies.

The Trust, through its indirect investment in the Trading Companies, may invest its margin in fixed income securities as permitted by CFTC regulations regarding acceptable securities for investment of segregated assets and the RJOIM agreement with the Trust. Such acceptable securities, include, but are not limited to, U.S. Treasury and government agencies’ securities, purchase agreements collateralized by U.S. Treasury and government agencies, corporate debt securities, and bank debt securities. The Trust’s total investment in corporate debt securities, bank deposit securities, and certificate of deposits combined cannot exceed 40% of the Trust’s total assets.

The Beneficial Owners bear the risk of loss only to the extent of the market value of their respective investments in the Trust.

See Note (10) for further details on Derivative Instruments and Hedging Activities.

(6) Fair Value Measurements

In accordance with the Fair Value Measurements Topic of the Financial Accounting Standards Board Accounting Standards Codification, the Trust established a three-level valuation hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:

Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that the Trust has the ability to access at the measurement date. An active market for the asset or liability is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis. The value of any exchange-traded futures contracts and options fall into this category.

Level 2 inputs are inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. This category includes forward currency contracts, options on forward currency contracts and fixed income securities that are valued using models or other valuation methodologies derived from observable market data. As of September 30, 2016 and December 31, 2015, respectively, the Trust did not have any Level 2 assets or liabilities.

Level 3 inputs are unobservable inputs for an asset or liability. Unobservable inputs shall be used to measure fair value to the extent that observable inputs are not available, thereby allowing for situations in which there is little, if any, market activity for the asset or liability at the measurement date. As of September 30, 2016 and December 31, 2015, respectively, the Trust did not have any Level 3 assets or liabilities.

An asset or liability’s categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement. The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3).

The Trust’s exchange-traded futures contracts and options on futures contracts are valued based on quoted prices (unadjusted) in active markets for identical assets or liabilities.

Table of Contents

	September 30, 2016
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	187,205		$	-	$	-	$	187,205
		187,205			-		-		187,205
Liabilities
Net unrealized loss on open contracts:
Futures positions		(2,873	)		-		-		(2,873	)
Options written on futures contracts		(21,900	)		-		-		(21,900	)
		(24,773	)		-		-		(24,773	)

Total fair value	$	162,432		$	-	$	-	$	162,432

	December 31, 2015
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	3,414		$	-	$	-	$	3,414
		3,414			-		-		3,414
Liabilities
Options written on futures contracts		(8,059	)		-		-		(8,059	)
		(8,059	)		-		-		(8,059	)

Total fair value	$	(4,645	)	$	-	$	-	$	(4,645	)

(7) Operations

Redemptions

A beneficial owner may cause any or all of his or her units to be redeemed by the Trust effective as of the last business day of any month based on the net asset value per unit on such date on five business days’ written notice to NAV Consulting, Inc., the Trust’s administrator, or the Managing Owner. Payment will generally be made within 10 business days of the effective date of the redemption. The Trust Agreement contains a full description of redemption and distribution policies.

Subscriptions

Investors that are eligible to participate in the private offering of the units may purchase units in the Trust pursuant to the terms of the Trust’s Confidential Private Placement Memorandum and disclosure document (the “Memorandum”) and a signed subscription form. The Trust Agreement and the Memorandum contain a full description of subscription policies. An investment in the Trust does not include a beneficial interest or investment in the LLC.

Commissions

The Managing Owner and/or affiliates act as commodity brokers for the Trust through RJO.

Commodity brokerage commissions on a per trade (“half-turn”) basis, in addition to any transactional (floor brokerage, give-up charges, NFA, clearing and exchange) fees are typically paid to the clearing broker at the time of the initial purchase (or sale) and again at the subsequent sale (or purchase) of a commodity futures contract. These half-turn commission and fees are charged to expense when incurred.

Table of Contents

“Commission and fees” included the following across each class of units (1):

Recipient	Nature of Payment	Class A Units			Class B Units			Class C Units			Class D Units (2)
Managing Owner	Managing Owner Fee		0.50	%		0.50	%		0.50	%		0.50	%
Selling Agents	Selling Commission		2.00	%		0.00	%		0.00	%		2.00	%
Selling Agents	Selling Commission (initial sales charge) (3)		0.00	%		0.00	%		0.00	%		2.00	%
Managing Owner	Wholesale Fee (4)		0.00	%		0.00	%		0.35	%		0.35	%
Clearing Broker	Clearing, NFA and exchange fees (approximately) (5)		1.75	%		1.75	%		1.75	%		1.75	%

			4.25	%		2.25	%		2.60	%		6.60	%

(1) The above costs, fees and expenses are reflected in the commission by class line on the consolidated statement of operations. Commissions are not paid with respect to the LLC’s net assets.

(2) As of September 30, 2016, no Class D units had been sold.

(3) Class D units may be subject to an initial sales charge of up to 2.00% of the subscription amount upon investment.

(4) The Class C and Class D units are subject to a wholesaling fee of .35% to the Managing Owner to compensate agents who may facilitate distribution of such units.

(5) Fees are charged as actually incurred.

(8) Financial Highlights

	Class A						Class B						Class A						Class B
	Three months ended						Three months ended						Nine months ended						Nine months ended
	September 30,						September 30,						September 30,						September 30,
	2016			2015			2016			2015			2016			2015			2016			2015
Per share operating performance:
Net asset value of Trading units, beginning of period	$	59.93		$	59.48		$	69.65		$	67.75		$	58.09		$	67.49		$	66.84		$	76.11
Total Trading income (loss):
Trading gain (loss)		(1.31	)		(0.33	)		(1.53	)		(0.37	)		4.89			(4.01	)		5.62			(4.60	)
Investment income		0.04			-			0.04			-			0.11			0.01			0.12			0.01
Expenses		(1.98	)		(1.85	)		(1.96	)		(1.78	)		(6.41	)		(6.19	)		(6.38	)		(5.92	)
Trading income (loss)		(3.25	)		(2.18	)		(3.45	)		(2.15	)		(1.41	)		(10.19	)		(0.64	)		(10.51	)
Net asset value of Trading units, end of period	$	56.68		$	57.30		$	66.20		$	65.60		$	56.68		$	57.30		$	66.20		$	65.60

Total return:
Total return before incentive fees		(5.28	%)		(3.65	%)		(4.80	%)		(3.17	%)		(1.28	%)		(14.07	%)		0.20	%		(12.82	%)
Less incentive fee allocations		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total return		(5.43	%)		(3.65	%)		(4.95	%)		(3.17	%)		(2.43	%)		(15.09	%)		(0.95	%)		(13.80	%)

Ratios to average net assets:
Trading income (loss)		(5.48	%)		(3.76	%)		(5.03	%)		(3.29	%)		(1.86	%)		(15.96	%)		(0.44	%)		(14.49	%)
Expenses:
Expenses, less incentive fees		(3.24	%)		(3.20	%)		(2.71	%)		(2.69	%)		(9.71	%)		(8.86	%)		(8.16	%)		(7.29	%)
Incentive fees		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total expenses		(3.39	%)		(3.20	%)		(2.86	%)		(2.69	%)		(10.86	%)		(9.88	%)		(9.31	%)		(8.27	%)

Table of Contents

The calculations above do not include activity within the Trust’s Non-Trading Accounts.

The net income and expense ratios are computed based upon the weighted average net assets for the Trust for the three and nine month periods ended September 30, 2016 and 2015, respectively. The amounts are not annualized. Total return is calculated for each class of unitholders’ capital taken as a whole. An individual investor’s return may vary from these returns.

(9) Cash Management Agreement with Affiliate

On October 6, 2010, the Managing Owner retained RJOIM, an SEC registered investment adviser and an affiliate of the Managing Owner, as cash manager. The assets managed by RJOIM are held in segregated accounts in custody at Wells. RJOIM is paid an annual fee, currently 0.20% calculated and accrued daily at a rate equal to 1/360 of the principal balance. As of August 1, 2014, RJOIM agreed to waive all advisory fees previously charged to the Trust, back to January 1, 2014, in response to a request by the Managing Owner for said rebate. This request was made due to the decrease in the size of the Trust’s deposit with RJOIM and the current interest rate environment. As of September 30, 2016, the Trust’s deposits held by RJOIM consisted of cash of $1,797,000. Since August 1, 2014, RJOIM continues to waive its advisory fee.

(10) Derivative Instruments and Hedging Activities

The Trust does not utilize “hedge accounting” and instead “marks-to-market” any derivatives through operations.

Derivatives not designated as hedging instruments:

As of September 30, 2016
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	156,017	$	(46,445	)	$	109,572
Currency		38,761		(12,351	)		26,410
Energy		57,186		(52,599	)		4,587
Indices		33,695		(13,653	)		20,042
Interest rates		30,041		(15,745	)		14,296
Metals		11,901		(24,376	)		(12,475	)
	$	327,601	$	(165,169	)	$	162,432

As of December 31, 2015
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	32,649	$	(61,049	)	$	(28,400	)
Currency		26,412		(863	)		25,549
Energy		104,889		(74,035	)		30,854
Indices		5,225		(23,774	)		(18,549	)
Interest rates		4,782		(21,653	)		(16,871	)
Metals		11,985		(9,213	)		2,772
	$	185,942	$	(190,587	)	$	(4,645	)

The above reported fair values are included in equity in commodity trading accounts – net unrealized gain on open contracts and in purchased options on futures and written options on futures contracts in the consolidated statements of financial condition as of September 30, 2016 and December 31, 2015, respectively.

Table of Contents

Trading gain (loss) for the following periods:

	Nine Months Ended September 30,
Type of Futures Contracts	2016			2015
Agriculture	$	222,679		$	(109,355	)
Currency		(14,698	)		(443,817	)
Energy		(66,462	)		149,498
Indices		115,184			(112,781	)
Interest rates		334,005			204,790
Metals		(23,315	)		(165,505	)
	$	567,393		$	(477,170	)

	Three Months Ended September 30,
Type of Futures Contracts		2016			2015
Agriculture	$	88,163		$	(91,186	)
Currency		(78,068	)		(145,463	)
Energy		(1,999	)		204,334
Indices		124,288			(93,326	)
Interest rates		(207,307	)		97,326
Metals		(51,916	)		(10,263	)
	$	(126,839	)	$	(38,578	)

See Note (5) for additional information on the trading of derivatives not designed as hedging instruments and the related risks.

(11) Offsetting

As indicated in Note (1), the Trust’s assets are currently indirectly allocated to each of the Trading Companies. All of the Trading Companies utilize RJO as their clearing broker. Each Trading Company has its own separate clearing agreement with RJO, under which each of the Trading Companies are subject to master netting agreements or similar arrangements that allow RJO to offset any assets of the individual entity by any liabilities of the individual Trading Company, as necessary, if RJO determines that the amount of margin is not appropriate or the Trading Company is not able to perform. Each of the Trading Companies hold significant cash deposits with RJO, which can be and is used by the Trading Companies to settle any obligations due to RJO. The master netting agreements or similar arrangements do not apply to amounts owed to/from different counterparties and they do not apply across different Trading Companies.

For financial reporting purposes, the Trust nets its similar derivative assets and liabilities that are subject to netting arrangements in the Statements of Financial Condition. The following tables present the Trust’s derivative assets and liabilities by investment type and by counterparty, net of amounts available for offset under a master netting agreement, along with the related collateral received or pledged by the Trading Companies (cash on deposit with broker) as of September 30, 2016 and December 31, 2015:

	Offsetting of Derivative Assets

	As of September 30, 2016							As of December 31, 2015
	Gross		Gross Amounts			Net Amounts of Assets		Gross		Gross Amounts			Net Amounts of Assets
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Assets		Financial Condition			Financial Condition		Assets		Financial Condition			Financial Condition

Futures and forward contracts	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

Table of Contents

	Derivative Assets and Collateral Held by Counterparty

	As of September 30, 2016								As of December 31, 2015
	Net Amount of		Gross Amounts Not						Net Amount of			Gross Amounts Not
	Assets in the		Offset in theStatement						Assets in the			Offset in the Statement
Individual Trading Companies	Statement of		of Financial Condition						Statement of			of Financial Condition
(with derivative assets and	Financial		Financial		Cash Collateral		Net		Financial			Financial		Cash Collateral		Net
collateral held by RJO)	Condition		Instruments		Received		Amount		Condition			Instruments		Received		Amount

OASIS PGR, LLC	$	56,693	$	-	$	-	$	56,693	$	(26,242	)	$	-	$	-	$	(26,242	)
OASIS ROW, LLC		101,364		-		-		101,364		11,674			-		-		11,674
OASIS TWC, LLC		-		-		-		-		(715	)		-		-		(715	)
OASIS Claughton, LLC		29,148		-		-		29,148		18,697			-		-		18,697

	$	187,205	$	-	$	-	$	187,205	$	3,414		$	-	$	-	$	3,414

	Offsetting of Derivative Liabilities

	As of September 30, 2016							As of December 31, 2015
						Net Amounts of							Net Amounts of
	Gross		Gross Amounts			Liabilities		Gross		Gross Amounts			Liabilities
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Liabilities		Financial Condition			Financial Condition		Liabilities		Financial Condition			Financial Condition

Futures and forward contracts	$	143,269	$	(140,396	)	$	2,873	$	182,528	$	(182,528	)	$	-
Options written on futures contracts		21,900		-			21,900		8,059		-			8,059

	$	165,169	$	(140,396	)	$	24,773	$	190,587	$	(182,528	)	$	8,059

	Derivative Liabilities and Collateral Pledged by Counterparty

	As of September 30, 2016												As of December 31, 2015
	Net Amount of		Gross Amounts Not										Net Amount of			Gross Amounts Not
	Liabilities in		Offset in the Statement of Financial Condition										Liabilities in			Offset in the Statement of Financial Condition
Individual Trading Companies	the Statement		Offset in the Statement of Financial Condition										the Statement			Offset in the Statement of Financial Condition
(with derivative liabilities and	of Financial		Financial				Cash Deposits			Net			of Financial			Financial				Cash Deposits			Net
collateral held by RJO)	Condition		Instruments				Held by Broker			Amount			Condition			Instruments				Held by Broker			Amount

OASIS RCM, LLC	$	2,679		$	(2,679	)		$	-		$	-		$	-		$	-			$	-		$	-
OASIS ROW, LLC		21,900			(21,900	)			-			-			8,059			(8,059	)			-			-
OASIS TWC, LLC		194			(194	)			-			-			-			-				-			-

	$	24,773		$	(24,773	)		$	-		$	-		$	8,059		$	(8,059	)		$	-		$	-

Table of Contents

(12) Subsequent Events

As of October 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW) and the “OASIS Turning Wheel Capital Series” (managed by TWC ) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); “OASIS PGR Capital Series” (managed by PGR); “OASIS Claughton Capital Series” (managed by Claughton) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate additional funds from the cash investment account at Wells that is managed by RJOIM. The amounts redeemed out of the OASIS ROW Asset Mgmt Series and OASIS Turning Wheel Capital Series was $30,365 and $416, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series , OASIS Claughton Capital Series and OASIS Degraves Capital Mgmt PTY Series was $40,360, $195,341, $112,290 and $2,830, respectively; and the amount allocated from Wells was $320,039 after month-end reallocation.

As of November 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW); “OASIS Turning Wheel Capital Series” (managed by TWC ) and out of the “OASIS Claughton Capital Series” (managed by Claughton) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); and into the “OASIS PGR Capital Series” (managed by PGR) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS ROW Asset Mgmt Series, OASIS Turning Wheel Capital Series and OASIS Claughton Capital Series was $69,081, $163,307 and $24,296, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS Degraves Capital Mgmt PTY Series was $9,720, $168,006 and $44,170, respectively; and the amount allocated to Wells was $34,788 after month-end reallocation.

As of November 3, 2016, the Trust partially redeemed out of the “OASIS Revolution Capital Mgmt Series” (managed by RCM) and fully redeemed out of the “OASIS Turning Wheel Capital Mgmt Series” (managed by TWC) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS Revolution Capital Mgmt Series and out of the OASIS Turning Wheel Capital Series was $266,667, and $109,421, respectively, and the amount allocated to Wells was $376,088.

As of November 4, 2016, the Trust fully redeemed out of the “OASIS PGR Capital Series” (managed by PGR) and fully redeemed out of the “OASIS Claughton Capital Series” (managed by Claughton) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS PGR Capital Series and out of the OASIS Claughton Capital Series was $1,338,011, and $299,126, respectively, and the amount allocated to Wells was $1,637,137.

The current NAV as of close of business November 11, 2016 for Class A and Class B units are $50.68 and $59.34, respectively.

Table of Contents

Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations

(a) Introduction

·	Short-Term Trading. A strategy that refers to all futures and currency investment strategies with a trading horizon ranging from intraday to less than a month, which seeks to exploit short-term price inefficiencies. This is typically done using technical analysis.

Table of Contents

The Trust is governed by the Tenth Amended and Restated Declaration and Agreement of Trust dated January 31, 2015 (the “Trust Agreement”).

The Advisory Agreements provide that each Trading Advisor has discretion in and responsibility for the selection of the Trading Company’s commodity transactions with respect to that portion of the series’ assets allocated to it. As of September 30, 2016, prior to quarter-end reallocation, RCM was managing 17.82%, PGR 22.27%, ROW 13.31%, TWC 4.92%, Claughton 3.26% and DCM 6.05% of the Trust’s assets, respectively. Approximately 32.37% of the Trust’s assets were not allocated to any Trading Advisor.

In 2005, certain assets held by the Trust’s prior clearing broker, Refco Capital Markets, LTD (“REFCO, LTD”), were determined to be illiquid. On October 31, 2005, $57,544,206 of equity was moved to a separate non-trading account (the “Non-Trading Account”) and 2,273,288 in substitute units were issued to the unitholders at that time, pro rata to their share in the Trust. At December 31, 2005, the illiquid assets were determined to be impaired and were reduced by $39,580,944 for impairment, based on management’s estimate at that time.

Through 2006, the Trust received $10,319,318 from the prior clearing broker in bankruptcy court and distributed $9,335,669 to unitholders in the manner as described in (a) and (b) below.

(a) Any unitholder who had redeemed their entire interest in the Trust prior to distribution received cash (“Non-Participating Owners”).

(b) Any unitholder who had continued to own units in the Trust received additional units in the Trust at the then net asset value of the Trust (“Participating Owner”).

The unitholders had no rights to request redemptions from the LLC.

Table of Contents

(b) Capital Resources

The Trust’s capital resources fluctuate based upon the purchase and redemption of units and the gains and losses of the Trust’s trading activities. For the nine month period ended September 30, 2016, no Class A, no Class B and no Class C, units were purchased by the Beneficial Owners and, no Class A units were converted to Class B units. The Managing Owner did not purchase any units during this time. For the nine month period ended September 30, 2016, the Beneficial Owners redeemed a total of 13,828 units for $826,804. For the nine month period ending September 30, 2016, the Beneficial Owners redeemed a total of 13,712 Class A units for $816,762 and 116 Class B units for $8,042. No Beneficial Owners Class C units were redeemed during this period. The Managing Owner did not redeem any units during the nine month period ended September 30, 2016.

The Trust’s involvement in the futures and forward markets exposes the Trust to both market risk — the risk arising from changes in the market value of the futures and forward contracts held by the Trust — and credit risk — the risk that another party to a contract will fail to perform its obligations according to the terms of the contract. The Trust is exposed to a market risk equal to the value of the futures and forward contracts purchased and theoretically unlimited risk of loss on contracts sold short. The Trading Advisors monitor their respective Trading Company’s trading activities and attempt to control the Trust’s exposure to market risk by, among other things, refining their respective trading strategies, adjusting position sizes of the Trading Company’s futures and forward contracts and re-allocating Trading Company’s assets to different market sectors. As of September 30, 2016, the market sectors where the Trust maintained an investment having the highest exposure were: Agricultural having a net long value of $109,572, Currencies having a net long value of $26,410, Indices having a net long value of $20,042, Interest Rates having a net long value of $14,296, Energy having a net long of $4,587and Metals having a net short value of $12,475. The Trust’s primary exposure to credit risk is its exposure to the non-performance of the Trust’s forward currency broker. The forward currency broker generally enters into forward contracts with large, well-capitalized institutions and then enters into a back-to-back contract with the Trust. The Trust also may trade on exchanges that do not have associated clearing houses whose credit supports the obligations of its members and that operate as principals markets, in which case the Trust will be exposed to the credit risk of the other party to such trades.

The Trust’s trading activities involve varying degrees of off-balance sheet risk whereby changes in the market values of the futures and forward contracts underlying the financial instruments or the Trust’s satisfaction of the obligations may exceed the amount recognized in the statement of financial condition of the Trust.

The amount of assets invested in the Trust generally does not affect its performance, as typically this amount is not a limiting factor on the positions acquired by the Trading Advisors, and the Trust’s expenses are primarily charged as a fixed percentage of its asset base, however large, or by number of investors. To a lesser extent, some expenses are incurred as minimums regardless of the size of the asset base, such as audit and legal fees.

Table of Contents

The Trust borrows only to a limited extent and only on a strictly short-term basis in order to finance losses on non-U.S. dollar denominated trading positions pending the conversion of the Trust’s dollar deposits. These borrowings are at a prevailing short-term rate in the relevant currency and have been immaterial to the Trust’s operation to date and are expected to continue to be so.

During the nine month period ended September 30, 2016, the Trust had no credit exposure to a counterparty which is a foreign commodities exchange which was material.

There are no known material trends, favorable or unfavorable, that would affect, nor any expected material changes, to the Trust’s capital resource arrangements at the present time.

The Trust’s net assets are held in brokerage accounts with RJO. Such assets are used as margin to engage in trading and may be used as margin solely for the Trust’s trading. Except in very unusual circumstances, the Trust should be able to close out any or all of its open trading positions and liquidate any or all of its securities holdings quickly and at market prices. This should permit the Trading Advisors to limit losses as well as reduce market exposure on short notice should their programs indicate reducing market exposure.

The Trust earns interest on 100% of the Trust’s average daily balances on deposit with RJO during each month at 100% of the average four-week Treasury bill rate for that month in respect of deposits denominated in dollars. For deposits denominated in other currencies, the Trust earns interest at a rate of one-month LIBOR less 100 basis points. For the three and nine month periods ended September 30, 2016 and 2015, RJO had paid or accrued to pay interest to the Trust of $1,939, $6,175, $166 and $621, respectively.

Additionally, effective October 6, 2010, the Managing Owner retained RJOIM, an affiliate of the Managing Owner, to serve as a cash manager to the Trust. The Trust’s assets which are managed by the cash manager are held by Wells as custodian. As of September 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets. For the three and nine month periods ended September 30, 2016 and 2015, the assets held in this account earned $1,449, $5,132, $549 and $951 of interest income, respectively.

Most United States commodity exchanges limit the amount of fluctuation in commodity futures contract prices during a single trading day by regulations. These regulations specify what are referred to as “daily price fluctuation limits” or “daily limits.” The daily limits establish the maximum amount the price of a futures contract may vary either up or down from the previous day’s settlement price at the end of a trading session. Once the daily limit has been reached in a particular commodity, no trades may be made at a price beyond the limit. Positions in the commodity could then be taken or liquidated only if traders are willing to effect trades at or within the limit during the period for trading on such day. Because the “daily limit” rule only governs price movement for a particular trading day, it does not limit losses. In the past, futures prices have moved the daily limit for numerous consecutive trading days and thereby prevented prompt liquidation of futures positions on one side of the market, subjecting commodity futures traders holding such positions to substantial losses for those days.

It is also possible for an exchange or the CFTC to suspend trading in a particular contract, order immediate settlement of a particular contract, or direct that trading in a particular contract be for liquidation only.

There are no known material trends, demands, commitments, events or uncertainties at the present time that are reasonably likely to result in the Trust’s liquidity increasing or decreasing in any material way, and there are no material unused sources of liquid assets.

(d) Results of Operations

The Trust’s success depends on the Trading Advisors’ ability to recognize and capitalize on major price movements and other profit opportunities in different sectors of the world economy. Because of the speculative nature of its trading, operational or economic trends have little relevance to the Trust’s results, and its past performance is not necessarily indicative of its future results. The Managing Owner believes, however, that there are certain market conditions — for example, markets with major price movements — in which the Trust has a better opportunity of being profitable than in others.

Table of Contents

The summaries set forth below outline certain performance factors which may have affected the performance of the Trading Advisors for the periods presented. During this time, the Trust’s assets were allocated to different combinations of Trading Advisors over time. As of September 30, 2016, trading decisions for the Trust have been delegated to six independent Trading Advisors: RCM, PGR, ROW, TWC, Claughton and DCM.

The performance summaries are an outline description of how the Trust performed in the past, and not necessarily any indication of how it will perform in the future. Furthermore, the general causes to which certain trends or market movements are attributed may or may not in fact have caused such trends or movements, as opposed to simply having occurred at about the same time.

Fiscal Quarter ended September 30, 2016

The Trust posted a loss of $(321,737) or $(3.25) per trading unit for Class A units and a loss of $(2,895) or $(3.45) for Class B units. There were no Class C units held during the quarter ended September 30, 2016 (please see Note (2) and Note (9) in the notes to financial statements for more information with respect to the calculation of net asset value). As of September 30, 2016, Class A units have lost 30.71% since their first issuance in June 1997. Class B units have lost 44.55% since their first issuance in January 2009.

As of September 30, 2016, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (17.82%), PGR (22.27%), ROW (13.31%), TWC (4.92%), Claughton (3.26%), and DCM (6.05%), with the remaining percentage allocated to cash.

After June’s Brexit-shock, July 2016 was a lot quieter with the VIX reaching new lows for the year. During the first half of the month, Brexit worries continued to put pressure on the British pound and UK stocks. In fixed income, government bond yields in several countries touched new record lows. In equities, however, global stocks rebounded forcefully, eventually reaching new record high levels, bolstered by expectations of continued central bank accommodation, strong U.S. jobs data, and a more confident view of the global economy in general. By mid-month, the risk-on mood had spread to basically all financial markets pushing government bond yields up from record lows. In currencies, the U.S. dollar appreciated significantly in expectation of another rate hike by the Fed later this year; especially against the Japanese yen due to prospects of further policy easing in Japan. Towards month-end, however, risk appetite was undermined again by sliding oil prices due to bearish U.S. inventory data and disappointing second quarter U.S. GDP growth. Bond yields and the U.S. dollar fell back again, whereas equities remained largely unaffected.

In August 2016, markets had to deal with confusing and partly conflicting signals. In the beginning of the month, the rally in equity markets continued as the Bank of England substantially beat expectations regarding further monetary stimulus whereas the Bank of Japan disappointed. In the second half of the month, equities struggled to keep their upward momentum. U.S. statistics came in mixed, with stagnating retail sales and tame inflation on the one hand and a continued strong labor market on the other. Additionally, there were confusing signals from the Federal Reserve where the minutes revealed that the Federal Open Market Committee (“FOMC”) is split over the timing of the next rate hike. Apparently, market participants perceived the Fed’s tone as more hawkish as bonds sold off and the U.S. dollar strengthened noticeably towards month-end. In commodity markets the situation was more straightforward. In energies, prices reversed forcefully and oil rallied throughout the month on hopes that major producers would somehow agree on an output freeze. In soft commodities, prices in soybeans, corn, and other grains rallied as adverse weather in Argentina and Brazil continues to affect the countries’ harvests.

In September 2016, central bank (non-)activity continued to unnerve markets. First, bonds retreated and stocks softened as the European Central Bank’s (“ECB”) once again disappointed market participants by making no change to its monetary policy, i.e. not expanding its QE efforts. Disappointing U.S. data added to uncertainty. However, in commodities, crude soared on news that U.S. oil inventories had fallen more than expected. In the second week, the VIX jumped to 19% and equity markets sold off as optimism about the Fed policy outlook evaporated and energy stocks were hit by steep falls for oil prices. Crude was down sharply after warnings from the International Energy Agency that the global oil glut would last well into 2017. Then, both the Bank of Japan and the Federal Reserve delivered their respective policy announcements with the Fed leaving its policy unchanged while the Bank of Japan made some unexpected changes to its quantitative and qualitative easing (QQE) programs. Equities and bonds rallied as the U.S. dollar tumbled against most of its major counterparts. Finally, in the last week of September, events happened in quick succession. First, crude oil made strong gains after Organization of Petroleum Exporting Countries (“OPEC”) surprisingly unveiled a tentative agreement to cut production for first time in eight years. However, the general OPEC-driven jump in risk appetite faded quickly as concerns over the health of Deutsche Bank drove equities lower again triggering rallies for bonds, the Japanese yen, and gold.

Table of Contents

Fiscal Quarter ended September 30, 2015

The Trust posted a loss of $(263,785) or $(2.18) per trading unit for Class A units and a loss of $(2,112) or $(2.15) for Class B units. There were no Class C units held during the quarter ended September 30, 2015 (please see Note (2) and Note (9) in the notes to financial statements for more information with respect to the calculation of net asset value). As of September 30, 2015, Class A units have lost 29.96% since their first issuance in June 1997. Class B units have lost 5.05% since their first issuance in January 2009.

As of September 30, 2015, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (16.43%), PGR (18.35%), CIM (22.56%), ROW (14.62%), TWC (4.04%) and Claughton (3.52%), with the remaining percentage allocated to cash.

In July 2015, directionless volatility remained high in global equity and fixed income markets where indices and yields fluctuated in response to developments in China and Greece. In the first half of the month, indices dropped and yields jumped in response to tumbling Chinese equity markets and another acceleration in the Greek bailout drama as voters there favored not to accept creditors’ bailout terms. By mid-month, however, these trends reversed due to a rebound in Chinese equities and the Greek parliament agreeing to its creditors’ bailout plan after all. Elsewhere, moves were more sustainable. In currencies, the U.S. dollar renewed its rally seen in the first quarter of the year following upbeat comments by the Federal Reserve as economic data reinforced expectations of at least one rate hike later this year. In commodities, market direction was also quite clear, i.e. the stronger dollar, higher U.S. interest rate expectations, concerns over weaker Chinese growth, and rising supply sent prices in oil, grains, copper, and especially gold downward.

The main event in August was the People’s Bank of China devaluating its currency, which sent shockwaves through the financial system. The devaluation was the renminbi’s biggest drop in decades raising fears about the condition of the world’s second largest economy and, thus, about global growth itself. The move dominated market action as the VIX (markets’ “fear gauge”) reached levels not seen since the European debt crisis in 2011. Equities tumbled, along with emerging market currencies and commodities, as nervous market participants moved into government bonds and gold. However, in the last few days of the month, markets rebounded forcefully creating the second coordinated market sell-off (rather “buy-in”) for the year on August 27. Equities bounced back, bond yields jumped, and the VIX dropped to long-term average levels as expectations for the Federal Reserve’s first rate hike were pushed back by officials’ dovish comments. Global growth fears also seemed exaggerated after a hefty upward revision of U.S. 2015Q2 GDP growth to an annual rate of 3.7% (from 2.3%). The reversal in crude oil was particularly brutal with oil prices rocketing more than 25% in three successive trading sessions amid vague hints of a change in OPEC’s supply policy.

In September, market sentiment stayed largely gloomy amid global growth concerns. Although volatility indices retreated a bit towards more long-term average levels, the market environment remained volatile and difficult to trade. For example, in the beginning of the month, following weak manufacturing figures out of China and the U.S., the strong rally in oil prices seen at the end of the previous month reversed sharply. Following the reversal of the reversal, oil prices then continued lower throughout the month. Equities started the month on a positive note, with bond yields rising as well, following strong U.S. employment figures. However, by mid-month, stock markets and bond yields sounded the retreat as the cautious tone of the FOMC latest policy statement seriously undermined confidence among market participants. Towards month-end, the fallout from the VW emission scandal provided another knock to sentiment, as car making stocks on both sides of the Atlantic suffered further steep falls. In currencies, the U.S. dollar appreciated towards month-end, reversing its previous course once again, following an upward revision to U.S. 2015Q2 GDP growth and Federal Reserve boss Janet Yellen indicating that an interest rate rise later this year was still in the cards.

Fiscal Quarter ended June 30, 2016

The Trust posted a loss of $(175,225) or $(1.59) per trading unit for Class A units and a loss of $(1,481) or $(1.49) for Class B units. There were no Class C units held during the quarter ended June 30, 2016 (please see Note (2) and Note (9) in the notes to financial statements for more information with respect to the calculation of net asset value). As of June 30, 2016, Class A units have lost 26.74% since their first issuance in June 1997. Class B units have lost 41.66% since their first issuance in January 2009.

Table of Contents

As of June 30, 2016, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (18.08%), PGR (25.35%), ROW (12.40%), TWC (4.68%), Claughton (6.33%), and DCM (5.52%), with the remaining percentage allocated to cash.

In April 2016, market sentiment got caught up between recovering oil prices, on one hand, and disappointing earnings and central banks’ inertia on the other. The main theme was the resilient rally in energies. Throughout the month, oil prices continued to rise, although with significant day-to-day volatility; Brent crude breaching U.S. $45 per barrel. Elsewhere, market direction was less clear. In equities, at the beginning of the month, stocks remained under pressure amid concerns about global growth and dovish minutes for the Fed. Then, equity markets rebounded forcefully boosted by the jump in oil prices, subsequently climbing to fresh 2016 highs. Towards month end, however, stocks slipped again as a lackluster earnings season and disappointing economic growth dampened investor sentiment. In fixed income, government bond yields pretty much followed equity markets and the overall changes in risk appetite. In currencies, the U.S. dollar remained under pressure and the Japanese yen surged as the Fed expectedly left rates unchanged, while the Bank of Japan unexpectedly made no change to its monetary policy, dashing traders’ hopes of further stimulus measures.

In May 2016, major financial markets, such as equities and bonds, were struggling to find direction. The month started off with a risk-off move. Equity indices retreated and bonds moved higher as weak economic data, such as disappointing earnings from European banks, soft Chinese data, BREXIT talks, a resurgence of Greek woes, and lower-than-expected U.S. non-farm payrolls, reinforced risk aversion. In the second half of the month, the Fed’s interest rate policy once again took center stage. Markets had all but dismissed the prospect of a rate hike in June or July, but the hawkish tone in the FOMC minutes have now significantly increased the chances of a summer rate rise. Accordingly, U.S. Treasury yields jumped and the U.S. dollar rallied while stocks turned volatile. Towards month-end, stronger-than-expected data like the upward revision to the 2016 first quarter U.S. GDP amplified these moves. In commodities, gold and other precious metals sold off. Otherwise, oil closed in on the $50 per barrel level for the first time this year as bulls took encouragement from recent unexpected supply disruptions such as production outages in Nigeria and political tensions in Venezuela. The strength recently seen in soybean prices continued amid worries over the rain-ravaged crop in Argentina, the third biggest exporter of the oilseed, and the top shipper of the processing products soymeal and soy oil. Elsewhere, cocoa rebounded after the International Cocoa Organization cut its forecast for world output.

In June 2016, the BREXIT vote sent shockwaves through the financial system and the month was quite volatile. Initially an abysmal U.S. jobs report followed by dovish comments from the Federal Reserve, which left interest rates unchanged, set the tone for an overall bearish market environment. That is, the U.S. dollar and the British pound dropped, especially against the Japanese yen, and global equity and commodity prices came under pressure. Gold prices jumped and a wave of risk aversion drove core government bond yields in Europe and Japan to fresh record lows, with the 10-year Bund yield entering negative territory for the first time. Then, for a short while, risk appetite returned with a vengeance as opinion polls in the UK showed that momentum for the BREXIT “Leave Campaign” had stalled. Nearly all of the abovementioned trends reversed, in whole or in part. On June 24th 2016, the UK voted by a small 4% majority to leave the European Union. The result sent shockwaves through the financial system. Equities and sterling plunged, bonds and precious metals rallied, and the VIX spiked. Towards month-end, markets had stabilized somewhat with equity markets recouping some of the previous losses.

Fiscal Quarter ended June 30, 2015

The Trust posted a loss of $(1,136,424) or $(8.85) per trading unit for Class A units and a loss of $(9,456) or $(9.70) for Class B units. There were no Class C units held during the quarter ended June 30, 2015 (please see Note (2) and Note (8) in the notes to financial statements for more information with respect to the calculation of net asset value). As of June 30, 2015, Class A units have lost 27.29% since their first issuance in June 1997. Class B units have lost 43.25% since their first issuance in January 2009.

As of June 30, 2015, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (18.12%), PGR (12.94%), CIM (20.71%), ROW (18.17%), TWC (4.24%) and Claughton (2.80%), with the remaining percentage allocated to cash.

Table of Contents

In April, the rally in the U.S. dollar, which had started in 2nd half of 2015, halted and reversed course as expectations of tighter policy by the Federal Reserve had faded amid a series of weaker-than-expected statistics casting doubt over the apparent strength of the U.S. economy. Even though, the Fed said current U.S. economic weakness reflected only “transitory factors” the first rate hike now seems to be postponed until after the summer. The reversal in the dollar was mirrored by the action in fixed income markets, where bond yields jumped towards month-end on signs of progress in Greek debt negotiations and as German consumer prices held above zero for a second successive month igniting premature talk of tapering the ECB’s monthly bond purchases. Most equity markets were up on the month but provided a volatile trading environment as market participants digested increasing and fading Greek debt default worries, new stock market regulations in China, recent U.S. activity data weakness and the Fed’s changing attitude coupled with anxiety about upcoming earnings reports. In commodity markets, crude oil prices posted the strongest monthly gain since 2009 as US production showed signs of slowing and as traders worried over potential supply disruptions in the Middle East.

May was characterized by choppy market conditions as trendiness grinded to a halt. The sell-off, which had started in April, continued well into the first half of May before partially reversing course during the second half. In currencies, the U.S. dollar strengthened again – especially against the Euro – as the ECB signaled a higher pace of its upcoming bond-purchasing program and despite the last FOMC minutes making a June rate hike rather unlikely. The apparent postponement of the Federal Reserve’s first rate hike until after the summer provided a stimulus for global equities although the Fed’s announced “data dependency” of its monetary policy going forward, mixed messages on the state of the ongoing Greek debt negotiations, and Chinese “bubble” fears significantly added to uncertainty. In fixed income, after last month’s major sell-off, bond prices remained unsteady and did not return to their long-term bullish trend as forecast-beating inflation figures were balanced by weaker-than-expected economic data. In commodities, the resurgent dollar helped drive prices down, especially in precious metals, whereas crude remained unchanged on a month-to-month basis despite a volatile trading session.

In June, market volatility stayed elevated. In early June, the sell-off in bonds continued as a robust U.S. jobs report reassured market participants that the Federal Reserve would start raising rates later this year. In currencies, however, renewed U.S. dollar strength was short-lived. The greenback retreated against most of its major counterparts following a more dovish FOMC statement at mid-month. In equities, the Fed and Greece vied for investors’ attention, which created a see-saw market environment. However, at the end of June, Athens’ call for a public referendum on the terms of its creditors’ final bailout offer pulled the rug from under global stock markets as the country is now edging ever closer to exiting the Eurozone in an unorderly fashion. In commodities, corn and soybean markets surged towards month-end after a pair of government reports suggested a tighter supply situation going forward.

Fiscal Quarter ended March 31, 2016

The Trust posted a gain of $381,127 or $3.43 per trading unit for Class A units and a gain of $4,107 or $4.30 for Class B units. There were no Class C units held during the quarter ended March 31, 2016 (please see Note (2) and Note (8) in the notes to financial statements for more information with respect to the calculation of net asset value). As of March 31, 2016, Class A units have lost 24.80% since their first issuance in June 1997. Class B units have lost 40.42% since their first issuance in January 2009.

As of March 31, 2016, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (19.66%), PGR (17.91%), ROW (18.16%), TWC (4.66%), Claughton (5.31%) and DCM (4.71%), with the remaining percentage allocated to cash.

In January, market action was almost solely driven by deteriorating investor sentiment fueled by the oil glut and concerns about China’s slowing economy. After the first historic Fed rate hike in seven years, the U.S. dollar remained historically strong in anticipation of further rate increases. The U.S. dollar strength has put pressure on dollar-linked currencies such as the Chinese renminbi and the Hong Kong dollar. The dollar-pegged currencies of the Gulf States have also been under pressure as the oil glut has been eroding their petrodollar income. Free-floating currencies of other commodity producing emerging countries like Brazil, South Africa, and Russia have been in free fall. Equities and developed fixed income yields have fallen in tandem with crude oil. Bearish equity and commodity markets only found some solid ground at the end of the month. The reversal was induced by central banks’ comments starting with the speech of the ECB’s Mario Draghi expressing that ECB has further tools to push inflation up close to target. ECB’s effort to calm the markets was further supported by its U.S. counterpart’s comment indicating a rate hike at the March FOMC meeting as less likely. At the end of the month, oil bulls could take a breather as oil prices rebounded some 25% from a 14-year low on speculation that Russia may cooperate in production cuts with OPEC. However, this speculation was later downplayed by comments from the Saudis.

Table of Contents

In February, equities continued to trade in concert with oil prices. During the first half of the month, market sentiment turned bearish once again amid lingering concerns about global growth, corporate earnings, and stubbornly low inflation. Equities retreated across the board in tandem with sliding oil prices; the U.S. dollar dropped against all of its major counterparts; gold jumped; the VIX spiked and bonds rallied. In the second half of the month, stock markets rebounded forcefully as oil prices rallied on news that Saudi Arabia, Russia, and two other producers would agree to a production “freeze”. Elsewhere in commodities, the rally in gold was halted; in currencies, the U.S. dollar trimmed its losses as Sterling attracted much of the attention with the Brexit exit worries keeping the pound under pressure; in fixed income, however, yields continued lower, especially in Europe and Japan, as inflation figures failed to lift off, fueling expectations for more quantitative easing (“QE”) in the near future.

In March, overall bullishness gained additional strength helped by a combination of much-stronger-than-expected U.S. data, in particular a sturdy U.S. Jobs Report, paired with surprisingly dovish comments by the Fed, further monetary stimuli by other central banks, namely the ECB, and ongoing talks between Saudi Arabia and Russia about limiting oil production. Equities and commodities rallied throughout the month. For example, commodities, in mid-March, crude oil breached U.S. $40 per barrel as hopes for an output freeze by major producers drove prices higher. In currencies, the U.S. dollar depreciated against most other currencies, major and emerging, after particularly cautious comments made by Fed officials. In fixed income, initially, yields jumped as optimism about the global economy returned before dropping back again mid-month after the ECB had unleashed a bigger-than-expected stimulus package expanding its QE and cutting interest rates further.

Fiscal Quarter ended March 31, 2015

The Trust posted a gain of $117,185 or $0.84 per trading unit for Class A units, a gain of $1,358 or $1.34 for Class B units, and a gain of $20,020 or $3.05 per trading unit for Class C units for the quarter ended March 31, 2015 (please see Note (2) and Note (8) in the notes to financial statements for more information with respect to the calculation of net asset value). As of March 31, 2015, Class A units have lost 16.47% since their first issuance in June 1997. Class B units have lost 35.14% since their first issuance in January 2009.

As of March 31, 2015, the Trust’s assets were indirectly allocated to the following Trading Advisors as follows: RCM (15.14%), PGR (23.47%), CIM (36.00%) and ROW (21.21%), with the remaining percentage allocated to cash.

Market action in January 2015 was dominated by central bank activity. On January 15th, the Swiss National Bank’s surprising decision to remove its currency peg against the Euro sent shock waves through global markets, with at least two big retail FX brokerages going bust overnight. A week later, in a dramatic change of policy, the ECB finally announced its own long-awaited quantitative easing program, which turned out to be much bigger-than-expected, further hurting the Euro but providing support for equity markets. Yet another week later, this was followed by rather dovish FOMC statements indicating patience on raising rates amid weaker economic conditions in the U.S., which partly reversed the previous moves in stocks and FX. The Greek leftist party, Syriza, winning the election in Greece further added to overall uncertainty towards month-end. Thus, whereas the currency and, in particular, equity markets provided managers with choppy trading conditions, global bond markets continued to rally amid the gloomy mood providing managers with profitable trading conditions. In commodity markets, with no production cuts insight and weaker global demand in general, oil continued on its downward path dropping below U.S. $50 per barrel.

February started out quite dramatic as February 3rd was the first “coordinated market sell-off” this year with longer term trends reversing forcefully across many different markets. In commodities, oil prices soared on producers’ spending cuts announcements reversing the bearish trend which had been running since July 2014. Easing tensions over Greece and Ukraine, as well as further central bank policy accommodation, boosted stocks but lead to sharp falls in government bond prices. In currencies, the bullish trend in the U.S. dollar reversed as well, but, given the relative hawkishness of the Fed, the single currency soon stabilized trading in a tight range against other majors for the rest of the month. Whereas the sell-offs in energy and fixed income markets weighed on performance, the rebound in equities provided well-needed balancing profits. Throughout the month, equity markets rose notably on the back of easing geopolitical tensions and because overall economic momentum remained largely intact. While energy markets stayed choppy, European bond yields hit record lows towards month-end ahead of the imminent start of the ECB’s QE program, thus partially reducing losses seen in the first half of the month.

Table of Contents

In March, hawkish expectations of the FOMC meeting were in the spotlight in the first half of the month. Eventually, the Fed dropped the word ‘patience’ from the FOMC statement but indicated that they would not be impatient raising interest rates. As the projected fund rate for the year-end, and for the next year, came in much lower than what had been projected by the Fed previously, it sent the dollar lower after reaching 12-year high against its major pairs. In commodities, oil prices had first plunged to multi-year low then reversed back sharply on U.S. dollar weakness and tensions in Yemen. At month-end when the U.S. dollar was on the rise again, energy commodities were sliding towards previous lows. Equities were mixed in March, in the U.S., macro data trailed expectations pushing stocks lower, whereas ECB’s bond purchases along with improving economic environment boosted equities in Europe to new all-time highs. Dovish stance from all major central banks around the world has kept long-term interest rates low and driven yields to new all-time lows in major euro economies.

(e) Off-Balance Sheet Arrangements

The Trust does not have any off-balance-sheet arrangements (as defined in Regulation S-K 303(a)(4)(ii)) that have or are reasonably likely to have a current or future effect on its financial condition, changes in financial condition, revenues or expenses, results of operations, liquidity, capital expenditures or capital resources that are material to investors.

(f) Tabular Disclosure of Contractual Obligations

The business of the Trust is the speculative trading of commodity interests, including U.S. and international futures, spot and forward contracts on currencies, interest rates, energy and agricultural products, metals and stock indices, hybrid instruments, swaps, any rights pertaining thereto and any options thereon or on physical commodities, as well as securities and any rights pertaining thereto and any options thereon, pursuant to the trading instructions of the Trading Advisors. The majority of the Trust’s futures and forward positions, which may be categorized as “purchase obligations” under Item 303 of Regulation S-K, are short-term. That is, they are held for less than one year. Because the Trust does not enter into other long-term debt obligations, capital lease obligations, operating lease obligations or other long-term liabilities that would otherwise be reflected on the Trust’s Statement of Financial Condition, a table of contractual obligations has not been presented.

Item 3. Quantitative and Qualitative Disclosures About Market Risk

There has been no material change with respect to the Trust’s market risk as described in the section entitled “Quantitative and Qualitative Disclosures About Market Risk” in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015.

Item 4. Controls and Procedures

Evaluation of Disclosure Controls and Procedures: Under the supervision and with the participation of the management of R.J. O’Brien Fund Management, LLC, the Managing Owner of the Trust at the time this interim report was filed, the Managing Owner’s Chief Executive Officer (the Trust’s principal executive officer) and Chief Financial Officer (the Trust’s principal financial officer), have evaluated the effectiveness of the design and operation of the Trust’s disclosure controls and procedures (as defined in Rules 13a-15(e) and 15d-15(e) under the Exchange Act) as of September 30, 2016. The Trust’s disclosure controls and procedures are designed to provide reasonable assurance that information the Trust is required to disclose in the reports that the Trust files or submits under the Exchange Act are recorded, processed and summarized and reported within the time period specified in the applicable rules and forms. Based on this evaluation, the Chief Executive Officer and Chief Financial Officer of the Managing Owner have concluded that the disclosure controls and procedures of the Trust were effective at September 30, 2016.

Changes in Internal Control Over Financial Reporting: There were no changes in the Trust’s internal control over financial reporting, during the quarter ended September 30, 2016 that have materially affected, or are reasonably likely to materially affect, the Trust’s internal control over financial reporting.

Limitations on the Effectiveness of Controls: Any control system, no matter how well designed and operated, can only provide reasonable (but not absolute) assurance that its objectives will be met. Furthermore, no evaluation of controls can provide absolute assurance that all control issues and instances of fraud, if any, have been detected.

Table of Contents

PART II - OTHER INFORMATION

Item 1. Legal Proceedings

The Trust is not a party to any material, pending legal proceedings.

Item 1A. Risk Factors

See Part I, Item 2. “Management’s Discussion and Analysis of Financial Condition and Results of Operations” in this report for a discussion of the conditions in the financial markets and economic conditions affecting the business of the Trust.

There have been no material changes from the risk factors disclosed under the heading “Risk Factors” in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015.

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

a) All units sold during the twelve-month periods ending September 30, 2016, 2015 and 2014, respectively, were issued in reliance upon applicable exemptions from registration under Section 4(2) of the Securities Act of 1933, as amended, and Section 506 of Regulation D promulgated thereunder.

b) The Trust permits unitholders to redeem Units at the end of each month at the net asset value per Unit on the redemption date. The redemption of Units has no impact on the net asset value of the Units that remain outstanding and Units may not be reissued once they are redeemed.

The following table summarizes the redemptions by unitholders during the third quarter of 2016:

	Units Redeemed						Redemption Date NAV per Unit
Month	Class A		Class B		Class C		Class A		Class B		Class C
July		2,760		-		-	$	60.46	$	70.38	$	-
August		1,292		-		-	$	58.35	$	68.04	$	-
September		1,044		-		-	$	56.68	$	66.20	$	-

Total		5,096		-		-

100% of all subscription proceeds are invested directly into the Trust.

Table of Contents

Item 6. Exhibits

Exhibit
Number		Description of Document

3.01		Tenth Amended and Restated Declaration and Agreement of Trust of the Registrant, dated as of January 31, 2015. (1)

3.02		Restated Certificate of Trust of the Registrant. (2)

10.01		Third Amended and Restated Limited Liability Company Agreement of O’Brien Alternative Strategic Investment Solutions, LLC, dated April 1, 2015. (3)

31.01		Rule 13a-14(a)/15d-14(a) Certifications of Principal Executive Officer. *

31.02		Rule 13a-14(a)/15d-14(a) Certifications of Principal Financial Officer. *

32.01		Section 1350 Certification of Principal Executive Officer and Principal Financial Officer. *

* Filed herewith.

(1) Incorporated by reference herein from the exhibit of the same description filed on March 27, 2015 on Form 10-K.

(2) Incorporated by reference herein from the exhibit of the same description filed on September 30, 2008 on Form 8-K.

(3) Incorporated by reference herein from the exhibit of the same description filed on May 15, 2015 on Form 10-Q.

Table of Contents

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned and thereunto duly authorized.

RJO Global Trust

Date: November 14, 2016

By: R.J. O’Brien Fund Management, LLC

Managing Owner

By: /s/ James A. Gabriele

James A. Gabriele

Principal Financial Officer and duly authorized officer

EX-31.01 2 ex31-01.htm EX-31.01

EXHIBIT 31.01

CERTIFICATION OF PRINCIPAL EXECUTIVE OFFICER

I, Julie M. DeMatteo, certify that:

1.	I have reviewed this quarterly report on Form 10-Q of RJO Global Trust;

2.	Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.	Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a–15(f) and 15d–15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with accounting principles generally accepted in the United States of America;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5.	The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 14, 2016

By: /s/Julie M. DeMatteo

Julie M. DeMatteo, Manager and Director

(Principal Executive Officer)

R.J. O’Brien Fund Management, LLC, Managing Owner

EX-31.02 3 ex31-02.htm EX-31.02

EXHIBIT 31.02

CERTIFICATION OF PRINCIPAL FINANCIAL OFFICER

I, James A. Gabriele, certify that:

1.	I have reviewed this quarterly report on Form 10-Q of RJO Global Trust;

2.	Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.	Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

5.	The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 14, 2016

By: /s/James A. Gabriele

James A. Gabriele, Chief Financial Officer

(Principal Financial Officer)

R.J. O’Brien Fund Management, LLC, Managing Owner

EX-32.01 4 ex32-01.htm EX-32.01

EXHIBIT 32.01

SECTION 1350 CERTIFICATION

OF PRINCIPAL EXECUTIVE OFFICER AND PRINCIPAL FINANCIAL OFFICER

I, Julie M. DeMatteo, Manager and Director, and I, James A Gabriele, Chief Financial Officer, of R.J. O’Brien Fund Management, LLC (“RJOFM”), the Managing Owner of RJO Global Trust (the “Trust”), certify that, to my knowledge (i) the attached Form 10-Q fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 and (ii) the information contained in the attached Form 10-Q fairly presents, in all material respects, the financial condition and results of operations of the Trust.

/s/ Julie M. DeMatteo		/s/ James A. Gabriele
Julie M. DeMatteo		James A. Gabriele
Manager and Director		Chief Financial Officer
R. J. O’Brien Fund Management, LLC, Managing Owner		R. J. O'Brien Fund Management, LLC, Managing Owner
November 14, 2016		November 14, 2016

EX-101.INS 5 rjog-20160930.xml XBRL INSTANCE DOCUMENT 0001027099 2016-09-30 0001027099 2015-12-31 0001027099 us-gaap:BeneficialOwnerMember us-gaap:CapitalUnitClassAMember rjog:TradingMember us-gaap:LimitedPartnerMember 2016-09-30 0001027099 us-gaap:BeneficialOwnerMember us-gaap:CapitalUnitClassAMember rjog:TradingMember us-gaap:LimitedPartnerMember 2015-12-31 0001027099 us-gaap:BeneficialOwnerMember us-gaap:CapitalUnitClassBMember rjog:TradingMember us-gaap:LimitedPartnerMember 2016-09-30 0001027099 us-gaap:BeneficialOwnerMember us-gaap:CapitalUnitClassBMember rjog:TradingMember us-gaap:LimitedPartnerMember 2015-12-31 0001027099 us-gaap:BeneficialOwnerMember rjog:CapitalUnitClassCMember rjog:TradingMember us-gaap:LimitedPartnerMember 2016-09-30 0001027099 us-gaap:BeneficialOwnerMember rjog:CapitalUnitClassCMember rjog:TradingMember us-gaap:LimitedPartnerMember 2015-12-31 0001027099 us-gaap:BeneficialOwnerMember rjog:CapitalUnitClassDMember rjog:TradingMember us-gaap:LimitedPartnerMember 2016-09-30 0001027099 us-gaap:BeneficialOwnerMember rjog:CapitalUnitClassDMember rjog:TradingMember us-gaap:LimitedPartnerMember 2015-12-31 0001027099 rjog:ManagingOwnerMember us-gaap:CapitalUnitClassAMember rjog:TradingMember us-gaap:GeneralPartnerMember 2016-09-30 0001027099 rjog:ManagingOwnerMember us-gaap:CapitalUnitClassAMember rjog:TradingMember us-gaap:GeneralPartnerMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassAMember rjog:TradingMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:TradingMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassBMember rjog:TradingMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:TradingMember 2015-12-31 0001027099 2016-07-01 2016-09-30 0001027099 2015-07-01 2015-09-30 0001027099 2016-01-01 2016-09-30 0001027099 2015-01-01 2015-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2016-07-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-07-01 2015-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-01-01 2015-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-07-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2015-07-01 2015-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2015-01-01 2015-09-30 0001027099 rjog:CapitalUnitClassCMember 2016-07-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember 2015-07-01 2015-09-30 0001027099 rjog:CapitalUnitClassCMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember 2015-01-01 2015-09-30 0001027099 rjog:NoncontrollingInterests1Member 2016-07-01 2016-09-30 0001027099 rjog:NoncontrollingInterests1Member 2015-07-01 2015-09-30 0001027099 rjog:NoncontrollingInterests1Member 2016-01-01 2016-09-30 0001027099 rjog:NoncontrollingInterests1Member 2015-01-01 2015-09-30 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassAMember 2015-12-31 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassBMember 2015-12-31 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassAMember 2016-01-01 2016-09-30 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassBMember 2016-01-01 2016-09-30 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassAMember 2016-09-30 0001027099 us-gaap:LimitedPartnerMember rjog:BeneficialOwnersTradingClassBMember 2016-09-30 0001027099 us-gaap:GeneralPartnerMember rjog:ManagingOwnersTradingClassAMember 2015-12-31 0001027099 rjog:UnitholdersCapitalTradingMember 2015-12-31 0001027099 us-gaap:NoncontrollingInterestMember 2015-12-31 0001027099 us-gaap:GeneralPartnerMember rjog:ManagingOwnersTradingClassAMember 2016-01-01 2016-09-30 0001027099 rjog:UnitholdersCapitalTradingMember 2016-01-01 2016-09-30 0001027099 us-gaap:NoncontrollingInterestMember 2016-01-01 2016-09-30 0001027099 us-gaap:GeneralPartnerMember rjog:ManagingOwnersTradingClassAMember 2016-09-30 0001027099 rjog:UnitholdersCapitalTradingMember 2016-09-30 0001027099 us-gaap:NoncontrollingInterestMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassBMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassAMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember us-gaap:LongMember 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember us-gaap:LongMember 2015-12-31 0001027099 us-gaap:LongMember 2016-09-30 0001027099 us-gaap:LongMember 2015-12-31 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember us-gaap:ShortMember 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:ForeignExchangeForwardMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:ForeignExchangeForwardMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember us-gaap:ShortMember 2015-12-31 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember us-gaap:ShortMember 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:PutOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:PutOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:CreditRiskContractMember us-gaap:PutOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:PutOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:InterestRateContractMember us-gaap:PutOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:PutOptionMember us-gaap:ShortMember 2015-12-31 0001027099 rjog:MetalDerivativesMember us-gaap:PutOptionMember us-gaap:ShortMember 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:PutOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:PutOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:PutOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:CallOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:CallOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:CreditRiskContractMember us-gaap:CallOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:CallOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:InterestRateContractMember us-gaap:CallOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:CallOptionMember us-gaap:ShortMember 2015-12-31 0001027099 rjog:MetalDerivativesMember us-gaap:CallOptionMember us-gaap:ShortMember 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:CallOptionMember us-gaap:ShortMember 2015-12-31 0001027099 us-gaap:CallOptionMember us-gaap:ShortMember 2016-09-30 0001027099 us-gaap:CallOptionMember us-gaap:ShortMember 2015-12-31 0001027099 rjog:RevolutionCapitalManagementLLCMember 2016-09-30 0001027099 rjog:PGRCapitalLLPMember 2016-09-30 0001027099 rjog:ROWAssetManagementLLCMember 2016-09-30 0001027099 rjog:TurningWheelCapitalIncMember 2016-09-30 0001027099 rjog:ClaughtonCapitalLLCMember 2016-09-30 0001027099 rjog:DegravesCapitalManagementPTYMember 2016-09-30 0001027099 currency:USD 2016-01-01 2016-09-30 0001027099 rjog:ForeignCurrenciesMember 2016-01-01 2016-09-30 0001027099 rjog:HeldByWellsFargoBankNAMember 2016-09-30 0001027099 rjog:HeldByWellsFargoBankNAMember 2016-07-01 2016-09-30 0001027099 rjog:HeldByWellsFargoBankNAMember 2016-01-01 2016-09-30 0001027099 rjog:HeldByWellsFargoBankNAMember 2015-07-01 2015-09-30 0001027099 rjog:HeldByWellsFargoBankNAMember 2015-01-01 2015-09-30 0001027099 rjog:USBankMember 2016-01-01 2016-09-30 0001027099 us-gaap:MaximumMember 2016-01-01 2016-09-30 0001027099 rjog:AnnualRateMember rjog:EffectiveOctober22_2013Member rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 rjog:RPMMember rjog:MonthlyRateMember 2016-01-01 2016-09-30 0001027099 rjog:RPMMember rjog:AnnualRateMember 2016-01-01 2016-09-30 0001027099 rjog:RPMMember rjog:QuarterlyRateMember rjog:ClassCAndDUnitsMember 2016-01-01 2016-09-30 0001027099 rjog:MonthlyRateMember us-gaap:MinimumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 rjog:MonthlyRateMember us-gaap:MaximumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 rjog:AnnualRateMember us-gaap:MinimumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 rjog:AnnualRateMember us-gaap:MaximumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 rjog:QuarterlyRateMember us-gaap:MinimumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 rjog:QuarterlyRateMember us-gaap:MaximumMember rjog:TradingAdvisorMember 2016-01-01 2016-09-30 0001027099 us-gaap:MinimumMember 2016-01-01 2016-09-30 0001027099 us-gaap:FixedIncomeSecuritiesMember us-gaap:MaximumMember 2016-09-30 0001027099 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 2016-09-30 0001027099 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2016-09-30 0001027099 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2016-09-30 0001027099 us-gaap:FairValueMeasurementsRecurringMember 2016-09-30 0001027099 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 2015-12-31 0001027099 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2015-12-31 0001027099 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-12-31 0001027099 us-gaap:FairValueMeasurementsRecurringMember 2015-12-31 0001027099 rjog:CapitalUnitClassDMember 2016-01-01 2016-09-30 0001027099 rjog:ClassCAndDUnitsMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:ManagingOwnerFeesMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:ManagingOwnerFeesMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember rjog:ManagingOwnerFeesMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassDMember rjog:ManagingOwnerFeesMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:SellingCommissionMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:SellingCommissionMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember rjog:SellingCommissionMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassDMember rjog:SellingCommissionMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:SellingCommissionInitialSalesChargeMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:SellingCommissionInitialSalesChargeMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember rjog:SellingCommissionInitialSalesChargeMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassDMember rjog:SellingCommissionInitialSalesChargeMember rjog:SellingAgentMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:WholesaleFeeMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:WholesaleFeeMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember rjog:WholesaleFeeMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassDMember rjog:WholesaleFeeMember rjog:ManagingOwnerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember rjog:ClearingNFAAndExchangeFeesMember rjog:ClearingBrokerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember rjog:ClearingNFAAndExchangeFeesMember rjog:ClearingBrokerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassCMember rjog:ClearingNFAAndExchangeFeesMember rjog:ClearingBrokerMember 2016-01-01 2016-09-30 0001027099 rjog:CapitalUnitClassDMember rjog:ClearingNFAAndExchangeFeesMember rjog:ClearingBrokerMember 2016-01-01 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2016-06-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-06-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-06-30 0001027099 us-gaap:CapitalUnitClassBMember 2015-06-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassAMember 2014-12-31 0001027099 us-gaap:CapitalUnitClassBMember 2015-12-31 0001027099 us-gaap:CapitalUnitClassBMember 2014-12-31 0001027099 us-gaap:CapitalUnitClassAMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassAMember 2015-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2016-09-30 0001027099 us-gaap:CapitalUnitClassBMember 2015-09-30 0001027099 us-gaap:AffiliatedEntityMember 2016-01-01 2016-09-30 0001027099 us-gaap:AffiliatedEntityMember 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 us-gaap:NondesignatedMember us-gaap:FutureMember 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 us-gaap:CreditRiskContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 us-gaap:InterestRateContractMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 rjog:MetalDerivativesMember us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 us-gaap:NondesignatedMember us-gaap:FutureMember 2015-12-31 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 rjog:AgricultureDerivativeMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 us-gaap:ForeignExchangeContractMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 us-gaap:EnergyRelatedDerivativeMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 us-gaap:CreditRiskContractMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 us-gaap:InterestRateContractMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 rjog:MetalDerivativesMember us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 us-gaap:FutureMember 2016-01-01 2016-09-30 0001027099 us-gaap:FutureMember 2015-01-01 2015-09-30 0001027099 us-gaap:FutureMember 2016-07-01 2016-09-30 0001027099 us-gaap:FutureMember 2015-07-01 2015-09-30 0001027099 rjog:FuturesAndForwardContractsMember 2016-09-30 0001027099 rjog:FuturesAndForwardContractsMember 2015-12-31 0001027099 rjog:OASISPGRLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2016-09-30 0001027099 rjog:OASISPGRLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2015-12-31 0001027099 rjog:OASISROWLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2016-09-30 0001027099 rjog:OASISROWLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2015-12-31 0001027099 rjog:OASISTWCLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2016-09-30 0001027099 rjog:OASISTWCLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2015-12-31 0001027099 rjog:OASISClaughtonLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2016-09-30 0001027099 rjog:OASISClaughtonLLCMember rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2015-12-31 0001027099 rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2016-09-30 0001027099 rjog:DerivativeAssetsAndCollateralHeldByCompanyMember 2015-12-31 0001027099 rjog:OASISRCMLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2016-09-30 0001027099 rjog:OASISRCMLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2015-12-31 0001027099 rjog:OASISROWLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2016-09-30 0001027099 rjog:OASISROWLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2015-12-31 0001027099 rjog:OASISTWCLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2016-09-30 0001027099 rjog:OASISTWCLLCMember rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2015-12-31 0001027099 rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2016-09-30 0001027099 rjog:DerivativeLiabilitiesAndCollateralPledgedByCompanyMember 2015-12-31 0001027099 rjog:OptionsWrittenOnFuturesContractsMember 2016-09-30 0001027099 rjog:OptionsWrittenOnFuturesContractsMember 2015-12-31 0001027099 rjog:OASISROWLLCMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISTWCLLCMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISRCMLLCMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISPGRLLCMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISClaughtonLLCMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISDCMMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:HeldByWellsFargoBankNAMember us-gaap:SubsequentEventMember 2016-10-01 2016-10-01 0001027099 rjog:OASISROWLLCMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:OASISTWCLLCMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:OASISClaughtonLLCMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:OASISRCMLLCMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:OASISPGRLLCMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:OASISDCMMember us-gaap:SubsequentEventMember 2016-11-01 2016-11-01 0001027099 rjog:HeldByWellsFargoBankNAMember 2016-11-01 2016-11-01 0001027099 rjog:OASISRCMLLCMember us-gaap:SubsequentEventMember 2016-11-03 2016-11-03 0001027099 rjog:OASISTWCLLCMember us-gaap:SubsequentEventMember 2016-11-03 2016-11-03 0001027099 rjog:HeldByWellsFargoBankNAMember us-gaap:SubsequentEventMember 2016-11-03 2016-11-03 0001027099 rjog:OASISPGRLLCMember us-gaap:SubsequentEventMember 2016-11-04 2016-11-04 0001027099 rjog:OASISClaughtonLLCMember us-gaap:SubsequentEventMember 2016-11-04 2016-11-04 0001027099 rjog:HeldByWellsFargoBankNAMember us-gaap:SubsequentEventMember 2016-11-04 2016-11-04 0001027099 us-gaap:CapitalUnitClassAMember us-gaap:SubsequentEventMember 2016-11-11 0001027099 us-gaap:CapitalUnitClassBMember us-gaap:SubsequentEventMember 2016-11-11 iso4217:USD iso4217:USD xbrli:shares xbrli:shares xbrli:pure The above costs, fees and expenses are reflected in the commission by class line on the consolidated statement of operations. Commissions are not paid with respect to the LLC's net assets. As of September 30, 2016, no Class D units had been sold.

3867640

5323944

187205 3414

4054845

5327358

1796443

1449723

117388

92621

448

304

17890

20248

5987014

6890254

2873 0

21900

8059

12003

13781

12118

14747

8994 12324

165095

170958

3918

328

59152 29009

17890

20248

303943

269454

5503273

6437129

55538

63836

30325

31079

5589136

6532044

93935

88756

5683071

6620800

5987014

6890254

56.68 58.09 66.20 66.84

21315

7356

97100

110812

839

955

535

55134

-77130

354800

-61103

-185253

48844

181036

-402162

3280

-10292

31557

-13905

-126839

-38578

567393

-477170

3388

715

11307

1572

3388

715

11307

1572

65566

70320

210308

263595

350

320

1125

1238

865

754

623

2149

1284

37524

49447

128635

172547

8994

73508

86742

0 0 0 2224

6824

10800

25524

24400

82500

96450

248376

259199

202512

227960

689625

812094

-325963

-265823

-110925

-1287692

-1331

5179

-14481

-324632

-265897

-116104

-1273211

0 0 0 -301763

451942

-753680

-324632

-265897

-116104

-2026891

110812

6437129

955

63836

-115094

-256

13712

818762

116

8042

97100

5503273

839

55538

535

31079

112302

6532044

88756

-754

-116104

5179

13828

826804

535

30325

98474

5589136

93935

58.09 66.84 -1.41 -0.64 56.68 66.20 RJO Global Trust 10-Q --12-31 0 false 0001027099 Yes No Smaller Reporting Company No 2016 Q3 2016-09-30

<table id="z7e964a54e19d43ca840b5fd762a60e7d" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="16"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">RJO GLOBAL TRUST AND SUBSIDIARIES</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="16"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Condensed Consolidated <a id="Schedule" name="Schedule"></a>Schedule of Investments</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="8"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Percentage of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Percentage of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Net Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Net Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">UNAUDITED</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">AUDITED</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; FONT-STYLE: normal; TEXT-ALIGN: left"><font style="text-decoration:underline">Long Positions</font></div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left">Futures Positions</div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">1.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">57,477</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.17</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10,975</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.37</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">20,888</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.06</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">4,031</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.53</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">30,171</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.43</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(28,234</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.52</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">29,829</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.05</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3,318</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.34</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">19,555</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.16</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10,506</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2,270</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; TEXT-INDENT: 10pt">Total long positions on open contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">155,650</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(49,002</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; FONT-STYLE: normal; TEXT-ALIGN: left; "><font style="text-decoration:underline">Short Positions</font></div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left">Futures Positions</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.92</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">52,095</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.26</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(17,425</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.10</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">5,522</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.33</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">21,518</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.28</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15,984</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.89</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">59,088</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.07</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4,007</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.23</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15,231</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.09</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5,259</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.03</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">1,694</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 16px"> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.06</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3,685</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">2,772</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; TEXT-INDENT: 10pt">Total short positions on open contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">28,682</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">52,416</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; TEXT-INDENT: 10pt">Total net unrealized gain on open contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">184,332</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; FONT-STYLE: normal; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff"><font style="text-decoration:underline">Short put options on futures contracts</font></div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy (premiums received - $4,245 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(560</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices (premiums received - $3,499 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.03</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1,495</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates (premiums received - $0 and $4,356, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.11</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(7,440</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals (premiums received - $3,453 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.07</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4,050</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; TEXT-INDENT: 10pt">Total short put options on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6,105</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(7,440</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; FONT-STYLE: normal; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff"><font style="text-decoration:underline">Short call options on futures contracts</font></div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy (premiums received - $3,438 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.16</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9,040</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices (premiums received - $3,439 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.08</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4,285</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates (premiums received - $0 and $3,000, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(619</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals (premiums received - $3,241 and $0, respectively)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2,470</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; TEXT-INDENT: 10pt">Total short call options on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15,795</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(619</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Total options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> </table><br/>

0.0101

57477

-0.0017

-10975

0.0037

20888

0.0006

4031

0.0053

30171

-0.0043

-28234

0.0052

29829

-0.0005

-3318

0.0034

19555

-0.0016

-10506

-0.0004

-2270

0.0000

155650

-49002

0.0092

52095

-0.0026

-17425

0.0010

5522

0.0033

21518

-0.0028

-15984

0.0089

59088

-0.0007

-4007

-0.0023

-15231

-0.0009

-5259

0.0003

1694

-0.0006

-3685

0.0004

2772

28682

52416

184332 3414

-0.0001

560

0.0000

-0.0003

1495

0.0000

-0.0011

7440

-0.0007

4050

0.0000

6105

7440

-0.0016

9040

0.0000

-0.0008

4285

0.0000

-0.0001

619

-0.0004

2470

0.0000

15795

619

4245

3499

4356

3453

3438

3439

3000

3241

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(1)</font><font id="TRGRRTFtoHTMLTab" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">General Information and Summary</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The RJO Global Trust (the “Trust”), is a Delaware statutory trust organized on November 12, 1996 under the Delaware Statutory Trust Act.  The business of the Trust is the speculative trading of commodity interests, including U.S. and international futures, spot and forward contracts on currencies, interest rates, energy and agricultural products, metals and stock indices, hybrid instruments, swaps, any rights pertaining thereto and any options thereon or on physical commodities, as well as securities and any rights pertaining thereto and any options thereon, pursuant to the trading instructions of multiple independent commodity trading advisors (each a “Trading Advisor” and collectively, the “Trading Advisors”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">R.J. O’Brien Fund Management, LLC, the managing owner of the Trust (“RJOFM” or the “Managing Owner”), acquired the managing owner interest in the Trust from Refco Commodity Management, Inc. (“RCMI”) on November 30, 2006.  The Managing Owner of the Trust was initially formed as an Illinois corporation in November 2006, and became a Delaware limited liability company in July of 2007.  The Managing Owner has been registered with the Commodity Futures Trading Commission (“CFTC”) as a commodity pool operator, and has been a member in good standing of the National Futures Association (“NFA”) in such capacity, since December 1, 2006.  The Managing Owner is registered as a commodity pool operator under the Commodity Exchange Act, as amended (“CE Act”), and is responsible for administering the business and affairs of the Trust.  The Managing Owner is an affiliate of R.J. O’Brien & Associates LLC, the clearing broker for the Trust (“RJO” or the “Clearing Broker”) through its investment in RJ OASIS (as defined below).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Units of beneficial ownership of the Trust (“units”) commenced selling on April 3, 1997.  Effective July 1, 2011, the Managing Owner discontinued the public offering of the units and began offering the units on a private placement basis only.  The Trust filed a Post-Effective Amendment to its Registration Statement on Form S-1 with the Securities and Exchange Commission (the “SEC”) on July 5, 2011 to deregister the remaining units that were unsold under the public offering.  The Post-Effective Amendment was declared effective by the SEC on July 8, 2011.  Effective January 15, 2014, the Managing Owner began offering Class C and Class D units.  The Class A and Class B units are no longer offered.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Pursuant to an Investment Management Agreement dated August 30, 2013 (the “Investment Management Agreement”), the Managing Owner appointed RPM Risk & Portfolio Management Aktiebolag, a limited liability company organized under the laws of Sweden, as investment manager to the Trust (“RPM” or the “Investment Manager”).  RPM has been registered with the CFTC as a commodity trading advisor (CTA), and has been a member in good standing of the NFA in such capacity, since August 27, 2015.  Prior to August 27, 2015, RPM was exempt from registration as a CTA pursuant CFTC Rule 4.14(a)(10) as (i) during the course of any 12-month periods, it had not furnished commodity trading advice to more than 15 persons; and (ii) it did not hold itself out generally to the public as a CTA.  The Trust remains a multi-advisor commodity pool where trading decisions for the Trust are delegated to the Trading Advisors, representing the Investment Manager’s “Evolving Manager Program”.  RPM is responsible for selecting, monitoring, and replacing each commodity trading advisor available for its Evolving Manager Program.  RPM is also responsible for the Trust’s allocations to each Trading Advisor through the Trust’s investment in RJ OASIS (as defined below).  RPM may also add, remove or replace any Trading Advisor without the consent of or advance notice to investors.  Investors will be notified of any material change in the basic investment policies or structure of the Trust.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Evolving Manager Program seeks to identify and select commodity trading advisors with shorter track records and with smaller assets under management who, in the opinion of the Investment Manager, appear to have potential for long-term over-performance relative to their respective peer group.  RPM may add, delete or modify such categories of investment strategies in line with its investment objective and policy.  The strategies include three broad based categories that are described as follows (each, an “Eligible Strategy”):</div><br/><table id="zd7a19a2febe2418b8bf988e6f28a1d9e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 2.98%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: Symbol, serif; COLOR: #000000; TEXT-ALIGN: right">·</div> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 97.02%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic"> Trend Following</font>. A strategy that is often classified as “long volatility” because it tries to take advantage of large movements or “trends” in prices.  Trading programs are often fully systematic with limited application of discretion using a wide range of technical analysis methods to determine when trends occur.</div> </td> </tr> </table><br/><table id="zea3aa2baee6e4d428aac13cf80d54c04" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 2.98%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: Symbol, serif; COLOR: #000000; TEXT-ALIGN: right">·</div> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 97.02%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic"> Short-Term Trading</font>. A strategy that refers to all futures and currency investment strategies with a trading horizon ranging from intraday to less than a month, which seeks to exploit short-term price inefficiencies.  This is typically done using technical analysis.</div> </td> </tr> </table><br/><table id="za7a579e0df6e4aa1a69d7efccb36fa72" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 2.98%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: Symbol, serif; COLOR: #000000; TEXT-ALIGN: right">·</div> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 97.02%"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic"> Fundamental Trading. </font>A strategy that attempts to predict the future direction of markets based on macroeconomic data with less focus on price data alone.  A fundamental approach seeks to find opportunities where price does not properly reflect the fundamental valuation of the underlying asset, i.e. its intrinsic value.  A fundamental valuation can be done using various approaches but the most common methodologies are macroeconomic analysis and relative valuation.</div> </td> </tr> </table><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Investment Manager will, in its discretion, determine the minimum or maximum target allocation or allocation range, or the manner in which to rebalance the Trust or adjust relative weightings of the Trust.  RPM has complete flexibility in allocation and reallocating the Trust’s capital in any manner that it may deem appropriate.  There can be no assurance as to which factors the Investment Manager may consider in making capital allocations for the Trust, or as to which allocation the Investment Manager may make.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust’s assets are currently allocated to O’Brien Alternative Strategic Investment Solutions, LLC (“RJ OASIS”), a Delaware series limited liability company operated by RJOFM.  Each “series” of RJ OASIS feeds into a separate trading company established to facilitate trading by a particular Trading Advisor (each, a “Trading Company” and collectively, the “Trading Companies”).  The Trading Companies are operated by RJOFM.  RJOFM is the managing member of each RJ OASIS series and each Trading Company.  RJOFM has no equity interest in any RJ OASIS series or Trading Company.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust is governed by the Tenth Amended and Restated Declaration and Agreement of Trust dated January 31, 2015 (the “Trust Agreement”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of September 30, 2016, prior to quarter-end reallocation, RPM has delegated trading decisions for the Trust to six independent Trading Advisors:  Revolution Capital Management, LLC (“RCM”), PGR Capital LLP (“PGR”), ROW Asset Management, LLC (“ROW”), Turning Wheel Capital, Inc. (“TWC”), Claughton Capital, LLC (“Claughton”) and Degraves Capital Management PTY (“DCM”),  pursuant to advisory agreements executed between RJOFM (in its role as managing member of each RJ OASIS series and each Trading Company), and, as applicable, each Trading Company and each Trading Advisor (each an “Advisory Agreement” and collectively the “Advisory Agreements”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Advisory Agreements provide that each Trading Advisor has discretion in and responsibility for the selection of the Trading Company’s commodity transactions with respect to that portion of the series’ assets allocated to it.  As of September 30, 2016, prior to quarter-end reallocation, RCM was managing 17.82%, PGR 22.27%, ROW 13.31%, TWC 4.92%, Claughton 3.26% and DCM 6.05%% of the Trust’s assets, respectively.  Approximately 32.37% of the Trust’s assets were not allocated to any Trading Advisor.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">RCM, PGR, ROW, TWC, Claughton and DCM are technical traders, and as such, their programs do not predict price movements.  No fundamental economic supply or demand analysis is used in attempting to identify mispricing in the market, and no macroeconomic assessments of the relative strengths of different national economies or economic sectors are made.  However, there are frequent periods during which fundamental factors external to the market dominate prices.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust has no officers, directors or employees.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">RJO is a “futures commission merchant,” the Managing Owner is a “commodity pool operator” and the Trading Advisors to the Trust are “commodity trading advisors,” as those terms are used in the CE Act.  As such, they are registered with and subject to regulation by the CFTC and are each a member of NFA in such respective capacities.  R.J. O’Brien Securities, LLC, an affiliate of RJOFM and the lead selling agent for the Trust, is registered as a broker-dealer with the SEC, and is a member of the Financial Industry Regulatory Authority (“FINRA”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Managing Owner is responsible for the preparation of monthly and annual reports to the beneficial owners of the Trust (the “Beneficial Owners”); filing reports required by the CFTC, the NFA, the SEC and any state agencies having jurisdiction over the Trust calculation of the Trust’s net asset value (“NAV”) (meaning the total assets less total liabilities of the Trust); directing payment of the management and incentive fees payable to the Investment Manager under the Investment Management Agreement and (in its role as managing member of each RJ OASIS series and each Trading Company) directing payment of the management and incentive fees payable to the Trading Advisors under the Advisory Agreements, as applicable.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust will be terminated on December 31, 2026, unless terminated earlier upon the occurrence of one of the following:  (1) Beneficial Owners holding more than 50% of the outstanding units notify the Managing Owner to dissolve the Trust as of a specific date; (2) 120 days after the filing of a bankruptcy petition by or against the Managing Owner, unless the bankruptcy court approves the sale and assignment of the interests of the Managing Owner to a purchaser/assignor that assumes the duties of the Managing Owner; (3) 120 days after the notice of the retirement, resignation, or withdrawal of the Managing Owner, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (4) 90 days after the insolvency of the Managing Owner or any other event that would cause the Managing Owner to cease being managing owner of the Trust, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (5) dissolution of the Managing Owner; (6) insolvency or bankruptcy of the Trust; (7) a decrease in the NAV to less than $2,500,000, except as provided in the Trust Agreement; (8) a decline in the NAV per unit to $50 or less of one or more share classes, except as provided in Trust Agreement; (9) dissolution of the Trust; or (10) any event that would make it unlawful for the existence of the Trust to be continued or require dissolution of the Trust.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">A portion of the Trust’s net assets are deposited in the Trust’s accounts with RJO, the Trust’s clearing broker and currency dealer.  For U.S. dollar deposits, 100% of interest earned on the Trust’s assets, calculated by the average four-week Treasury bill rate, is paid to the Trust.  For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points.  Any amounts received by RJO in excess of amounts paid to the Trust are retained by RJO.  For the three and nine month periods ended September 30, 2016 and 2015, RJO had paid or accrued to pay interest to the Trust of $1,939, $6,175, $166 and $621, respectively.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">On October 6, 2010, the Managing Owner appointed RJO Investment Management LLC (“RJOIM”), an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells Fargo Bank, N.A. (“Wells”).  As of September 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets.  To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited.  For the three and nine month periods ended September 30, 2016 and 2015, the assets held in this account earned $1,449, $5,132, $549 and $951 of interest income, respectively.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of September 30, 2016, accounting and transfer agency services for the Trust are provided by NAV Consulting, Inc., the Trust’s administrator.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Effective January 1, 2007, JWH Special Circumstance LLC (the “LLC”), a limited liability company, was established to pursue additional claims against REFCO, LTD, and all Non-Trading Accounts were transferred to the LLC.  Any new funds received from REFCO, LTD by the LLC were distributed to unitholders who were investors in the Trust at the time of the bankruptcy of REFCO, LTD and Refco, Inc.  U.S. Bank National Association (“US Bank”) was appointed as manager of the LLC.  US Bank made distributions to the unitholders, as defined above, upon collection, sale, settlement or other disposition of the bankruptcy claim and after payment of all fees and expenses <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">pro rata</font> to the unitholders, as explained above, as follows:</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(a) Any unitholder who had redeemed their entire interest in the Trust prior to distribution received cash (“Non-Participating Owners”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">(b) Any unitholder who had continued to own units in the Trust received additional units in the Trust at the then net asset value of the Trust (“Participating Owner”).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">The unitholders had no rights to request redemptions from the LLC.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The LLC compensated US Bank, as manager, the following: (1) an initial acceptance fee of $120,000, (2) an annual fee of $25,000, (3) a distribution fee of $25,000 per distribution, (4) out-of-pocket expenses, and (5) an hourly fee for all personnel at the then expected hourly rate (initially $350 per hour).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Effective as of June 15, 2015 (the “Termination Date”), the LLC was dissolved by US Bank.  US Bank effected the dissolution based upon their belief that substantially all of the LLC’s claims had been liquidated and the related proceeds had been distributed to the unitholders, and that the LLC was not likely to receive further significant recoveries related to such claims.  Accordingly, the LLC has ceased to carry on its business as of the Termination Date except insofar as may be necessary for the winding up of its business.  As of the Termination Date, the LLC has taken full account of its assets and liabilities, and has made payment or has otherwise provided for all of its remaining debts and liabilities.  US Bank has established a contingency reserve with all remaining funds from the LLC in its possession in the approximate amount of $475,000 to pay for any future wind up expenses of, or other claims made against, the LLC on or prior to June 15, 2017 (the “Reserve Termination Date”).  To the extent no claims or obligations of the LLC remain outstanding as of the Reserve Termination Date (as determined in US Bank’s reasonable discretion), US Bank will distribute the then remaining funds to the unitholders, provided, however, if the amount of remaining funds available for distribution does not significantly exceed the cost of making such distribution, US Bank reserves the right to donate the remaining amounts to a nationally recognized charity.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Accordingly, the LLC/Non-trading unitholders capital accounts were distributed to US Bank on the Termination Date.  Amounts estimated to be due to Participating Owners aggregating $17,890 and $20,248 as of September 30, 2016 and December 31, 2015, respectively, are reflected as a distribution payable and a receivable from US Bank in the Consolidated Statements of Financial Condition.</div><br/>

6 0.1782 0.2227 0.1331 0.0492 0.0326 0.0605 0.3237 The Trust will be terminated on December 31, 2026, unless terminated earlier upon the occurrence of one of the following: (1) Beneficial Owners holding more than 50% of the outstanding units notify the Managing Owner to dissolve the Trust as of a specific date; (2) 120 days after the filing of a bankruptcy petition by or against the Managing Owner, unless the bankruptcy court approves the sale and assignment of the interests of the Managing Owner to a purchaser/assignor that assumes the duties of the Managing Owner; (3) 120 days after the notice of the retirement, resignation, or withdrawal of the Managing Owner, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (4) 90 days after the insolvency of the Managing Owner or any other event that would cause the Managing Owner to cease being managing owner of the Trust, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (5) dissolution of the Managing Owner; (6) insolvency or bankruptcy of the Trust; (7) a decrease in the NAV to less than $2,500,000, except as provided in the Trust Agreement; (8) a decline in the NAV per unit to $50 or less of one or more share classes, except as provided in Trust Agreement; (9) dissolution of the Trust; or (10) any event that would make it unlawful for the existence of the Trust to be continued or require dissolution of the Trust. 2026-12-31 For U.S. dollar deposits, 100% of interest earned on the Trust’s assets, calculated by the average four-week Treasury bill rate, is paid to the Trust. For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points. 1939 6175 166 621

1797000

1449

5132

549

951

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(2)</font><font id="TRGRRTFtoHTMLTab-0" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Summary of Significant Accounting Policies</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The accounting and reporting policies of the Trust conform to accounting principles generally accepted in the United States of America and to practices in the commodities industry.  The following is a description of the more significant of those policies that the Trust follows in preparing its consolidated financial statements.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(a)</font><font id="TRGRRTFtoHTMLTab-1" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Basis of Presentation</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">The accompanying unaudited consolidated financial statements of the Trust have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the rules and regulations of the SEC.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">Accordingly, they do not include all of the information and footnotes required by US GAAP for complete financial statements.  In the opinion of management, all adjustments (consisting only of normal recurring adjustments) considered necessary for a fair presentation of the financial condition and results of operations of the Trust for the periods presented have been included.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">The Trust’s unaudited consolidated financial statements and the related notes should be read together with the consolidated financial statements and related notes included in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">While the Trust is not registered, and is not required to be registered as an investment company under the Investment Company Act of 1940, as amended, it meets the definition of an investment company within the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Financial Services - Investment Companies</font>, and follows the accounting and reporting guidance therein.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(b)</font><font id="TRGRRTFtoHTMLTab-2" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Principles of Consolidation</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The accompanying consolidated financial statements include the accounts of the Trust, its wholly-owned subsidiaries: the LLC through the Termination Date (see Note (1) above), the OASIS Centurion Asset Mgmt Series (through January 31, 2016), OASIS Turing Wheel Capital Series, OASIS Claughton Capital Series, and OASIS Degraves Capital Mgmt PTY Series (effective January 9, 2016).  The consolidated financial statements also include the controlling and majority equity interest in the OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS ROW Asset Mgmt Series.  Interests in such series of RJ OASIS not wholly-owned by the Trust are shown as non-controlling interests.  All material intercompany transactions have been eliminated upon consolidation.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(c)</font><font id="TRGRRTFtoHTMLTab-3" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Revenue Recognition</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Commodity futures contracts, forward contracts, physical commodities, and related options are recorded on their trade date.  All such transactions are recorded on a mark-to-market basis and measured at fair value daily.  Net unrealized gains on open contracts reflected in the consolidated statements of financial condition represent the difference between original contract amount and fair value (as determined by exchange settlement prices for futures contracts and related options and cash dealer prices at a predetermined time for forward contracts, physical commodities, and their related options) as of the last business day of the reporting period or as of the last date of the consolidated financial statements.  As the broker has the right of offset, the Trust presents net unrealized gains and losses on open futures contracts (the difference between contract trade price and quoted market price) as a net amount in the consolidated statements of financial condition.  Any change in net unrealized gain or loss on futures and forward contracts from the preceding period is reported in the consolidated statements of operations.  Gains or losses are realized when contracts are liquidated.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust may write (sell) and purchase exchange listed options on commodities or financial instruments.  An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period.  The option premium is the total price paid or received for the option contract.  When the Trust writes an option, the premium received is recorded as a liability in the statement of financial condition and measured at fair value daily.  When the Trust purchases an option, the premium paid is recorded as an asset in the consolidated statements of financial condition and measured at fair value daily.  Realized gains (losses) and changes in net unrealized gains (losses) on options contracts are included in the consolidated statements of operations.  When a written option expires or the Trust enters into a closing purchase transaction, the difference between the net premium received and any amount paid at expiration or on executing a closing purchase transaction, including commission, is recognized as a component of realized gain (loss) on closed positions.  When a purchased option is exercised, the proceeds on the sale of an underlying instrument (for a purchased put option), or the purchase cost of an underlying instrument (for a purchased call option) is adjusted by the amount of the premium paid.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">For each series of RJ OASIS in which the Trust invests, that portion of the Trust’s net assets are deposited into an account of the relevant Trading Company held at RJO,  the clearing broker and currency dealer for each Trading Company.  For U.S. dollar deposits, 100% of interest earned on the series’ assets, calculated by the average four-week Treasury bill rate, is paid to the series.  For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points.  Any amounts received by RJO in excess of amounts paid to the series are retained by RJO.  On October 6, 2010, the Managing Owner appointed RJOIM, an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells.  As of Sepetember 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets.  To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">d)</font><font id="TRGRRTFtoHTMLTab-4" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Ongoing Offering Costs</font> </font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Ongoing offering costs, subject to a ceiling of 0.50% of the Trust’s average month-end net asset value, are paid by the Trust and accrued monthly.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(e)</font><font id="TRGRRTFtoHTMLTab-5" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Foreign Currency Transactions</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Trading accounts in foreign currency denominations are susceptible to both movements in the underlying contract markets as well as fluctuation in currency rates.  Foreign currencies are translated into U.S. dollars for closed positions at an average exchange rate for the year, while quarter and year-end balances are translated at the quarter and year-end currency rates.  The impact of the translation is reflected in the consolidated statements of operations. </div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(f)</font><font id="TRGRRTFtoHTMLTab-6" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Use of Estimates</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period.  Actual results could differ from those estimates.</div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(g)</font><font id="TRGRRTFtoHTMLTab-7" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Valuation of Assets Held at Refco Capital Markets, Ltd.</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust recorded an impairment charge against its assets held at REFCO, LTD at December 31, 2005, based on management’s estimate of fair value at that time.  Subsequent recoveries from REFCO, LTD were credited against the then book value of the claim.  On June 28, 2007, the Trust’s cumulative recoveries from REFCO, LTD exceeded the book value of the impaired assets held at REFCO, LTD, which resulted in no remaining book value for those assets.  All recoveries in excess of the book value of the impaired assets have been recorded as “Collections in excess of impaired value” on the Trust’s consolidated statements of operations.  As part of the winding down of the LLC, US Bank, as Manager of the LLC, has taken into full account the LLC’s liabilities and assets, and has made payment and otherwise provided for all remaining LLC’s debits and liabilities.  </div><br/><div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(h)</font><font id="TRGRRTFtoHTMLTab-8" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Recent Pronouncements</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">On May 28, 2014, the FASB issued Accounting Standards Update (“ASU”) 2014-09, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Revenue from Contracts with Customers</font>, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers.  The ASU will replace most existing revenue recognition guidance in U.S. GAAP when it becomes effective.  The standard permits the use of either the retrospective or cumulative effect transition method.  In July 2015, the FASB voted to delay the effective date of this ASU by one year.  The ASU will now be effective commencing with the Trust’s quarter ending March 31, 2018.  Early adoption of this ASU is allowed no sooner than the original effective date.  The Trust has not yet selected a transition method nor has it determined the effect of the standard on its ongoing financial reporting.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">In August 2014, the FASB issued ASU No. 2014-15, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Presentation of Financial Statements - Going Concern: Disclosures of Uncertainties about an Entity’s Ability to Continue as a Going Concern</font>, which requires management to evaluate whether there are conditions or events that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued or are available to be issued.  This ASU also requires management to disclose certain information depending on the results of the going concern evaluation.  The provisions of this ASU are effective for annual periods ending after December 15, 2016, and for interim and annual periods thereafter.  Early adoption is permitted.  This amendment is applicable to the Trust beginning in the first quarter of fiscal year 2017.  The adoption of this standard is not expected to have a material impact on the consolidated financial statements.</div><br/>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(a)</font><font id="TRGRRTFtoHTMLTab-1" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Basis of Presentation</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">The accompanying unaudited consolidated financial statements of the Trust have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the rules and regulations of the SEC.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">Accordingly, they do not include all of the information and footnotes required by US GAAP for complete financial statements.  In the opinion of management, all adjustments (consisting only of normal recurring adjustments) considered necessary for a fair presentation of the financial condition and results of operations of the Trust for the periods presented have been included.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: justify">The Trust’s unaudited consolidated financial statements and the related notes should be read together with the consolidated financial statements and related notes included in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">While the Trust is not registered, and is not required to be registered as an investment company under the Investment Company Act of 1940, as amended, it meets the definition of an investment company within the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Financial Services - Investment Companies</font>, and follows the accounting and reporting guidance therein.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(b)</font><font id="TRGRRTFtoHTMLTab-2" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Principles of Consolidation</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The accompanying consolidated financial statements include the accounts of the Trust, its wholly-owned subsidiaries: the LLC through the Termination Date (see Note (1) above), the OASIS Centurion Asset Mgmt Series (through January 31, 2016), OASIS Turing Wheel Capital Series, OASIS Claughton Capital Series, and OASIS Degraves Capital Mgmt PTY Series (effective January 9, 2016).  The consolidated financial statements also include the controlling and majority equity interest in the OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS ROW Asset Mgmt Series.  Interests in such series of RJ OASIS not wholly-owned by the Trust are shown as non-controlling interests.  All material intercompany transactions have been eliminated upon consolidation.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(c)</font><font id="TRGRRTFtoHTMLTab-3" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Revenue Recognition</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Commodity futures contracts, forward contracts, physical commodities, and related options are recorded on their trade date.  All such transactions are recorded on a mark-to-market basis and measured at fair value daily.  Net unrealized gains on open contracts reflected in the consolidated statements of financial condition represent the difference between original contract amount and fair value (as determined by exchange settlement prices for futures contracts and related options and cash dealer prices at a predetermined time for forward contracts, physical commodities, and their related options) as of the last business day of the reporting period or as of the last date of the consolidated financial statements.  As the broker has the right of offset, the Trust presents net unrealized gains and losses on open futures contracts (the difference between contract trade price and quoted market price) as a net amount in the consolidated statements of financial condition.  Any change in net unrealized gain or loss on futures and forward contracts from the preceding period is reported in the consolidated statements of operations.  Gains or losses are realized when contracts are liquidated.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust may write (sell) and purchase exchange listed options on commodities or financial instruments.  An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period.  The option premium is the total price paid or received for the option contract.  When the Trust writes an option, the premium received is recorded as a liability in the statement of financial condition and measured at fair value daily.  When the Trust purchases an option, the premium paid is recorded as an asset in the consolidated statements of financial condition and measured at fair value daily.  Realized gains (losses) and changes in net unrealized gains (losses) on options contracts are included in the consolidated statements of operations.  When a written option expires or the Trust enters into a closing purchase transaction, the difference between the net premium received and any amount paid at expiration or on executing a closing purchase transaction, including commission, is recognized as a component of realized gain (loss) on closed positions.  When a purchased option is exercised, the proceeds on the sale of an underlying instrument (for a purchased put option), or the purchase cost of an underlying instrument (for a purchased call option) is adjusted by the amount of the premium paid.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">For each series of RJ OASIS in which the Trust invests, that portion of the Trust’s net assets are deposited into an account of the relevant Trading Company held at RJO,  the clearing broker and currency dealer for each Trading Company.  For U.S. dollar deposits, 100% of interest earned on the series’ assets, calculated by the average four-week Treasury bill rate, is paid to the series.  For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points.  Any amounts received by RJO in excess of amounts paid to the series are retained by RJO.  On October 6, 2010, the Managing Owner appointed RJOIM, an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells.  As of Sepetember 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets.  To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(e)</font><font id="TRGRRTFtoHTMLTab-5" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Foreign Currency Transactions</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Trading accounts in foreign currency denominations are susceptible to both movements in the underlying contract markets as well as fluctuation in currency rates.  Foreign currencies are translated into U.S. dollars for closed positions at an average exchange rate for the year, while quarter and year-end balances are translated at the quarter and year-end currency rates.  The impact of the translation is reflected in the consolidated statements of operations.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(f)</font><font id="TRGRRTFtoHTMLTab-6" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Use of Estimates</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period.  Actual results could differ from those estimates.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(g)</font><font id="TRGRRTFtoHTMLTab-7" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Valuation of Assets Held at Refco Capital Markets, Ltd.</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust recorded an impairment charge against its assets held at REFCO, LTD at December 31, 2005, based on management’s estimate of fair value at that time.  Subsequent recoveries from REFCO, LTD were credited against the then book value of the claim.  On June 28, 2007, the Trust’s cumulative recoveries from REFCO, LTD exceeded the book value of the impaired assets held at REFCO, LTD, which resulted in no remaining book value for those assets.  All recoveries in excess of the book value of the impaired assets have been recorded as “Collections in excess of impaired value” on the Trust’s consolidated statements of operations.  As part of the winding down of the LLC, US Bank, as Manager of the LLC, has taken into full account the LLC’s liabilities and assets, and has made payment and otherwise provided for all remaining LLC’s debits and liabilities.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(h)</font><font id="TRGRRTFtoHTMLTab-8" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Recent Pronouncements</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">On May 28, 2014, the FASB issued Accounting Standards Update (“ASU”) 2014-09, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Revenue from Contracts with Customers</font>, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers.  The ASU will replace most existing revenue recognition guidance in U.S. GAAP when it becomes effective.  The standard permits the use of either the retrospective or cumulative effect transition method.  In July 2015, the FASB voted to delay the effective date of this ASU by one year.  The ASU will now be effective commencing with the Trust’s quarter ending March 31, 2018.  Early adoption of this ASU is allowed no sooner than the original effective date.  The Trust has not yet selected a transition method nor has it determined the effect of the standard on its ongoing financial reporting.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">In August 2014, the FASB issued ASU No. 2014-15, <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Presentation of Financial Statements - Going Concern: Disclosures of Uncertainties about an Entity’s Ability to Continue as a Going Concern</font>, which requires management to evaluate whether there are conditions or events that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued or are available to be issued.  This ASU also requires management to disclose certain information depending on the results of the going concern evaluation.  The provisions of this ASU are effective for annual periods ending after December 15, 2016, and for interim and annual periods thereafter.  Early adoption is permitted.  This amendment is applicable to the Trust beginning in the first quarter of fiscal year 2017.  The adoption of this standard is not expected to have a material impact on the consolidated financial statements.</div>

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(3)</font><font id="TRGRRTFtoHTMLTab-9" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Fees</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Management fees are accrued and paid monthly by the relevant series’ Trading Company.  Incentive fees are accrued monthly and paid quarterly, as applicable, by the relevant series’ Trading Company.  Trading decisions for the period of these financial statements were made by the Trading Advisors.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Management fees and incentive fees were not due on the LLC net assets.  See Note (1).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Pursuant to the Trust Agreement, the Trust pays the Managing Owner a fee of 0.50% of the Trust’s month-end net assets on an annual basis.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Pursuant to the Investment Management Agreement, the Trust pays RPM a monthly management fee at a rate of 0.0625% (a 0.75% annual rate) of the Trust’s month-end net asset calculated after determined and before reduction for any RPM management fees then being calculated and all other fees and expenses as of such month end, and before giving effect to any subscriptions for units in the Trust made as of the beginning of the month immediately following such month end and to any distributions or redemptions accrued during or as of such month end. </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN: 0.1pt">Pursuant to the Investment Management Agreement, RPM will receive from the Class C and D units a quarterly incentive fee of 10% of any “New Appreciation”, if any, of any New Assets.  “New Assets” are that portion of the assets contributed to the Trust from the date of the Investment Management Agreement.  New Appreciation in any quarter is equal to the amount by which the net asset value of the New Assets, prior to reduction for any accrued RPM performance fee, but after reduction for all other fees and expenses allocable to the New Assets (including the RPM management fee and management and incentive fees paid to the Trading Advisors, as described below), exceeds the cumulative trading profit as of any previous calendar quarter-end.  Interest income shall not be taken into account in calculating New Appreciation.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Pursuant to the Advisory Agreements, each Trading Advisor receives from the relevant series’ Trading Company a monthly management fee ranging from 0.042% to 0.083% (a 0.5% to 1% annual rate) of the Trust’s month-end net assets calculated after deduction of brokerage fees, but before reduction for any incentive fee or other costs and before inclusion of new unitholder subscriptions and redemptions for the month. </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Pursuant to its Advisory Agreement, each Trading Advisor may also receive from the relevant series’ Trading Company a quarterly incentive fee ranging from 15% to 20% of the “New Trading Profit,” if any, of the Trust.  The incentive fee is based on the performance of each Trading Advisor’s portion of the assets allocated to them.  New Trading Profit in any quarter is equal to the “Trading Profit” for such quarter that is in excess of the highest level of such cumulative trading profit as of any previous calendar quarter-end.  Trading Profit is calculated by including realized and net unrealized profits and losses, excluding interest income, and deducting the management fee and brokerage fee.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">For a description of the fees paid by the Trust to RJOIM, the Trust’s cash manager, see Note (9).</div><br/> 0.0050 0.000625 0.0075 0.10 0.00042 0.00083 0.005 0.01 0.15 0.20

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(4)</font><font id="TRGRRTFtoHTMLTab-10" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Income Taxes</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">It is expected that that the Trust will be treated as a “partnership” for both U.S. federal and state tax purposes.  As such, no provision for U.S. federal income taxes has been made in the accompanying consolidated financial statements as each beneficial owner is responsible for reporting income (loss) based on its <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">pro rata</font> share of the profits or losses of the Trust.  The only significant differences in financial and income tax reporting basis are ongoing offering costs.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust files income tax returns in the U.S. federal jurisdiction and in various state and local jurisdictions.  The Trust’s U.S. federal income tax returns for all tax years ended on or after December 31, 2013 remain subject to examination by the Internal Revenue Service.  The Trust’s state and local income tax returns are subject to examination by the respective state and local authorities over various statutes of limitations, generally ranging from three to five years from the date of filing.</div><br/>

P3Y P5Y <div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(5)</font><font id="TRGRRTFtoHTMLTab-11" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Trading Activities and Related Risks</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust, through its indirect investment in the Trading Companies, engages in the speculative trading of U.S. and international futures contracts, options, and forward contracts (collectively derivatives).  These derivatives include both financial and non-financial contracts held as part of a diversified trading strategy.  The Trading Companies are exposed to both market risk - the risk arising from changes in the market value of the contract - and credit risk - the risk of failure by another party to perform according to the terms of a contract.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The purchase and sale of futures requires initial and on-going margin deposits with a futures commission merchant (“FCM”).  The CE Act requires an FCM to segregate or secure all customer transactions and assets from the FCM’s proprietary activities.  A customer’s cash and other property, such as U.S. Treasury Bills, deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements.  In the event of an FCM’s insolvency, recovery may be limited to a customer’s <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">pro rata</font> share of segregated funds.  It is possible that the recovered amount could be less than the total of cash and other property deposited by the customer.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust, through its indirect investment in the Trading Companies, has cash on deposit with the FCM in connection with its trading of forward contracts.  In the normal course of business, the Trust does not require collateral from such interbank market maker.  Due to forward contracts being traded in unregulated markets between principals, the Trust also assumes a credit risk, the risk of loss from counterparty non-performance.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">For derivatives, risks arise from changes in the market value of the contracts.  Theoretically, the Trading Companies are exposed to a market risk equal to the value of futures and forward contracts purchased and unlimited liability on such contracts sold short.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">A Trading Company, as writer of an option, has no control over whether the underlying instrument may be sold (called) and as a result bears the risk of an unfavorable change in the market value of the instrument underlying the written option.  There is also the risk the Trading Company may not be able to enter into a closing transaction because of an illiquid market.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trading Companies may purchase exchange-traded options.  As such, the relevant Trading Company pays a premium at the outset and then bears the risk of unfavorable changes in the price of the contract underlying the option.  Purchased options expose the Trading Companies to a risk of loss limited to the premiums paid.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net trading results from derivatives for the nine month periods ended September 30, 2016 and 2015, respectively, are reflected in the consolidated statements of operations and are equal to the gain or loss from trading less brokerage commissions.  Such trading results reflect the net gain or loss arising from the Trust’s speculative trading of futures contracts, options and forward contracts through its indirect investment with the Trading Companies.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust, through its indirect investment in the Trading Companies, may invest its margin in fixed income securities as permitted by CFTC regulations regarding acceptable securities for investment of segregated assets and the RJOIM agreement with the Trust.  Such acceptable securities, include, but are not limited to, U.S. Treasury and government agencies’ securities, purchase agreements collateralized by U.S. Treasury and government agencies, corporate debt securities, and bank debt securities.  The Trust’s total investment in corporate debt securities, bank deposit securities, and certificate of deposits combined cannot exceed 40% of the Trust’s total assets.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Beneficial Owners bear the risk of loss only to the extent of the market value of their respective investments in the Trust.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">See Note (10) for further details on Derivative Instruments and Hedging Activities.</div><br/>

0.40

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(6)</font><font id="TRGRRTFtoHTMLTab-12" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Fair Value Measurements</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">In accordance with the <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">Fair Value Measurements</font> Topic of the Financial Accounting Standards Board Accounting Standards Codification, the Trust established a three-level valuation hierarchy for disclosure of fair value measurements.  The valuation hierarchy is based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date.  The three levels are defined as follows:</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">          Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that the Trust has the ability to access at the measurement date.  An active market for the asset or liability is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.  The value of any exchange-traded futures contracts and options fall into this category.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">          Level 2 inputs are inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly.  This category includes forward currency contracts, options on forward currency contracts and fixed income securities that are valued using models or other valuation methodologies derived from observable market data.  As of September 30, 2016 and December 31, 2015, respectively, the Trust did not have any Level 2 assets or liabilities.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">          Level 3 inputs are unobservable inputs for an asset or liability.  Unobservable inputs shall be used to measure fair value to the extent that observable inputs are not available, thereby allowing for situations in which there is little, if any, market activity for the asset or liability at the measurement date.  As of September 30, 2016 and December 31, 2015, respectively, the Trust did not have any Level 3 assets or liabilities.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">An asset or liability’s categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.  The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3).</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust’s exchange-traded futures contracts and options on futures contracts are valued based on quoted prices (unadjusted) in active markets for identical assets or liabilities.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The following table presents the Trust’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of September 30, 2016 and December 31, 2015, respectively:</div><br/><table id="z2b79cd53db494e0f93e61a96ef0c75e5" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 1</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 2</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 3</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Total</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized gain on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized loss on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/><table id="zc0eef67a0aa44623b2262cdb3febdd7a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 1</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 2</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 3</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Total</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized gain on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> </table><br/>

The following table presents the Trust’s fair value hierarchy for those assets and liabilities measured at fair value on a recurring basis as of September 30, 2016 and December 31, 2015, respectively:<br /><br /><table id="z2b79cd53db494e0f93e61a96ef0c75e5" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 1</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 2</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 3</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Total</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized gain on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized loss on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table><table id="zc0eef67a0aa44623b2262cdb3febdd7a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 1</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 2</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Level 3</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Total</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Net unrealized gain on open contracts:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; TEXT-INDENT: 9pt">Futures positions</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 44%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 44%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 44%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Total fair value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> </table>

187205 0 0 187205

187205

2873 0 0 2873

21900

24773

162432

3414 0 0 3414

3414

8059

-4645

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(7)</font><font id="TRGRRTFtoHTMLTab-13" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Operations</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Redemptions</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">A beneficial owner may cause any or all of his or her units to be redeemed by the Trust effective as of the last business day of any month based on the net asset value per unit on such date on five business days’ written notice to NAV Consulting, Inc., the Trust’s administrator, or the Managing Owner.  Payment will generally be made within 10 business days of the effective date of the redemption.  The Trust Agreement contains a full description of redemption and distribution policies.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Subscriptions</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Investors that are eligible to participate in the private offering of the units may purchase units in the Trust pursuant to the terms of the Trust’s Confidential Private Placement Memorandum and disclosure document (the “Memorandum”) and a signed subscription form.  The Trust Agreement and the Memorandum contain a full description of subscription policies.  An investment in the Trust does not include a beneficial interest or investment in the LLC.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Commissions</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Managing Owner and/or affiliates act as commodity brokers for the Trust through RJO.  </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Commodity brokerage commissions on a per trade (“half-turn”) basis, in addition to any transactional (floor brokerage, give-up charges, NFA, clearing and exchange) fees are typically paid to the clearing broker at the time of the initial purchase (or sale) and again at the subsequent sale (or purchase) of a commodity futures contract.  These half-turn commission and fees are charged to expense when incurred.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">“Commission and fees” included the following across each class of units (1):</div><br/><table id="z728b543799024e4f9beed4ea2a83abbb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr style="HEIGHT: 15px"> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Recipient</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 35%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Nature of Payment</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class A Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class B Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class C Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Class D Units </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2)</font></div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner Fee</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Agents</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Commission</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Agents</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Commission (initial sales charge) (3)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Wholesale Fee (4)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.35</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.35</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Clearing Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Clearing, NFA and exchange fees (approximately) (5)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr style="HEIGHT: 13px"> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 15%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 35%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">6.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> </table><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(1)  The above costs, fees and expenses are reflected in the commission by class line on the consolidated statement of operations.  Commissions are not paid with respect to the LLC’s net assets.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(2)  As of September 30, 2016, no Class D units had been sold.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(3)  Class D units may be subject to an initial sales charge of up to 2.00% of the subscription amount upon investment.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(4)  The Class C and Class D units are subject to a wholesaling fee of .35% to the Managing Owner to compensate agents who may facilitate distribution of such units.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">(5)  Fees are charged as actually incurred.</div><br/>

P5D P10D 0.0200 0.0035

“Commission and fees” included the following across each class of units (1):<br /><br /><table id="z728b543799024e4f9beed4ea2a83abbb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr style="HEIGHT: 15px"> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Recipient</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 35%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Nature of Payment</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class A Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class B Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Class C Units</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Class D Units </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2)</font></div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner Fee</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.50</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Agents</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Commission</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Agents</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Selling Commission (initial sales charge) (3)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Managing Owner</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Wholesale Fee (4)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.35</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">0.35</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Clearing Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Clearing, NFA and exchange fees (approximately) (5)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">1.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> <tr style="HEIGHT: 13px"> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 15%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 35%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 15%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 35%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">6.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">%</div> </td> </tr> </table>

0.0050 0.0050 0.0050 0.0050 0.0200 0.0000 0.0000 0.0200 0.0000 0.0000 0.0000 0.0200 0.0000 0.0000 0.0035 0.0035 0.0175 0.0175 0.0175 0.0175 0.0425 0.0225 0.0260 0.0660

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(8)</font><font id="TRGRRTFtoHTMLTab-14" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Financial Highlights</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The following financial highlights show the Trust’s financial performance of the Trading units by class for the three and nine month periods ended September 30, 2016, and 2015, respectively.  Total return is calculated as the change in a theoretical beneficial owner’s investment over the entire period, and is not annualized.  Total return is calculated based on the aggregate return of the Trust’s Trading units taken as a whole.  No financial highlights per share operating performance has been presented for Class C units for the third quarter of 2015 and 2016, respectively, since all Class C units were purchased and fully redeemed in January 2015 and no further Class C units have been issued subsequently.  As of September 30, 2016, no Class D units had been sold and, therefore, the Trust’s financial performance with respect to the class D units is not reflected below.</div><br/><table id="z8747991f44b54c6da654c73b1aecddac" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class A</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class B</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class A</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class B</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Per share operating performance:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Net asset value of Trading<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif"><br /> </font>         units, beginning of period</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">59.93</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">59.48</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">69.65</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">67.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">58.09</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">67.49</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.84</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">76.11</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total Trading income (loss):</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Trading gain (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.31</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.33</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.53</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.37</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">4.89</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">5.62</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.60</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Investment income</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.11</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.12</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Expenses</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.85</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.96</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.78</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.41</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.19</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.38</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.92</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Trading income (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.18</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.45</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.41</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.19</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.64</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.51</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Net asset value of Trading units, end of period</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">56.68</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">57.30</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">65.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">56.68</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">57.30</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">65.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Total return:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total return before incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.28</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.65</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.80</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.17</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.28</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14.07</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.20</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(12.82</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Less incentive fee allocations</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.02</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Total return</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.43</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.65</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.95</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.17</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.43</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15.09</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.95</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(13.80</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Ratios to average net assets:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Trading income (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.48</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.76</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.03</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.29</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15.96</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.44</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14.49</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Expenses:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Expenses, less incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.24</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.20</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.71</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.69</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.71</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.86</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.16</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(7.29</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.02</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total expenses</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.39</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.69</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.88</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.31</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.27</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> </table><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The calculations above do not include activity within the Trust’s Non-Trading Accounts.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The net income and expense ratios are computed based upon the weighted average net assets for the Trust for the three and nine month periods ended September 30, 2016 and 2015, respectively.  The amounts are not annualized.  Total return is calculated for each class of unitholders’ capital taken as a whole.  An individual investor’s return may vary from these returns.</div><br/>

The following financial highlights show the Trust’s financial performance of the Trading units by class for the three and nine month periods ended September 30, 2016, and 2015, respectively. Total return is calculated as the change in a theoretical beneficial owner’s investment over the entire period, and is not annualized. Total return is calculated based on the aggregate return of the Trust’s Trading units taken as a whole. No financial highlights per share operating performance has been presented for Class C units for the third quarter of 2015 and 2016, respectively, since all Class C units were purchased and fully redeemed in January 2015 and no further Class C units have been issued subsequently. As of September 30, 2016, no Class D units had been sold and, therefore, the Trust’s financial performance with respect to the class D units is not reflected below.<br /><br /><table id="z8747991f44b54c6da654c73b1aecddac" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class A</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class B</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class A</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Class B</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine months ended</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Per share operating performance:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Net asset value of Trading<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif"><br /> </font>         units, beginning of period</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">59.93</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">59.48</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">69.65</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">67.75</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">58.09</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">67.49</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.84</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">76.11</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total Trading income (loss):</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Trading gain (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.31</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.33</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.53</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.37</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">4.89</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">5.62</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.60</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Investment income</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.04</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.11</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.12</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.01</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Expenses</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.85</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.96</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.78</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.41</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.19</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(6.38</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.92</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Trading income (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.25</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.18</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.45</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.41</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.19</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.64</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.51</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Net asset value of Trading units, end of period</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">56.68</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">57.30</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">65.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">56.68</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">57.30</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">66.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">65.60</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Total return:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total return before incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.28</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.65</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.80</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.17</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.28</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14.07</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.20</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(12.82</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Less incentive fee allocations</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.02</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Total return</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.43</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.65</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(4.95</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.17</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.43</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15.09</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.95</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(13.80</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Ratios to average net assets:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Trading income (loss)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.48</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.76</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(5.03</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.29</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(15.96</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.44</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14.49</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Expenses:</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Expenses, less incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.24</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.20</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.71</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.69</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.71</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.86</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.16</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(7.29</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 36%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">         Incentive fees</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">0.00</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.02</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1.15</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(0.98</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 36%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">    Total expenses</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.39</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(3.20</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(2.69</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10.86</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.88</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(9.31</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(8.27</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">%)</div> </td> </tr> </table> 59.93 59.48 69.65 67.75 58.09 67.49 66.84 76.11 -1.31 -0.33 -1.53 -0.37 4.89 -4.01 5.62 -4.60 0.04 0 0.04 0 0.11 0.01 0.12 0.01 -1.98 -1.85 -1.96 -1.78 -6.41 -6.19 -6.38 -5.92 -3.25 -2.18 -3.45 -2.15 -1.41 -10.19 -0.64 -10.51 56.68 57.30 66.20 65.60 -0.0528 -0.0365 -0.0480 -0.0317 -0.0128 -0.1407 0.0020 -0.1282 -0.0015 0.0000 -0.0015 0.0000 -0.0115 -0.0102 -0.0115 -0.0098 -0.0543 -0.0365 -0.0495 -0.0317 -0.0243 -0.1509 -0.0095 -0.1380 -0.0548 -0.0376 -0.0503 -0.0329 -0.0186 -0.1596 -0.0044 -0.1449 -0.0324 -0.0320 -0.0271 -0.0269 -0.0971 -0.0886 -0.0816 -0.0729 -0.0339 -0.0320 -0.0286 -0.0269 -0.1086 -0.0988 -0.0931 -0.0827

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">9)</font><font id="TRGRRTFtoHTMLTab-15" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000"> Cash Management Agreement with Affiliate</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">On October 6, 2010, the Managing Owner retained RJOIM, an SEC registered investment adviser and an affiliate of the Managing Owner, as cash manager.  The assets managed by RJOIM are held in segregated accounts in custody at Wells.  RJOIM is paid an annual fee, currently 0.20% calculated and accrued daily at a rate equal to 1/360 of the principal balance.  As of August 1, 2014, RJOIM agreed to waive all advisory fees previously charged to the Trust, back to January 1, 2014, in response to a request by the Managing Owner for said rebate.  This request was made due to the decrease in the size of the Trust’s deposit with RJOIM and the current interest rate environment.  As of September 30, 2016, the Trust’s deposits held by RJOIM consisted of cash of $1,797,000.  Since August 1, 2014, RJOIM continues to waive its advisory fee. </div><br/>

RJOIM is paid an annual fee, currently 0.20% calculated and accrued daily at a rate equal to 1/360 of the principal balance.

1797000

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(10)</font><font id="TRGRRTFtoHTMLTab-16" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Derivative Instruments and Hedging Activities</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The Trust does not utilize “hedge accounting” and instead “marks-to-market” any derivatives through operations.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Derivatives not designated as hedging instruments:</div><br/><table id="z26a32f92cf5246c7a7a1093fe0ea8d54" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="4"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Asset</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liability</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Type of</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">156,017</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(46,445</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">109,572</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">38,761</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(12,351</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">26,410</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">57,186</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(52,599</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4,587</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">33,695</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(13,653</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">20,042</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">30,041</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(15,745</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">14,296</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,901</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,376</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(12,475</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(165,169</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/><table id="z237cc8e4f9a14f21a984836ab7aea8c2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="4"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Asset</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liability</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Type of</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">32,649</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(61,049</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(28,400</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">26,412</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(863</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">25,549</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">104,889</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(74,035</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">30,854</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">5,225</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(23,774</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(18,549</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4,782</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,653</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(16,871</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,985</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(9,213</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,772</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(190,587</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> </table><br/><div style="MARGIN-BOTTOM: 0.1pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 0.1pt; MARGIN-RIGHT: 0.1pt">The above reported fair values are included in equity in commodity trading accounts – net unrealized gain on open contracts and in purchased options on futures and written options on futures contracts in the consolidated statements of financial condition as of September 30, 2016 and December 31, 2015, respectively. </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">Trading gain (loss) for the following periods:</div><br/><table id="z25927b7fac9442e28efdd053d0051250" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine Months Ended September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 47%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Type of Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">222,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(109,355</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14,698</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(443,817</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(66,462</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">149,498</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">115,184</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(112,781</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">334,005</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">204,790</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(23,315</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(165,505</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">567,393</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(477,170</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> </table><br/><table id="zd7e1269dd1994c7cad6fcedffc84e651" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three Months Ended September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 47%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Type of Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">88,163</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(91,186</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(78,068</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(145,463</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1,999</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">204,334</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">124,288</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(93,326</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(207,307</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">97,326</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(51,916</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10,263</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(126,839</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(38,578</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> </table><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">See Note (5) for additional information on the trading of derivatives not designed as hedging instruments and the related risks.</div><br/>

Derivatives not designated as hedging instruments:<br /><br /><table id="z26a32f92cf5246c7a7a1093fe0ea8d54" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="4"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Asset</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liability</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Type of</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">156,017</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(46,445</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">109,572</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">38,761</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(12,351</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">26,410</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">57,186</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(52,599</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4,587</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">33,695</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(13,653</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">20,042</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">30,041</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(15,745</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">14,296</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,901</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,376</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(12,475</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(165,169</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">162,432</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table><table id="z237cc8e4f9a14f21a984836ab7aea8c2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="4"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Asset</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liability</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Type of</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivatives</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 33%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Fair Value</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">32,649</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(61,049</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(28,400</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">26,412</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(863</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">25,549</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">104,889</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(74,035</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">30,854</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">5,225</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(23,774</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(18,549</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">4,782</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,653</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(16,871</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 33%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,985</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(9,213</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,772</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 33%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(190,587</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(4,645</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> </table>

156017

-46445

109572

38761

-12351

26410

57186

-52599

4587

33695

-13653

20042

30041

-15745

14296

11901

-24376

-12475

327601

-165169

162432

32649

-61049

-28400

26412

-863

25549

104889

-74035

30854

5225

-23774

-18549

4782

-21653

-16871

11985

-9213

2772

185942

-190587

-4645

Trading gain (loss) for the following periods:<br /><br /><table id="z25927b7fac9442e28efdd053d0051250" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Nine Months Ended September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 47%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Type of Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">222,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(109,355</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(14,698</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(443,817</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(66,462</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">149,498</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">115,184</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(112,781</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">334,005</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">204,790</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(23,315</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(165,505</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">567,393</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(477,170</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> </table><table id="zd7e1269dd1994c7cad6fcedffc84e651" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 75%; text-align: center;" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Three Months Ended September 30,</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 47%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center">Type of Futures Contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Agriculture</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">88,163</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(91,186</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Currency</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(78,068</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(145,463</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Energy</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(1,999</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">204,334</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Indices</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">124,288</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(93,326</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Interest rates</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(207,307</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">97,326</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 47%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left">Metals</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(51,916</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 11%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(10,263</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 47%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(126,839</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">(38,578</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">)</div> </td> </tr> </table>

222679

-109355

88163

-91186

-14698

-443817

-78068

-145463

-66462

149498

-1999

204334

115184

-112781

124288

-93326

334005

204790

-207307

97326

-23315

-165505

-51916

-10263

567393

-477170

-126839

-38578

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(11)</font><font id="TRGRRTFtoHTMLTab-17" style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Offsetting</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As indicated in Note (1), the Trust’s assets are currently indirectly allocated to each of the Trading Companies.  All of the Trading Companies utilize RJO as their clearing broker.  Each Trading Company has its own separate clearing agreement with RJO, under which each of the Trading Companies are subject to master netting agreements or similar arrangements that allow RJO to offset any assets of the individual entity by any liabilities of the individual Trading Company, as necessary, if RJO determines that the amount of margin is not appropriate or the Trading Company is not able to perform.  Each of the Trading Companies hold significant cash deposits with RJO, which can be and is used by the Trading Companies to settle any obligations due to RJO.  The master netting agreements or similar arrangements do not apply to amounts owed to/from different counterparties and they do not apply across different Trading Companies.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">For financial reporting purposes, the Trust nets its similar derivative assets and liabilities that are subject to netting arrangements in the Statements of Financial Condition.  The following tables present the Trust’s derivative assets and liabilities by investment type and by counterparty, net of amounts available for offset under a master netting agreement, along with the related collateral received or pledged by the Trading Companies (cash on deposit with broker) as of September 30, 2016 and December 31, 2015:</div><br/><table id="z9de9ecd667364fce9a09c1f35c72455b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="22"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offsetting of Derivative Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 16%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left"> Description</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Futures and forward contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 7%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 14%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 7%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 14%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/><table id="ze2295915d1f94fc3960a2cb19388700c" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="30"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivative Assets and Collateral Held by Counterparty</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 12px"> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">Gross Amounts Not   </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">Gross Amounts Not</td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 20%"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets in the</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Offset in theStatement </div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets in the</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the Statement</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 12px"> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center; WIDTH: 20%"><strong style="FONT-SIZE: 10pt">Individual Trading Companies</strong></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Statement of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">of Financial Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Statement of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">of Financial Condition</td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">(with derivative assets and</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Collateral</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Collateral</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"> collateral held by RJO)</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Received</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Received</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS PGR, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">56,693</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">56,693</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(26,242</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(26,242</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS ROW, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">101,364</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">101,364</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,674</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,674</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS TWC, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(715</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(715</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS Claughton, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">29,148</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">29,148</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">18,697</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">18,697</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 20%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/><table id="z70034322ef1d4d9eb47d315dc7b0eb28" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="22"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offsetting of Derivative Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 16%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left"> Description</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Futures and forward contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">143,269</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 16%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 16%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">165,169</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">190,587</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/><table id="z69bb87dc43944040afd76fae11d5cfcb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="30"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivative Liabilities and Collateral Pledged by Counterparty</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="15"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="2">Net Amount of</td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="7">Gross Amounts Not</td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="7"><strong>Gross Amounts Not</strong></td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities in</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" valign="bottom" rowspan="2" colspan="7"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"><font style="FONT-WEIGHT: bold">Offset in the </font><font style="FONT-WEIGHT: bold">Statement </font></div> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom" rowspan="2"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities in</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" valign="bottom" rowspan="2" colspan="7"> <div style="FONT-WEIGHT: bold"> Offset in the Statement </div> <div style="FONT-WEIGHT: bold">of Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom" rowspan="2"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: center; WIDTH: 20%" valign="bottom"><strong>Individual Trading Companies</strong></td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">the Statement</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" valign="bottom" colspan="3">the Statement</td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">(with derivative liabilities and</div> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Deposits</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Deposits</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">collateral held by RJO)</div> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Held by Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Held by Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 13px"> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS RCM, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS ROW, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS TWC, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">194</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(194</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table><br/>

<table id="z9de9ecd667364fce9a09c1f35c72455b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="22"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offsetting of Derivative Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 16%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left"> Description</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Futures and forward contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 7%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 14%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 7%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 14%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">327,601</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 7%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">185,942</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 14%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table>

327601

140396

187205

185942

182528

3414

327601

140396

187205

185942

182528

3414

<table id="ze2295915d1f94fc3960a2cb19388700c" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="30"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivative Assets and Collateral Held by Counterparty</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 12px"> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">Gross Amounts Not   </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">Gross Amounts Not</td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 20%"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets in the</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Offset in theStatement </div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Assets in the</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the Statement</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 12px"> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center; WIDTH: 20%"><strong style="FONT-SIZE: 10pt">Individual Trading Companies</strong></td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Statement of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">of Financial Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Statement of</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="6">of Financial Condition</td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">(with derivative assets and</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Collateral</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Collateral</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"> collateral held by RJO)</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Received</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Received</div> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="FONT-SIZE: 10pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS PGR, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">56,693</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">56,693</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(26,242</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(26,242</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS ROW, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">101,364</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">101,364</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,674</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">11,674</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS TWC, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(715</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(715</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS Claughton, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">29,148</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">29,148</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">18,697</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">18,697</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 20%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">187,205</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">3,414</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table><table id="z69bb87dc43944040afd76fae11d5cfcb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="30"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Derivative Liabilities and Collateral Pledged by Counterparty</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="14"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="15"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="2">Net Amount of</td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; TEXT-ALIGN: center" valign="bottom" colspan="7">Gross Amounts Not</td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amount of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="7"><strong>Gross Amounts Not</strong></td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities in</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" valign="bottom" rowspan="2" colspan="7"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center"><font style="FONT-WEIGHT: bold">Offset in the </font><font style="FONT-WEIGHT: bold">Statement </font></div> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom" rowspan="2"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities in</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center" valign="bottom" rowspan="2" colspan="7"> <div style="FONT-WEIGHT: bold"> Offset in the Statement </div> <div style="FONT-WEIGHT: bold">of Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom" rowspan="2"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: center; WIDTH: 20%" valign="bottom"><strong>Individual Trading Companies</strong></td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">the Statement</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; PADDING-BOTTOM: 2px; TEXT-ALIGN: center" valign="bottom" colspan="3">the Statement</td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">(with derivative liabilities and</div> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Deposits</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">of Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Cash Deposits</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">collateral held by RJO)</div> </td> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Held by Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Instruments</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Held by Broker</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amount</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; WIDTH: 1.02%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr style="HEIGHT: 13px"> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS RCM, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(2,679</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 20%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS ROW, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left"> OASIS TWC, LLC</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">194</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(194</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 20%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 6.98%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5.02%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1.02%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 6.98%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: right; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 5.02%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1.02%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> </table>

56693

-26242

101364

11674

-715

29148

18697

187205

3414

2679

21900

8059

194

24773

8059

<table id="z70034322ef1d4d9eb47d315dc7b0eb28" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="22"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offsetting of Derivative Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of September 30, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="10"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">As of December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Net Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Gross Amounts</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Amounts of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Offset in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Presented in the</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Recognized</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Statement of</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 16%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left"> Description</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Liabilities</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: center">Financial Condition</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Futures and forward contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">143,269</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">2,873</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 16%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt"> Options written on futures contracts</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">21,900</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">-</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-LEFT: 9pt; WIDTH: 16%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 12%; BACKGROUND-COLOR: #cceeff" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff; white-space: nowrap;" valign="bottom"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; PADDING-LEFT: 9pt; WIDTH: 16%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">165,169</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(140,396</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">24,773</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">190,587</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">(182,528</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">)</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; WIDTH: 1%; " valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">$</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 12%; " valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000">8,059</div> </td> <td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 4px; TEXT-ALIGN: left; WIDTH: 1%; white-space: nowrap;" valign="bottom"> </td> </tr> </table>

143269

140396

2873

182528

21900

8059

165169

140396

24773

190587

182528

8059

<div style="TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">(12)</font><font style="FONT-SIZE: 1px; DISPLAY: inline-block; WIDTH: 36pt"> </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000">Subsequent Events</font></div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of October 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW) and the “OASIS Turning Wheel Capital Series” (managed by TWC ) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); “OASIS PGR Capital Series” (managed by PGR); “OASIS Claughton Capital Series” (managed by Claughton) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate additional funds from the cash investment account at Wells that is managed by RJOIM.   The amounts redeemed out of the OASIS ROW Asset Mgmt Series and OASIS Turning Wheel Capital Series was $30,365 and $416, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series , OASIS Claughton Capital Series and OASIS Degraves Capital Mgmt PTY Series was $40,360, $195,341, $112,290 and $2,830, respectively; and the amount allocated from Wells was $320,039  after month-end reallocation.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of November 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW); “OASIS Turning Wheel Capital Series” (managed by TWC ) and out of the “OASIS Claughton Capital Series” (managed by Claughton) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); and into the “OASIS PGR Capital Series” (managed by PGR) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM.   The amounts redeemed out of the OASIS ROW Asset Mgmt Series, OASIS Turning Wheel Capital Series and OASIS Claughton Capital Series was $69,081, $163,307 and $24,296, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series  and OASIS Degraves Capital Mgmt PTY Series was $9,720, $168,006 and $44,170, respectively; and the amount allocated to Wells was $34,788 after month-end reallocation. </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of November 3, 2016, the Trust partially redeemed out of the "OASIS Revolution Capital Mgmt Series" (managed by RCM)  and fully redeemed out of the "OASIS Turning Wheel Capital Mgmt Series" (managed by TWC) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM.  The amounts redeemed out of the OASIS Revolution Capital Mgmt Series and out of the OASIS Turning Wheel Capital Series was $266,667, and $109,421, respectively, and the amount allocated to Wells was $376,088.</div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">As of November 4, 2016, the Trust fully redeemed out of the “OASIS PGR Capital Series” (managed by PGR) and fully redeemed out of the “OASIS Claughton Capital Series” (managed by Claughton) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM.  The amounts redeemed out of the OASIS PGR Capital Series and out of the OASIS Claughton Capital Series was $1,338,011, and $299,126, respectively, and the amount allocated to Wells was $1,637,137. </div><br/><div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left">The current NAV as of close of business November 11, 2016 for Class A and Class B units are $50.68 and $59.34, respectively.</div><br/>

30365 416 40360 195341 112290 2830

320039

69081 163307 24296 9720 168006 44170

34788

266667 109421

376088

1338011 299126

1637137

50.68 59.34 EX-101.SCH 6 rjog-20160930.xsd XBRL TAXONOMY EXTENSION SCHEMA 001 - Statement - Consolidated Statements of Financial Condition link:presentationLink link:definitionLink link:calculationLink 002 - Statement - Consolidated Statements of Financial Condition (Parentheticals) link:presentationLink link:definitionLink link:calculationLink 003 - Statement - Consolidated Statements of Operations (Unaudited) link:presentationLink link:definitionLink link:calculationLink 004 - Statement - Consolidated Statements of Changes in Unitholders' Capital (Unaudited) link:presentationLink link:definitionLink link:calculationLink 005 - Disclosure - Schedule of Investments link:presentationLink link:definitionLink link:calculationLink 006 - Disclosure - General Information and Summary link:presentationLink link:definitionLink link:calculationLink 007 - Disclosure - Summary of Significant Accounting Policies link:presentationLink link:definitionLink link:calculationLink 008 - Disclosure - Fees link:presentationLink link:definitionLink link:calculationLink 009 - Disclosure - Income Taxes link:presentationLink link:definitionLink link:calculationLink 010 - Disclosure - Trading Activities and Related Risks link:presentationLink link:definitionLink link:calculationLink 011 - Disclosure - Fair Value Measurements link:presentationLink link:definitionLink link:calculationLink 012 - Disclosure - Operations link:presentationLink link:definitionLink link:calculationLink 013 - Disclosure - Financial Highlights link:presentationLink link:definitionLink link:calculationLink 014 - Disclosure - Cash Management Agreement with Affiliate link:presentationLink link:definitionLink link:calculationLink 015 - Disclosure - Derivative Instruments and Hedging Activities link:presentationLink link:definitionLink link:calculationLink 016 - Disclosure - Offsetting link:presentationLink link:definitionLink link:calculationLink 017 - Disclosure - Subsequent Events link:presentationLink link:definitionLink link:calculationLink 018 - Disclosure - Accounting Policies, by Policy (Policies) link:presentationLink link:definitionLink link:calculationLink 019 - Disclosure - Fair Value Measurements (Tables) link:presentationLink link:definitionLink link:calculationLink 020 - Disclosure - Operations (Tables) link:presentationLink link:definitionLink link:calculationLink 021 - Disclosure - Financial Highlights (Tables) link:presentationLink link:definitionLink link:calculationLink 022 - Disclosure - Derivative Instruments and Hedging Activities (Tables) link:presentationLink link:definitionLink link:calculationLink 023 - Disclosure - Offsetting (Tables) link:presentationLink link:definitionLink link:calculationLink 024 - Disclosure - Schedule of Investments (Details) - Condensed Consolidated Schedule of Investments link:presentationLink link:definitionLink link:calculationLink 025 - Disclosure - Schedule of Investments (Details) - Condensed Consolidated Schedule of Investments (Parentheticals) link:presentationLink link:definitionLink link:calculationLink 026 - Disclosure - General Information and Summary (Details) link:presentationLink link:definitionLink link:calculationLink 027 - Disclosure - Summary of Significant Accounting Policies (Details) link:presentationLink link:definitionLink link:calculationLink 028 - Disclosure - Fees (Details) link:presentationLink link:definitionLink link:calculationLink 029 - Disclosure - Income Taxes (Details) link:presentationLink link:definitionLink link:calculationLink 030 - Disclosure - Trading Activities and Related Risks (Details) link:presentationLink link:definitionLink link:calculationLink 031 - Disclosure - Fair Value Measurements (Details) - Schedule of Fair Value, Assets and Liabilities Measured on a Recurring Basis link:presentationLink link:definitionLink link:calculationLink 032 - Disclosure - Operations (Details) link:presentationLink link:definitionLink link:calculationLink 033 - Disclosure - Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit link:presentationLink link:definitionLink link:calculationLink 034 - Disclosure - Financial Highlights (Details) - Schedule of Finanacial Highlights link:presentationLink link:definitionLink link:calculationLink 035 - Disclosure - Cash Management Agreement with Affiliate (Details) link:presentationLink link:definitionLink link:calculationLink 036 - Disclosure - Derivative Instruments and Hedging Activities (Details) - Schedule of Derivative Instruments in Statement of Financial Position, Fair Value link:presentationLink link:definitionLink link:calculationLink 037 - Disclosure - Derivative Instruments and Hedging Activities (Details) - Schedule of Trading Gains (Losses) link:presentationLink link:definitionLink link:calculationLink 038 - Disclosure - Offsetting (Details) - Offsetting of Derivative Assets link:presentationLink link:definitionLink link:calculationLink 039 - Disclosure - Offsetting (Details) - Schedule of Derivative Instruments link:presentationLink link:definitionLink link:calculationLink 040 - Disclosure - Offsetting (Details) - Offsetting of Derivative Liabilities link:presentationLink link:definitionLink link:calculationLink 041 - Disclosure - Subsequent Events (Details) link:presentationLink link:definitionLink link:calculationLink 000 - Disclosure - Document And Entity Information link:presentationLink link:definitionLink link:calculationLink EX-101.CAL 7 rjog-20160930_cal.xml XBRL TAXONOMY EXTENSION CALCULATION LINKBASE EX-101.DEF 8 rjog-20160930_def.xml XBRL TAXONOMY EXTENSION DEFINITION LINKBASE EX-101.LAB 9 rjog-20160930_lab.xml XBRL TAXONOMY EXTENSION LABEL LINKBASE Statement of Financial Position [Abstract] Cash on deposit with broker Net unrealized gain on open contracts Futures positions Total due from broker Cash and cash equivalents on deposit with affiliate Cash and Cash Equivalents, at Carrying Value Cash on deposit with bank Interest receivable Receivable from US Bank Accounts Receivable, Net Total Assets Net unrealized loss on open contracts Futures positions Options written on futures contracts (premiums received - $21,315 and $7,356, respectively) Options written on futures contracts Fair Value of Options Written Accrued commissions Accrued management fees Accrued incentive fees Accrued operating expenses Accrued offering expenses Redemptions payable-Trading Distribution payable - Non-Trading Total liabilities Unitholders' Capital, Owner [Axis] Beneficial Owner [Member] Capital Units by Class [Axis] Capital Unit, Class A [Member] Asset Class [Axis] Trading [Member] Partner Type [Axis] Limited Partner [Member] Unitholders' Capital Units outstanding Unitholders Capital (in Shares) Unitholders Capital (in Shares) Capital Unit, Class B [Member] Capital Unit, Class C [Member] Capital Unit, Class D [Member] Managing Owner [Member] General Partner [Member] Non-Controlling Interests Total Capital Unitholders Capital Unitholders Capital Total Liabilities and Unitholders' Capital Net Asset Value Per Unit (in Dollars per share) Net asset value per unit at December 31, 2015 (in Dollars per share) Net asset value per unit at September 30, 2016 (in Dollars per share) Net Asset, Value, Per Unit (in Dollars per share) Income Statement [Abstract] Realized gain (loss) on closed positions Change in net unrealized gain (loss) on open positions Foreign currency transaction gain (loss) Total Trading gain (loss) Trading gain (loss) Interest income Interest Income, Operating Total net investment income (loss) Commissions Investment [Axis] Non-controlling Interests [Member] Management fees Incentive fees Investment Manager Incentive fees Ongoing offering expenses Operating expenses Total expenses Trading income (loss) Less: Operations attributed to non-controlling interests Trading income (loss) net of non-controlling interests Interest on Non-Trading reserve Legal and administrative fees Management fees paid to US Bank Non-Trading income (loss) Net income (loss) Trading income (loss) Statement of Stockholders' Equity [Abstract] Unitholders redemptions Unitholders redemptions (in Shares) Net change per unit (in Dollars per share) Trading income (loss) (in Dollars per share) Equity Components [Axis] Beneficial Owners -Trading Class A [Member] Beneficial Owners - Trading Class B [Member] Managing Owners - Trading Class A [Member] Unitholders' Capital - Trading [Member] Noncontrolling Interest [Member] Schedule of Investments [Abstract] Condensed Consolidated Schedule of Investments [Abstract] Derivative Instrument [Axis] Agriculture Derivative [Member] Investment Type [Axis] Future [Member] Position [Axis] Long [Member] Percentage of Net Assets Percentage of Net Assets Investment Owned, Percent of Net Assets Fair Value on Open Contracts Foreign Exchange Contract [Member] Energy Related Derivative [Member] Credit Risk Contract [Member] Interest Rate Contract [Member] Metal Derivatives [Member] Short [Member] Foreign Exchange Forward [Member] Total net unrealized gain on open contracts Put Option [Member] Call Option [Member] Disclosure Text Block [Abstract] Accounting Policies [Abstract] Fees and Commissions [Abstract] Income Tax Disclosure [Abstract] Trading Activities And Related Risks [Abstract] Fair Value Disclosures [Abstract] Schedule of Fair Value, Assets and Liabilities Measured on a Recurring Basis [Abstract] Total Assets Total liabilities Total fair value Fair Value, Hierarchy [Axis] Fair Value, Inputs, Level 1 [Member] Measurement Frequency [Axis] Fair Value, Measurements, Recurring [Member] Fair Value, Inputs, Level 2 [Member] Fair Value, Inputs, Level 3 [Member] Brokers and Dealers [Abstract] Schedule of Brokerage Fees Across Each Class of Unit [Abstract] Nature of Expense [Axis] Managing Owner Fees [Member] Related Party [Axis] Brokerage Fee Selling Commission [Member] Selling Agent [Member] Selling Commission (Initial Sales Charge) [Member] Wholesale Fee [Member] Clearing, NFA and Exchange Fees [Member] Clearing Broker [Member] Disclosure Text Block Supplement [Abstract] Schedule of Finanacial Highlights [Abstract] Net asset value of Trading units, beginning of period (in Dollars per share) Net asset value of Trading units, end of period (in Dollars per share) Trading gain (loss) (in Dollars per share) Investment income (in Dollars per share) Expenses (in Dollars per share) Total return before incentive fees Less incentive fee allocations Incentive fees Total return Trading income (loss) Expenses, less incentive fees Total expenses Related Party Transactions [Abstract] Derivative Instruments and Hedging Activities Disclosure [Abstract] Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Abstract] Hedging Designation [Axis] Not Designated as Hedging Instrument [Member] Asset Derivatives Fair Value Gross Amounts of Recognized Assets Liability Derivatives Fair Value Net Fair Value Schedule of Trading Gains (Losses) [Abstract] Offsetting [Abstract] Offsetting of Derivative Assets [Abstract] Futures and Forward Contracts [Member] Schedule of Derivative Instruments [Abstract] Trading Company [Axis] OASIS PGR, LLC [Member] Derivative Assets and Collateral Held by Company [Member] OASIS ROW, LLC [Member] OASIS TWC, LLC [Member] OASIS Claughton, LLC [Member] OASIS RCM, LLC [Member] Derivative Liabilities and Collateral Pledged by Company [Member] Liability Class [Axis] Offsetting of Derivative Liabilities [Abstract] Options Written on Futures Contracts [Member] Subsequent Events [Abstract] Assets: Equity in commodity Trading accounts: Liabilities and Unitholders' Capital Liabilities: Equity in commodity Trading accounts: Options written on futures contracts, premiums received (in Dollars) Premiums Received Unitholders' capital: Unitholders' capital (Trading): Beneficial owners Net asset value per unit: Trading: Trading gain (loss): Gain (loss) on trading of commodity contracts: Net investment income (loss): Expenses: Non-Trading income (loss): Investment Holdings, Schedule of Investments [Text Block] Long Positions Futures Positions Short Positions Futures Positions Short put options on futures contracts Short call options on futures contracts Nature of Operations [Text Block] EX-101.PRE 10 rjog-20160930_pre.xml XBRL TAXONOMY EXTENSION PRESENTATION LINKBASE XML 11 R1.htm IDEA: XBRL DOCUMENT

Document And Entity Information	9 Months Ended
Document And Entity Information	Sep. 30, 2016 shares
Document and Entity Information [Abstract]
Entity Registrant Name	RJO Global Trust
Document Type	10-Q
Current Fiscal Year End Date	--12-31
Entity Common Stock, Shares Outstanding	0
Amendment Flag	false
Entity Central Index Key	0001027099
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Filer Category	Smaller Reporting Company
Entity Well-known Seasoned Issuer	No
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2016
Document Fiscal Period Focus	Q3

XML 12 R2.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Financial Condition - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Equity in commodity Trading accounts:
Cash on deposit with broker	$ 3,867,640	$ 5,323,944
Net unrealized gain on open contracts	187,205	3,414
Total due from broker	4,054,845	5,327,358
Cash and cash equivalents on deposit with affiliate	1,796,443	1,449,723
Cash on deposit with bank	117,388	92,621
Interest receivable	448	304
Receivable from US Bank	17,890	20,248
Total Assets	5,987,014	6,890,254
Equity in commodity Trading accounts:
Net unrealized loss on open contracts	2,873	0
Options written on futures contracts (premiums received - $21,315 and $7,356, respectively)	21,900	8,059
Accrued commissions	12,003	13,781
Accrued management fees	12,118	14,747
Accrued incentive fees	8,994	12,324
Accrued operating expenses	165,095	170,958
Accrued offering expenses	3,918	328
Redemptions payable-Trading	59,152	29,009
Distribution payable - Non-Trading	17,890	20,248
Total liabilities	303,943	269,454
Beneficial owners
Unitholders' Capital	5,589,136	6,532,044
Non-Controlling Interests	93,935	88,756
Total Capital	5,683,071	6,620,800
Total Liabilities and Unitholders' Capital	$ 5,987,014	$ 6,890,254
Capital Unit, Class A [Member] \| Trading [Member]
Trading:
Net Asset Value Per Unit (in Dollars per share)	$ 56.68	$ 58.09
Capital Unit, Class B [Member] \| Trading [Member]
Trading:
Net Asset Value Per Unit (in Dollars per share)	$ 66.20	$ 66.84
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class A [Member] \| Trading [Member]
Beneficial owners
Unitholders' Capital	$ 5,503,273	$ 6,437,129
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class B [Member] \| Trading [Member]
Beneficial owners
Unitholders' Capital	55,538	63,836
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class C [Member] \| Trading [Member]
Beneficial owners
Unitholders' Capital	0	0
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class D [Member] \| Trading [Member]
Beneficial owners
Unitholders' Capital	0	0
General Partner [Member] \| Managing Owner [Member] \| Capital Unit, Class A [Member] \| Trading [Member]
Beneficial owners
Unitholders' Capital	$ 30,325	$ 31,079

XML 13 R3.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Financial Condition (Parentheticals) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Options written on futures contracts, premiums received (in Dollars)	$ 21,315	$ 7,356
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class A [Member] \| Trading [Member]
Units outstanding	97,100	110,812
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class B [Member] \| Trading [Member]
Units outstanding	839	955
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class C [Member] \| Trading [Member]
Units outstanding	0	0
Limited Partner [Member] \| Beneficial Owner [Member] \| Capital Unit, Class D [Member] \| Trading [Member]
Units outstanding	0	0
General Partner [Member] \| Managing Owner [Member] \| Capital Unit, Class A [Member] \| Trading [Member]
Units outstanding	535	535

XML 14 R4.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Operations (Unaudited) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Gain (loss) on trading of commodity contracts:
Realized gain (loss) on closed positions	$ 55,134	$ (77,130)	$ 354,800	$ (61,103)
Change in net unrealized gain (loss) on open positions	(185,253)	48,844	181,036	(402,162)
Foreign currency transaction gain (loss)	3,280	(10,292)	31,557	(13,905)
Total Trading gain (loss)	(126,839)	(38,578)	567,393	(477,170)
Net investment income (loss):
Interest income	3,388	715	11,307	1,572
Total net investment income (loss)	3,388	715	11,307	1,572
Expenses:
Management fees	37,524	49,447	128,635	172,547
Incentive fees	8,994	0	73,508	86,742
Investment Manager Incentive fees	0	0	0	2,224
Ongoing offering expenses	6,824	10,800	25,524	24,400
Operating expenses	82,500	96,450	248,376	259,199
Total expenses	202,512	227,960	689,625	812,094
Trading income (loss)	(325,963)	(265,823)	(110,925)	(1,287,692)
Less: Operations attributed to non-controlling interests	(1,331)	74	5,179	(14,481)
Trading income (loss) net of non-controlling interests	(324,632)	(265,897)	(116,104)	(1,273,211)
Non-Trading income (loss):
Interest on Non-Trading reserve	0	0	0	25
Legal and administrative fees	0	0	0	(301,763)
Management fees paid to US Bank	0	0	0	(451,942)
Non-Trading income (loss)	0	0	0	(753,680)
Net income (loss)	(324,632)	(265,897)	(116,104)	(2,026,891)
Non-controlling Interests [Member]
Expenses:
Commissions	754	623	2,149	1,284
Capital Unit, Class A [Member]
Expenses:
Commissions	65,566	70,320	210,308	263,595
Capital Unit, Class B [Member]
Expenses:
Commissions	350	320	1,125	1,238
Capital Unit, Class C [Member]
Expenses:
Commissions	$ 0	$ 0	$ 0	$ 865

XML 15 R5.htm IDEA: XBRL DOCUMENT

Consolidated Statements of Changes in Unitholders' Capital (Unaudited) - USD ($)	3 Months Ended	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2016
Unitholders Capital		$ 6,620,800
Trading income (loss)	$ (324,632)	(116,104)
Unitholders Capital	5,683,071	5,683,071
Beneficial Owners -Trading Class A [Member] \| Limited Partner [Member]
Unitholders Capital		$ 6,437,129
Unitholders Capital (in Shares)		110,812
Trading income (loss)		$ (115,094)
Unitholders redemptions		$ (818,762)
Unitholders redemptions (in Shares)		(13,712)
Unitholders Capital	$ 5,503,273	$ 5,503,273
Unitholders Capital (in Shares)	97,100	97,100
Beneficial Owners - Trading Class B [Member] \| Limited Partner [Member]
Unitholders Capital		$ 63,836
Unitholders Capital (in Shares)		955
Trading income (loss)		$ (256)
Unitholders redemptions		$ (8,042)
Unitholders redemptions (in Shares)		(116)
Unitholders Capital	$ 55,538	$ 55,538
Unitholders Capital (in Shares)	839	839
Managing Owners - Trading Class A [Member] \| General Partner [Member]
Unitholders Capital		$ 31,079
Unitholders Capital (in Shares)		535
Trading income (loss)		$ (754)
Unitholders redemptions		$ 0
Unitholders redemptions (in Shares)		0
Unitholders Capital	$ 30,325	$ 30,325
Unitholders Capital (in Shares)	535	535
Unitholders' Capital - Trading [Member]
Unitholders Capital		$ 6,532,044
Unitholders Capital (in Shares)		112,302
Trading income (loss)		$ (116,104)
Unitholders redemptions		$ (826,804)
Unitholders redemptions (in Shares)		(13,828)
Unitholders Capital	$ 5,589,136	$ 5,589,136
Unitholders Capital (in Shares)	98,474	98,474
Noncontrolling Interest [Member]
Unitholders Capital		$ 88,756
Unitholders Capital (in Shares)		0
Trading income (loss)		$ 5,179
Unitholders redemptions		$ 0
Unitholders redemptions (in Shares)		0
Unitholders Capital	$ 93,935	$ 93,935
Unitholders Capital (in Shares)	0	0
Capital Unit, Class A [Member]
Net asset value per unit at December 31, 2015 (in Dollars per share)		$ 58.09
Net change per unit (in Dollars per share)		(1.41)
Net asset value per unit at September 30, 2016 (in Dollars per share)	$ 56.68	56.68
Capital Unit, Class B [Member]
Net asset value per unit at December 31, 2015 (in Dollars per share)		66.84
Net change per unit (in Dollars per share)		(0.64)
Net asset value per unit at September 30, 2016 (in Dollars per share)	$ 66.20	$ 66.20

XML 16 R6.htm IDEA: XBRL DOCUMENT

Schedule of Investments

9 Months Ended

Sep. 30, 2016

Schedule of Investments [Abstract]

Investment Holdings, Schedule of Investments [Text Block]

RJO GLOBAL TRUST AND SUBSIDIARIES
Condensed Consolidated Schedule of Investments


	September 30, 2016						December 31, 2015
	Percentage of						Percentage of
	Net Assets			Fair value			Net Assets			Fair value
	UNAUDITED						AUDITED
Long Positions
Futures Positions
Agriculture		1.01	%	$	57,477			-0.17	%	$	(10,975	)
Currency		0.37	%		20,888			0.06	%		4,031
Energy		0.53	%		30,171			-0.43	%		(28,234	)
Indices		0.52	%		29,829			-0.05	%		(3,318	)
Interest rates		0.34	%		19,555			-0.16	%		(10,506	)
Metals		-0.04	%		(2,270	)		0.00	%		-

Total long positions on open contracts				$	155,650					$	(49,002	)

Short Positions
Futures Positions
Agriculture		0.92	%	$	52,095			-0.26	%	$	(17,425	)
Currency		0.10	%		5,522			0.33	%		21,518
Energy		-0.28	%		(15,984	)		0.89	%		59,088
Indices		-0.07	%		(4,007	)		-0.23	%		(15,231	)
Interest rates		-0.09	%		(5,259	)		0.03	%		1,694
Metals		-0.06	%		(3,685	)		0.04	%		2,772

Total short positions on open contracts				$	28,682					$	52,416

Total net unrealized gain on open contracts				$	184,332					$	3,414

Short put options on futures contracts
Energy (premiums received - $4,245 and $0, respectively)		-0.01	%	$	(560	)		0.00	%	$	-
Indices (premiums received - $3,499 and $0, respectively)		-0.03	%		(1,495	)		0.00	%		-
Interest rates (premiums received - $0 and $4,356, respectively)		0.00	%		-			-0.11	%		(7,440	)
Metals (premiums received - $3,453 and $0, respectively)		-0.07	%		(4,050	)		0.00	%		-

Total short put options on futures contracts				$	(6,105	)				$	(7,440	)

Short call options on futures contracts
Energy (premiums received - $3,438 and $0, respectively)		-0.16	%	$	(9,040	)		0.00	%	$	-
Indices (premiums received - $3,439 and $0, respectively)		-0.08	%		(4,285	)		0.00	%		-
Interest rates (premiums received - $0 and $3,000, respectively)		0.00	%		-			-0.01	%		(619	)
Metals (premiums received - $3,241 and $0, respectively)		-0.04	%		(2,470	)		0.00	%		-

Total short call options on futures contracts				$	(15,795	)				$	(619	)

Total options written on futures contracts				$	(21,900	)				$	(8,059	)

XML 17 R7.htm IDEA: XBRL DOCUMENT

General Information and Summary

9 Months Ended

Sep. 30, 2016

Disclosure Text Block [Abstract]

Nature of Operations [Text Block]

(1) General Information and Summary

·	Short-Term Trading. A strategy that refers to all futures and currency investment strategies with a trading horizon ranging from intraday to less than a month, which seeks to exploit short-term price inefficiencies. This is typically done using technical analysis.

The Trust is governed by the Tenth Amended and Restated Declaration and Agreement of Trust dated January 31, 2015 (the “Trust Agreement”).

The Trust has no officers, directors or employees.

As of September 30, 2016, accounting and transfer agency services for the Trust are provided by NAV Consulting, Inc., the Trust’s administrator.

(a) Any unitholder who had redeemed their entire interest in the Trust prior to distribution received cash (“Non-Participating Owners”).

(b) Any unitholder who had continued to own units in the Trust received additional units in the Trust at the then net asset value of the Trust (“Participating Owner”).

The unitholders had no rights to request redemptions from the LLC.

XML 18 R8.htm IDEA: XBRL DOCUMENT

Summary of Significant Accounting Policies	9 Months Ended
Summary of Significant Accounting Policies	Sep. 30, 2016
Accounting Policies [Abstract]
Significant Accounting Policies [Text Block]	(2) Summary of Significant Accounting Policies The accounting and reporting policies of the Trust conform to accounting principles generally accepted in the United States of America and to practices in the commodities industry. The following is a description of the more significant of those policies that the Trust follows in preparing its consolidated financial statements. (a) Basis of Presentation The accompanying unaudited consolidated financial statements of the Trust have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the rules and regulations of the SEC. Accordingly, they do not include all of the information and footnotes required by US GAAP for complete financial statements. In the opinion of management, all adjustments (consisting only of normal recurring adjustments) considered necessary for a fair presentation of the financial condition and results of operations of the Trust for the periods presented have been included. The Trust’s unaudited consolidated financial statements and the related notes should be read together with the consolidated financial statements and related notes included in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015. While the Trust is not registered, and is not required to be registered as an investment company under the Investment Company Act of 1940, as amended, it meets the definition of an investment company within the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, Financial Services - Investment Companies, and follows the accounting and reporting guidance therein. (b) Principles of Consolidation The accompanying consolidated financial statements include the accounts of the Trust, its wholly-owned subsidiaries: the LLC through the Termination Date (see Note (1) above), the OASIS Centurion Asset Mgmt Series (through January 31, 2016), OASIS Turing Wheel Capital Series, OASIS Claughton Capital Series, and OASIS Degraves Capital Mgmt PTY Series (effective January 9, 2016). The consolidated financial statements also include the controlling and majority equity interest in the OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS ROW Asset Mgmt Series. Interests in such series of RJ OASIS not wholly-owned by the Trust are shown as non-controlling interests. All material intercompany transactions have been eliminated upon consolidation. (c) Revenue Recognition Commodity futures contracts, forward contracts, physical commodities, and related options are recorded on their trade date. All such transactions are recorded on a mark-to-market basis and measured at fair value daily. Net unrealized gains on open contracts reflected in the consolidated statements of financial condition represent the difference between original contract amount and fair value (as determined by exchange settlement prices for futures contracts and related options and cash dealer prices at a predetermined time for forward contracts, physical commodities, and their related options) as of the last business day of the reporting period or as of the last date of the consolidated financial statements. As the broker has the right of offset, the Trust presents net unrealized gains and losses on open futures contracts (the difference between contract trade price and quoted market price) as a net amount in the consolidated statements of financial condition. Any change in net unrealized gain or loss on futures and forward contracts from the preceding period is reported in the consolidated statements of operations. Gains or losses are realized when contracts are liquidated. The Trust may write (sell) and purchase exchange listed options on commodities or financial instruments. An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period. The option premium is the total price paid or received for the option contract. When the Trust writes an option, the premium received is recorded as a liability in the statement of financial condition and measured at fair value daily. When the Trust purchases an option, the premium paid is recorded as an asset in the consolidated statements of financial condition and measured at fair value daily. Realized gains (losses) and changes in net unrealized gains (losses) on options contracts are included in the consolidated statements of operations. When a written option expires or the Trust enters into a closing purchase transaction, the difference between the net premium received and any amount paid at expiration or on executing a closing purchase transaction, including commission, is recognized as a component of realized gain (loss) on closed positions. When a purchased option is exercised, the proceeds on the sale of an underlying instrument (for a purchased put option), or the purchase cost of an underlying instrument (for a purchased call option) is adjusted by the amount of the premium paid. For each series of RJ OASIS in which the Trust invests, that portion of the Trust’s net assets are deposited into an account of the relevant Trading Company held at RJO, the clearing broker and currency dealer for each Trading Company. For U.S. dollar deposits, 100% of interest earned on the series’ assets, calculated by the average four-week Treasury bill rate, is paid to the series. For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points. Any amounts received by RJO in excess of amounts paid to the series are retained by RJO. On October 6, 2010, the Managing Owner appointed RJOIM, an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells. As of Sepetember 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets. To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited. (d) Ongoing Offering Costs Ongoing offering costs, subject to a ceiling of 0.50% of the Trust’s average month-end net asset value, are paid by the Trust and accrued monthly. (e) Foreign Currency Transactions Trading accounts in foreign currency denominations are susceptible to both movements in the underlying contract markets as well as fluctuation in currency rates. Foreign currencies are translated into U.S. dollars for closed positions at an average exchange rate for the year, while quarter and year-end balances are translated at the quarter and year-end currency rates. The impact of the translation is reflected in the consolidated statements of operations. (f) Use of Estimates The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. (g) Valuation of Assets Held at Refco Capital Markets, Ltd. The Trust recorded an impairment charge against its assets held at REFCO, LTD at December 31, 2005, based on management’s estimate of fair value at that time. Subsequent recoveries from REFCO, LTD were credited against the then book value of the claim. On June 28, 2007, the Trust’s cumulative recoveries from REFCO, LTD exceeded the book value of the impaired assets held at REFCO, LTD, which resulted in no remaining book value for those assets. All recoveries in excess of the book value of the impaired assets have been recorded as “Collections in excess of impaired value” on the Trust’s consolidated statements of operations. As part of the winding down of the LLC, US Bank, as Manager of the LLC, has taken into full account the LLC’s liabilities and assets, and has made payment and otherwise provided for all remaining LLC’s debits and liabilities. (h) Recent Pronouncements On May 28, 2014, the FASB issued Accounting Standards Update (“ASU”) 2014-09, Revenue from Contracts with Customers, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers. The ASU will replace most existing revenue recognition guidance in U.S. GAAP when it becomes effective. The standard permits the use of either the retrospective or cumulative effect transition method. In July 2015, the FASB voted to delay the effective date of this ASU by one year. The ASU will now be effective commencing with the Trust’s quarter ending March 31, 2018. Early adoption of this ASU is allowed no sooner than the original effective date. The Trust has not yet selected a transition method nor has it determined the effect of the standard on its ongoing financial reporting. In August 2014, the FASB issued ASU No. 2014-15, Presentation of Financial Statements - Going Concern: Disclosures of Uncertainties about an Entity’s Ability to Continue as a Going Concern, which requires management to evaluate whether there are conditions or events that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued or are available to be issued. This ASU also requires management to disclose certain information depending on the results of the going concern evaluation. The provisions of this ASU are effective for annual periods ending after December 15, 2016, and for interim and annual periods thereafter. Early adoption is permitted. This amendment is applicable to the Trust beginning in the first quarter of fiscal year 2017. The adoption of this standard is not expected to have a material impact on the consolidated financial statements.

XML 19 R9.htm IDEA: XBRL DOCUMENT

Fees	9 Months Ended
Fees	Sep. 30, 2016
Fees and Commissions [Abstract]
Fees And Commissions [Text Block]	(3) Fees Management fees are accrued and paid monthly by the relevant series’ Trading Company. Incentive fees are accrued monthly and paid quarterly, as applicable, by the relevant series’ Trading Company. Trading decisions for the period of these financial statements were made by the Trading Advisors. Management fees and incentive fees were not due on the LLC net assets. See Note (1). Pursuant to the Trust Agreement, the Trust pays the Managing Owner a fee of 0.50% of the Trust’s month-end net assets on an annual basis. Pursuant to the Investment Management Agreement, the Trust pays RPM a monthly management fee at a rate of 0.0625% (a 0.75% annual rate) of the Trust’s month-end net asset calculated after determined and before reduction for any RPM management fees then being calculated and all other fees and expenses as of such month end, and before giving effect to any subscriptions for units in the Trust made as of the beginning of the month immediately following such month end and to any distributions or redemptions accrued during or as of such month end. Pursuant to the Investment Management Agreement, RPM will receive from the Class C and D units a quarterly incentive fee of 10% of any “New Appreciation”, if any, of any New Assets. “New Assets” are that portion of the assets contributed to the Trust from the date of the Investment Management Agreement. New Appreciation in any quarter is equal to the amount by which the net asset value of the New Assets, prior to reduction for any accrued RPM performance fee, but after reduction for all other fees and expenses allocable to the New Assets (including the RPM management fee and management and incentive fees paid to the Trading Advisors, as described below), exceeds the cumulative trading profit as of any previous calendar quarter-end. Interest income shall not be taken into account in calculating New Appreciation. Pursuant to the Advisory Agreements, each Trading Advisor receives from the relevant series’ Trading Company a monthly management fee ranging from 0.042% to 0.083% (a 0.5% to 1% annual rate) of the Trust’s month-end net assets calculated after deduction of brokerage fees, but before reduction for any incentive fee or other costs and before inclusion of new unitholder subscriptions and redemptions for the month. Pursuant to its Advisory Agreement, each Trading Advisor may also receive from the relevant series’ Trading Company a quarterly incentive fee ranging from 15% to 20% of the “New Trading Profit,” if any, of the Trust. The incentive fee is based on the performance of each Trading Advisor’s portion of the assets allocated to them. New Trading Profit in any quarter is equal to the “Trading Profit” for such quarter that is in excess of the highest level of such cumulative trading profit as of any previous calendar quarter-end. Trading Profit is calculated by including realized and net unrealized profits and losses, excluding interest income, and deducting the management fee and brokerage fee. For a description of the fees paid by the Trust to RJOIM, the Trust’s cash manager, see Note (9).

XML 20 R10.htm IDEA: XBRL DOCUMENT

Income Taxes	9 Months Ended
Income Taxes	Sep. 30, 2016
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	(4) Income Taxes It is expected that that the Trust will be treated as a “partnership” for both U.S. federal and state tax purposes. As such, no provision for U.S. federal income taxes has been made in the accompanying consolidated financial statements as each beneficial owner is responsible for reporting income (loss) based on its pro rata share of the profits or losses of the Trust. The only significant differences in financial and income tax reporting basis are ongoing offering costs. The Trust files income tax returns in the U.S. federal jurisdiction and in various state and local jurisdictions. The Trust’s U.S. federal income tax returns for all tax years ended on or after December 31, 2013 remain subject to examination by the Internal Revenue Service. The Trust’s state and local income tax returns are subject to examination by the respective state and local authorities over various statutes of limitations, generally ranging from three to five years from the date of filing.

XML 21 R11.htm IDEA: XBRL DOCUMENT

Trading Activities and Related Risks	9 Months Ended
Trading Activities and Related Risks	Sep. 30, 2016
Trading Activities And Related Risks [Abstract]
Trading Activities And Related Risks [Text Block]	(5) Trading Activities and Related Risks The Trust, through its indirect investment in the Trading Companies, engages in the speculative trading of U.S. and international futures contracts, options, and forward contracts (collectively derivatives). These derivatives include both financial and non-financial contracts held as part of a diversified trading strategy. The Trading Companies are exposed to both market risk - the risk arising from changes in the market value of the contract - and credit risk - the risk of failure by another party to perform according to the terms of a contract. The purchase and sale of futures requires initial and on-going margin deposits with a futures commission merchant (“FCM”). The CE Act requires an FCM to segregate or secure all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property, such as U.S. Treasury Bills, deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a customer’s pro rata share of segregated funds. It is possible that the recovered amount could be less than the total of cash and other property deposited by the customer. The Trust, through its indirect investment in the Trading Companies, has cash on deposit with the FCM in connection with its trading of forward contracts. In the normal course of business, the Trust does not require collateral from such interbank market maker. Due to forward contracts being traded in unregulated markets between principals, the Trust also assumes a credit risk, the risk of loss from counterparty non-performance. For derivatives, risks arise from changes in the market value of the contracts. Theoretically, the Trading Companies are exposed to a market risk equal to the value of futures and forward contracts purchased and unlimited liability on such contracts sold short. A Trading Company, as writer of an option, has no control over whether the underlying instrument may be sold (called) and as a result bears the risk of an unfavorable change in the market value of the instrument underlying the written option. There is also the risk the Trading Company may not be able to enter into a closing transaction because of an illiquid market. The Trading Companies may purchase exchange-traded options. As such, the relevant Trading Company pays a premium at the outset and then bears the risk of unfavorable changes in the price of the contract underlying the option. Purchased options expose the Trading Companies to a risk of loss limited to the premiums paid. Net trading results from derivatives for the nine month periods ended September 30, 2016 and 2015, respectively, are reflected in the consolidated statements of operations and are equal to the gain or loss from trading less brokerage commissions. Such trading results reflect the net gain or loss arising from the Trust’s speculative trading of futures contracts, options and forward contracts through its indirect investment with the Trading Companies. The Trust, through its indirect investment in the Trading Companies, may invest its margin in fixed income securities as permitted by CFTC regulations regarding acceptable securities for investment of segregated assets and the RJOIM agreement with the Trust. Such acceptable securities, include, but are not limited to, U.S. Treasury and government agencies’ securities, purchase agreements collateralized by U.S. Treasury and government agencies, corporate debt securities, and bank debt securities. The Trust’s total investment in corporate debt securities, bank deposit securities, and certificate of deposits combined cannot exceed 40% of the Trust’s total assets. The Beneficial Owners bear the risk of loss only to the extent of the market value of their respective investments in the Trust. See Note (10) for further details on Derivative Instruments and Hedging Activities.

XML 22 R12.htm IDEA: XBRL DOCUMENT

Fair Value Measurements

9 Months Ended

Sep. 30, 2016

Fair Value Disclosures [Abstract]

Fair Value Disclosures [Text Block]

(6) Fair Value Measurements

The Trust’s exchange-traded futures contracts and options on futures contracts are valued based on quoted prices (unadjusted) in active markets for identical assets or liabilities.

	September 30, 2016
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	187,205		$	-	$	-	$	187,205
		187,205			-		-		187,205
Liabilities
Net unrealized loss on open contracts:
Futures positions		(2,873	)		-		-		(2,873	)
Options written on futures contracts		(21,900	)		-		-		(21,900	)
		(24,773	)		-		-		(24,773	)

Total fair value	$	162,432		$	-	$	-	$	162,432

	December 31, 2015
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	3,414		$	-	$	-	$	3,414
		3,414			-		-		3,414
Liabilities
Options written on futures contracts		(8,059	)		-		-		(8,059	)
		(8,059	)		-		-		(8,059	)

Total fair value	$	(4,645	)	$	-	$	-	$	(4,645	)

- Definition

The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.

+ References + Details

XML 23 R13.htm IDEA: XBRL DOCUMENT

Operations

9 Months Ended

Sep. 30, 2016

Brokers and Dealers [Abstract]

Brokers and Dealers Disclosure [Text Block]

(7) Operations

Redemptions

Subscriptions

Commissions

The Managing Owner and/or affiliates act as commodity brokers for the Trust through RJO.

“Commission and fees” included the following across each class of units (1):

Recipient	Nature of Payment	Class A Units			Class B Units			Class C Units			Class D Units (2)
Managing Owner	Managing Owner Fee		0.50	%		0.50	%		0.50	%		0.50	%
Selling Agents	Selling Commission		2.00	%		0.00	%		0.00	%		2.00	%
Selling Agents	Selling Commission (initial sales charge) (3)		0.00	%		0.00	%		0.00	%		2.00	%
Managing Owner	Wholesale Fee (4)		0.00	%		0.00	%		0.35	%		0.35	%
Clearing Broker	Clearing, NFA and exchange fees (approximately) (5)		1.75	%		1.75	%		1.75	%		1.75	%

			4.25	%		2.25	%		2.60	%		6.60	%

(1) The above costs, fees and expenses are reflected in the commission by class line on the consolidated statement of operations. Commissions are not paid with respect to the LLC’s net assets.

(2) As of September 30, 2016, no Class D units had been sold.

(3) Class D units may be subject to an initial sales charge of up to 2.00% of the subscription amount upon investment.

(4) The Class C and Class D units are subject to a wholesaling fee of .35% to the Managing Owner to compensate agents who may facilitate distribution of such units.

(5) Fees are charged as actually incurred.

XML 24 R14.htm IDEA: XBRL DOCUMENT

Financial Highlights

9 Months Ended

Sep. 30, 2016

Disclosure Text Block Supplement [Abstract]

Additional Financial Information Disclosure [Text Block]

(8) Financial Highlights

	Class A						Class B						Class A						Class B
	Three months ended						Three months ended						Nine months ended						Nine months ended
	September 30,						September 30,						September 30,						September 30,
	2016			2015			2016			2015			2016			2015			2016			2015
Per share operating performance:
Net asset value of Trading units, beginning of period	$	59.93		$	59.48		$	69.65		$	67.75		$	58.09		$	67.49		$	66.84		$	76.11
Total Trading income (loss):
Trading gain (loss)		(1.31	)		(0.33	)		(1.53	)		(0.37	)		4.89			(4.01	)		5.62			(4.60	)
Investment income		0.04			-			0.04			-			0.11			0.01			0.12			0.01
Expenses		(1.98	)		(1.85	)		(1.96	)		(1.78	)		(6.41	)		(6.19	)		(6.38	)		(5.92	)
Trading income (loss)		(3.25	)		(2.18	)		(3.45	)		(2.15	)		(1.41	)		(10.19	)		(0.64	)		(10.51	)
Net asset value of Trading units, end of period	$	56.68		$	57.30		$	66.20		$	65.60		$	56.68		$	57.30		$	66.20		$	65.60

Total return:
Total return before incentive fees		(5.28	%)		(3.65	%)		(4.80	%)		(3.17	%)		(1.28	%)		(14.07	%)		0.20	%		(12.82	%)
Less incentive fee allocations		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total return		(5.43	%)		(3.65	%)		(4.95	%)		(3.17	%)		(2.43	%)		(15.09	%)		(0.95	%)		(13.80	%)

Ratios to average net assets:
Trading income (loss)		(5.48	%)		(3.76	%)		(5.03	%)		(3.29	%)		(1.86	%)		(15.96	%)		(0.44	%)		(14.49	%)
Expenses:
Expenses, less incentive fees		(3.24	%)		(3.20	%)		(2.71	%)		(2.69	%)		(9.71	%)		(8.86	%)		(8.16	%)		(7.29	%)
Incentive fees		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total expenses		(3.39	%)		(3.20	%)		(2.86	%)		(2.69	%)		(10.86	%)		(9.88	%)		(9.31	%)		(8.27	%)

The calculations above do not include activity within the Trust’s Non-Trading Accounts.

XML 25 R15.htm IDEA: XBRL DOCUMENT

Cash Management Agreement with Affiliate	9 Months Ended
Cash Management Agreement with Affiliate	Sep. 30, 2016
Related Party Transactions [Abstract]
Related Party Transactions Disclosure [Text Block]	(9) Cash Management Agreement with Affiliate On October 6, 2010, the Managing Owner retained RJOIM, an SEC registered investment adviser and an affiliate of the Managing Owner, as cash manager. The assets managed by RJOIM are held in segregated accounts in custody at Wells. RJOIM is paid an annual fee, currently 0.20% calculated and accrued daily at a rate equal to 1/360 of the principal balance. As of August 1, 2014, RJOIM agreed to waive all advisory fees previously charged to the Trust, back to January 1, 2014, in response to a request by the Managing Owner for said rebate. This request was made due to the decrease in the size of the Trust’s deposit with RJOIM and the current interest rate environment. As of September 30, 2016, the Trust’s deposits held by RJOIM consisted of cash of $1,797,000. Since August 1, 2014, RJOIM continues to waive its advisory fee.

XML 26 R16.htm IDEA: XBRL DOCUMENT

Derivative Instruments and Hedging Activities

9 Months Ended

Sep. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative Instruments and Hedging Activities Disclosure [Text Block]

(10) Derivative Instruments and Hedging Activities

The Trust does not utilize “hedge accounting” and instead “marks-to-market” any derivatives through operations.

Derivatives not designated as hedging instruments:

As of September 30, 2016
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	156,017	$	(46,445	)	$	109,572
Currency		38,761		(12,351	)		26,410
Energy		57,186		(52,599	)		4,587
Indices		33,695		(13,653	)		20,042
Interest rates		30,041		(15,745	)		14,296
Metals		11,901		(24,376	)		(12,475	)
	$	327,601	$	(165,169	)	$	162,432

As of December 31, 2015
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	32,649	$	(61,049	)	$	(28,400	)
Currency		26,412		(863	)		25,549
Energy		104,889		(74,035	)		30,854
Indices		5,225		(23,774	)		(18,549	)
Interest rates		4,782		(21,653	)		(16,871	)
Metals		11,985		(9,213	)		2,772
	$	185,942	$	(190,587	)	$	(4,645	)

Trading gain (loss) for the following periods:

	Nine Months Ended September 30,
Type of Futures Contracts	2016			2015
Agriculture	$	222,679		$	(109,355	)
Currency		(14,698	)		(443,817	)
Energy		(66,462	)		149,498
Indices		115,184			(112,781	)
Interest rates		334,005			204,790
Metals		(23,315	)		(165,505	)
	$	567,393		$	(477,170	)

	Three Months Ended September 30,
Type of Futures Contracts		2016			2015
Agriculture	$	88,163		$	(91,186	)
Currency		(78,068	)		(145,463	)
Energy		(1,999	)		204,334
Indices		124,288			(93,326	)
Interest rates		(207,307	)		97,326
Metals		(51,916	)		(10,263	)
	$	(126,839	)	$	(38,578	)

See Note (5) for additional information on the trading of derivatives not designed as hedging instruments and the related risks.

- Definition

The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 45
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 2
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41620-113959

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959

Reference 5: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579240-113959

Reference 6: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4D
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624177-113959

Reference 7: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 2
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80784-113994

Reference 8: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41641-113959

Reference 9: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579245-113959

Reference 10: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624258-113959

Reference 11: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

Reference 12: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4K
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5708775-113959

Reference 13: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4J
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5708773-113959

Reference 14: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5618551-113959

Reference 15: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5580258-113959

Reference 16: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4E
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624181-113959

Reference 17: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 25
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

Reference 18: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41638-113959

Reference 19: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 235
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.4-08.(n))
-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

+ Details

XML 27 R17.htm IDEA: XBRL DOCUMENT

Offsetting

9 Months Ended

Sep. 30, 2016

Offsetting [Abstract]

Offsetting [Text Block]

(11) Offsetting

	Offsetting of Derivative Assets

	As of September 30, 2016							As of December 31, 2015
	Gross		Gross Amounts			Net Amounts of Assets		Gross		Gross Amounts			Net Amounts of Assets
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Assets		Financial Condition			Financial Condition		Assets		Financial Condition			Financial Condition

Futures and forward contracts	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

	Derivative Assets and Collateral Held by Counterparty

	As of September 30, 2016								As of December 31, 2015
	Net Amount of		Gross Amounts Not						Net Amount of			Gross Amounts Not
	Assets in the		Offset in theStatement						Assets in the			Offset in the Statement
Individual Trading Companies	Statement of		of Financial Condition						Statement of			of Financial Condition
(with derivative assets and	Financial		Financial		Cash Collateral		Net		Financial			Financial		Cash Collateral		Net
collateral held by RJO)	Condition		Instruments		Received		Amount		Condition			Instruments		Received		Amount

OASIS PGR, LLC	$	56,693	$	-	$	-	$	56,693	$	(26,242	)	$	-	$	-	$	(26,242	)
OASIS ROW, LLC		101,364		-		-		101,364		11,674			-		-		11,674
OASIS TWC, LLC		-		-		-		-		(715	)		-		-		(715	)
OASIS Claughton, LLC		29,148		-		-		29,148		18,697			-		-		18,697

	$	187,205	$	-	$	-	$	187,205	$	3,414		$	-	$	-	$	3,414

	Offsetting of Derivative Liabilities

	As of September 30, 2016							As of December 31, 2015
						Net Amounts of							Net Amounts of
	Gross		Gross Amounts			Liabilities		Gross		Gross Amounts			Liabilities
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Liabilities		Financial Condition			Financial Condition		Liabilities		Financial Condition			Financial Condition

Futures and forward contracts	$	143,269	$	(140,396	)	$	2,873	$	182,528	$	(182,528	)	$	-
Options written on futures contracts		21,900		-			21,900		8,059		-			8,059

	$	165,169	$	(140,396	)	$	24,773	$	190,587	$	(182,528	)	$	8,059

	Derivative Liabilities and Collateral Pledged by Counterparty

	As of September 30, 2016												As of December 31, 2015
	Net Amount of		Gross Amounts Not										Net Amount of			Gross Amounts Not
	Liabilities in		Offset in the Statement of Financial Condition										Liabilities in			Offset in the Statement of Financial Condition
Individual Trading Companies	the Statement		Offset in the Statement of Financial Condition										the Statement			Offset in the Statement of Financial Condition
(with derivative liabilities and	of Financial		Financial				Cash Deposits			Net			of Financial			Financial				Cash Deposits			Net
collateral held by RJO)	Condition		Instruments				Held by Broker			Amount			Condition			Instruments				Held by Broker			Amount

OASIS RCM, LLC	$	2,679		$	(2,679	)		$	-		$	-		$	-		$	-			$	-		$	-
OASIS ROW, LLC		21,900			(21,900	)			-			-			8,059			(8,059	)			-			-
OASIS TWC, LLC		194			(194	)			-			-			-			-				-			-

	$	24,773		$	(24,773	)		$	-		$	-		$	8,059		$	(8,059	)		$	-		$	-

XML 28 R18.htm IDEA: XBRL DOCUMENT

Subsequent Events	9 Months Ended
Subsequent Events	Sep. 30, 2016
Subsequent Events [Abstract]
Subsequent Events [Text Block]	(12) Subsequent Events As of October 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW) and the “OASIS Turning Wheel Capital Series” (managed by TWC ) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); “OASIS PGR Capital Series” (managed by PGR); “OASIS Claughton Capital Series” (managed by Claughton) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate additional funds from the cash investment account at Wells that is managed by RJOIM. The amounts redeemed out of the OASIS ROW Asset Mgmt Series and OASIS Turning Wheel Capital Series was $30,365 and $416, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series , OASIS Claughton Capital Series and OASIS Degraves Capital Mgmt PTY Series was $40,360, $195,341, $112,290 and $2,830, respectively; and the amount allocated from Wells was $320,039 after month-end reallocation. As of November 1, 2016, the Trust partially redeemed out of the “OASIS ROW Asset Mgmt Series” (managed by ROW); “OASIS Turning Wheel Capital Series” (managed by TWC ) and out of the “OASIS Claughton Capital Series” (managed by Claughton) and after month-end reallocations subscribed to invest into the “OASIS Revolution Capital Mgmt Series” (managed by RCM); and into the “OASIS PGR Capital Series” (managed by PGR) and into the “OASIS Degraves Capital Mgmt PTY Series” (managed by DCM), and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS ROW Asset Mgmt Series, OASIS Turning Wheel Capital Series and OASIS Claughton Capital Series was $69,081, $163,307 and $24,296, respectively; and the amount allocated to OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS Degraves Capital Mgmt PTY Series was $9,720, $168,006 and $44,170, respectively; and the amount allocated to Wells was $34,788 after month-end reallocation. As of November 3, 2016, the Trust partially redeemed out of the "OASIS Revolution Capital Mgmt Series" (managed by RCM) and fully redeemed out of the "OASIS Turning Wheel Capital Mgmt Series" (managed by TWC) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS Revolution Capital Mgmt Series and out of the OASIS Turning Wheel Capital Series was $266,667, and $109,421, respectively, and the amount allocated to Wells was $376,088. As of November 4, 2016, the Trust fully redeemed out of the “OASIS PGR Capital Series” (managed by PGR) and fully redeemed out of the “OASIS Claughton Capital Series” (managed by Claughton) and subscribed to allocate the excess funds to the cash investment account at Wells to be managed by RJOIM. The amounts redeemed out of the OASIS PGR Capital Series and out of the OASIS Claughton Capital Series was $1,338,011, and $299,126, respectively, and the amount allocated to Wells was $1,637,137. The current NAV as of close of business November 11, 2016 for Class A and Class B units are $50.68 and $59.34, respectively.

XML 29 R19.htm IDEA: XBRL DOCUMENT

Accounting Policies, by Policy (Policies)	9 Months Ended
Accounting Policies, by Policy (Policies)	Sep. 30, 2016
Accounting Policies [Abstract]
Basis of Accounting, Policy [Policy Text Block]	(a) Basis of Presentation The accompanying unaudited consolidated financial statements of the Trust have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the rules and regulations of the SEC. Accordingly, they do not include all of the information and footnotes required by US GAAP for complete financial statements. In the opinion of management, all adjustments (consisting only of normal recurring adjustments) considered necessary for a fair presentation of the financial condition and results of operations of the Trust for the periods presented have been included. The Trust’s unaudited consolidated financial statements and the related notes should be read together with the consolidated financial statements and related notes included in the Trust’s Annual Report on Form 10-K for the year ended December 31, 2015. While the Trust is not registered, and is not required to be registered as an investment company under the Investment Company Act of 1940, as amended, it meets the definition of an investment company within the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946, Financial Services - Investment Companies, and follows the accounting and reporting guidance therein.
Consolidation, Policy [Policy Text Block]	(b) Principles of Consolidation The accompanying consolidated financial statements include the accounts of the Trust, its wholly-owned subsidiaries: the LLC through the Termination Date (see Note (1) above), the OASIS Centurion Asset Mgmt Series (through January 31, 2016), OASIS Turing Wheel Capital Series, OASIS Claughton Capital Series, and OASIS Degraves Capital Mgmt PTY Series (effective January 9, 2016). The consolidated financial statements also include the controlling and majority equity interest in the OASIS Revolution Capital Mgmt Series, OASIS PGR Capital Series and OASIS ROW Asset Mgmt Series. Interests in such series of RJ OASIS not wholly-owned by the Trust are shown as non-controlling interests. All material intercompany transactions have been eliminated upon consolidation.
Revenue Recognition, Policy [Policy Text Block]	(c) Revenue Recognition Commodity futures contracts, forward contracts, physical commodities, and related options are recorded on their trade date. All such transactions are recorded on a mark-to-market basis and measured at fair value daily. Net unrealized gains on open contracts reflected in the consolidated statements of financial condition represent the difference between original contract amount and fair value (as determined by exchange settlement prices for futures contracts and related options and cash dealer prices at a predetermined time for forward contracts, physical commodities, and their related options) as of the last business day of the reporting period or as of the last date of the consolidated financial statements. As the broker has the right of offset, the Trust presents net unrealized gains and losses on open futures contracts (the difference between contract trade price and quoted market price) as a net amount in the consolidated statements of financial condition. Any change in net unrealized gain or loss on futures and forward contracts from the preceding period is reported in the consolidated statements of operations. Gains or losses are realized when contracts are liquidated. The Trust may write (sell) and purchase exchange listed options on commodities or financial instruments. An option is a contract allowing, but not requiring, its holder to buy (call) or sell (put) a specific or standard commodity or financial instrument at a specified price during a specified time period. The option premium is the total price paid or received for the option contract. When the Trust writes an option, the premium received is recorded as a liability in the statement of financial condition and measured at fair value daily. When the Trust purchases an option, the premium paid is recorded as an asset in the consolidated statements of financial condition and measured at fair value daily. Realized gains (losses) and changes in net unrealized gains (losses) on options contracts are included in the consolidated statements of operations. When a written option expires or the Trust enters into a closing purchase transaction, the difference between the net premium received and any amount paid at expiration or on executing a closing purchase transaction, including commission, is recognized as a component of realized gain (loss) on closed positions. When a purchased option is exercised, the proceeds on the sale of an underlying instrument (for a purchased put option), or the purchase cost of an underlying instrument (for a purchased call option) is adjusted by the amount of the premium paid. For each series of RJ OASIS in which the Trust invests, that portion of the Trust’s net assets are deposited into an account of the relevant Trading Company held at RJO, the clearing broker and currency dealer for each Trading Company. For U.S. dollar deposits, 100% of interest earned on the series’ assets, calculated by the average four-week Treasury bill rate, is paid to the series. For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points. Any amounts received by RJO in excess of amounts paid to the series are retained by RJO. On October 6, 2010, the Managing Owner appointed RJOIM, an affiliate of the Managing Owner, to manage the Trust’s cash deposited with Wells. As of Sepetember 30, 2016, Wells held approximately $1,797,000 of the Trust’s assets. To the extent excess cash is not invested in securities, such cash will be subject to the creditworthiness of the institution where such funds are deposited.
Organization Offering and Related Costs [Policy Text Block]	(d) Ongoing Offering Costs Ongoing offering costs, subject to a ceiling of 0.50% of the Trust’s average month-end net asset value, are paid by the Trust and accrued monthly.
Foreign Currency Transactions and Translations Policy [Policy Text Block]	(e) Foreign Currency Transactions Trading accounts in foreign currency denominations are susceptible to both movements in the underlying contract markets as well as fluctuation in currency rates. Foreign currencies are translated into U.S. dollars for closed positions at an average exchange rate for the year, while quarter and year-end balances are translated at the quarter and year-end currency rates. The impact of the translation is reflected in the consolidated statements of operations.
Use of Estimates, Policy [Policy Text Block]	(f) Use of Estimates The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.
Impairment or Disposal of Long-Lived Assets, Policy [Policy Text Block]	(g) Valuation of Assets Held at Refco Capital Markets, Ltd. The Trust recorded an impairment charge against its assets held at REFCO, LTD at December 31, 2005, based on management’s estimate of fair value at that time. Subsequent recoveries from REFCO, LTD were credited against the then book value of the claim. On June 28, 2007, the Trust’s cumulative recoveries from REFCO, LTD exceeded the book value of the impaired assets held at REFCO, LTD, which resulted in no remaining book value for those assets. All recoveries in excess of the book value of the impaired assets have been recorded as “Collections in excess of impaired value” on the Trust’s consolidated statements of operations. As part of the winding down of the LLC, US Bank, as Manager of the LLC, has taken into full account the LLC’s liabilities and assets, and has made payment and otherwise provided for all remaining LLC’s debits and liabilities.
New Accounting Pronouncements, Policy [Policy Text Block]	(h) Recent Pronouncements On May 28, 2014, the FASB issued Accounting Standards Update (“ASU”) 2014-09, Revenue from Contracts with Customers, which requires an entity to recognize the amount of revenue to which it expects to be entitled for the transfer of promised goods or services to customers. The ASU will replace most existing revenue recognition guidance in U.S. GAAP when it becomes effective. The standard permits the use of either the retrospective or cumulative effect transition method. In July 2015, the FASB voted to delay the effective date of this ASU by one year. The ASU will now be effective commencing with the Trust’s quarter ending March 31, 2018. Early adoption of this ASU is allowed no sooner than the original effective date. The Trust has not yet selected a transition method nor has it determined the effect of the standard on its ongoing financial reporting. In August 2014, the FASB issued ASU No. 2014-15, Presentation of Financial Statements - Going Concern: Disclosures of Uncertainties about an Entity’s Ability to Continue as a Going Concern, which requires management to evaluate whether there are conditions or events that raise substantial doubt about the entity’s ability to continue as a going concern within one year after the date that the financial statements are issued or are available to be issued. This ASU also requires management to disclose certain information depending on the results of the going concern evaluation. The provisions of this ASU are effective for annual periods ending after December 15, 2016, and for interim and annual periods thereafter. Early adoption is permitted. This amendment is applicable to the Trust beginning in the first quarter of fiscal year 2017. The adoption of this standard is not expected to have a material impact on the consolidated financial statements.

XML 30 R20.htm IDEA: XBRL DOCUMENT

Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2016

Fair Value Disclosures [Abstract]

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

	September 30, 2016
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	187,205		$	-	$	-	$	187,205
		187,205			-		-		187,205
Liabilities
Net unrealized loss on open contracts:
Futures positions		(2,873	)		-		-		(2,873	)
Options written on futures contracts		(21,900	)		-		-		(21,900	)
		(24,773	)		-		-		(24,773	)

Total fair value	$	162,432		$	-	$	-	$	162,432

	December 31, 2015
	Level 1			Level 2		Level 3		Total
Assets
Net unrealized gain on open contracts:
Futures positions	$	3,414		$	-	$	-	$	3,414
		3,414			-		-		3,414
Liabilities
Options written on futures contracts		(8,059	)		-		-		(8,059	)
		(8,059	)		-		-		(8,059	)

Total fair value	$	(4,645	)	$	-	$	-	$	(4,645	)

XML 31 R21.htm IDEA: XBRL DOCUMENT

Operations (Tables)

9 Months Ended

Sep. 30, 2016

Brokers and Dealers [Abstract]

Schedule of Due to (from) Broker-Dealers and Clearing Organizations [Table Text Block]

“Commission and fees” included the following across each class of units (1):

Recipient	Nature of Payment	Class A Units			Class B Units			Class C Units			Class D Units (2)
Managing Owner	Managing Owner Fee		0.50	%		0.50	%		0.50	%		0.50	%
Selling Agents	Selling Commission		2.00	%		0.00	%		0.00	%		2.00	%
Selling Agents	Selling Commission (initial sales charge) (3)		0.00	%		0.00	%		0.00	%		2.00	%
Managing Owner	Wholesale Fee (4)		0.00	%		0.00	%		0.35	%		0.35	%
Clearing Broker	Clearing, NFA and exchange fees (approximately) (5)		1.75	%		1.75	%		1.75	%		1.75	%

			4.25	%		2.25	%		2.60	%		6.60	%

XML 32 R22.htm IDEA: XBRL DOCUMENT

Financial Highlights (Tables)

9 Months Ended

Sep. 30, 2016

Disclosure Text Block Supplement [Abstract]

Financial Summary [Table Text Block]

	Class A						Class B						Class A						Class B
	Three months ended						Three months ended						Nine months ended						Nine months ended
	September 30,						September 30,						September 30,						September 30,
	2016			2015			2016			2015			2016			2015			2016			2015
Per share operating performance:
Net asset value of Trading units, beginning of period	$	59.93		$	59.48		$	69.65		$	67.75		$	58.09		$	67.49		$	66.84		$	76.11
Total Trading income (loss):
Trading gain (loss)		(1.31	)		(0.33	)		(1.53	)		(0.37	)		4.89			(4.01	)		5.62			(4.60	)
Investment income		0.04			-			0.04			-			0.11			0.01			0.12			0.01
Expenses		(1.98	)		(1.85	)		(1.96	)		(1.78	)		(6.41	)		(6.19	)		(6.38	)		(5.92	)
Trading income (loss)		(3.25	)		(2.18	)		(3.45	)		(2.15	)		(1.41	)		(10.19	)		(0.64	)		(10.51	)
Net asset value of Trading units, end of period	$	56.68		$	57.30		$	66.20		$	65.60		$	56.68		$	57.30		$	66.20		$	65.60

Total return:
Total return before incentive fees		(5.28	%)		(3.65	%)		(4.80	%)		(3.17	%)		(1.28	%)		(14.07	%)		0.20	%		(12.82	%)
Less incentive fee allocations		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total return		(5.43	%)		(3.65	%)		(4.95	%)		(3.17	%)		(2.43	%)		(15.09	%)		(0.95	%)		(13.80	%)

Ratios to average net assets:
Trading income (loss)		(5.48	%)		(3.76	%)		(5.03	%)		(3.29	%)		(1.86	%)		(15.96	%)		(0.44	%)		(14.49	%)
Expenses:
Expenses, less incentive fees		(3.24	%)		(3.20	%)		(2.71	%)		(2.69	%)		(9.71	%)		(8.86	%)		(8.16	%)		(7.29	%)
Incentive fees		(0.15	%)		0.00	%		(0.15	%)		0.00	%		(1.15	%)		(1.02	%)		(1.15	%)		(0.98	%)
Total expenses		(3.39	%)		(3.20	%)		(2.86	%)		(2.69	%)		(10.86	%)		(9.88	%)		(9.31	%)		(8.27	%)

XML 33 R23.htm IDEA: XBRL DOCUMENT

Derivative Instruments and Hedging Activities (Tables)

9 Months Ended

Sep. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

Derivatives not designated as hedging instruments:

As of September 30, 2016
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	156,017	$	(46,445	)	$	109,572
Currency		38,761		(12,351	)		26,410
Energy		57,186		(52,599	)		4,587
Indices		33,695		(13,653	)		20,042
Interest rates		30,041		(15,745	)		14,296
Metals		11,901		(24,376	)		(12,475	)
	$	327,601	$	(165,169	)	$	162,432

As of December 31, 2015
	Asset		Liability
Type of	Derivatives		Derivatives			Net
Futures Contracts	Fair Value		Fair Value			Fair Value

Agriculture	$	32,649	$	(61,049	)	$	(28,400	)
Currency		26,412		(863	)		25,549
Energy		104,889		(74,035	)		30,854
Indices		5,225		(23,774	)		(18,549	)
Interest rates		4,782		(21,653	)		(16,871	)
Metals		11,985		(9,213	)		2,772
	$	185,942	$	(190,587	)	$	(4,645	)

Schedule of Derivative Instruments Included in Trading Activities [Table Text Block]

Trading gain (loss) for the following periods:

	Nine Months Ended September 30,
Type of Futures Contracts	2016			2015
Agriculture	$	222,679		$	(109,355	)
Currency		(14,698	)		(443,817	)
Energy		(66,462	)		149,498
Indices		115,184			(112,781	)
Interest rates		334,005			204,790
Metals		(23,315	)		(165,505	)
	$	567,393		$	(477,170	)

	Three Months Ended September 30,
Type of Futures Contracts		2016			2015
Agriculture	$	88,163		$	(91,186	)
Currency		(78,068	)		(145,463	)
Energy		(1,999	)		204,334
Indices		124,288			(93,326	)
Interest rates		(207,307	)		97,326
Metals		(51,916	)		(10,263	)
	$	(126,839	)	$	(38,578	)

XML 34 R24.htm IDEA: XBRL DOCUMENT

Offsetting (Tables)

9 Months Ended

Sep. 30, 2016

Offsetting [Abstract]

Offsetting Assets [Table Text Block]

	Offsetting of Derivative Assets

	As of September 30, 2016							As of December 31, 2015
	Gross		Gross Amounts			Net Amounts of Assets		Gross		Gross Amounts			Net Amounts of Assets
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Assets		Financial Condition			Financial Condition		Assets		Financial Condition			Financial Condition

Futures and forward contracts	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

	$	327,601	$	(140,396	)	$	187,205	$	185,942	$	(182,528	)	$	3,414

Schedule of Derivative Instruments [Table Text Block]

	Derivative Assets and Collateral Held by Counterparty

	As of September 30, 2016								As of December 31, 2015
	Net Amount of		Gross Amounts Not						Net Amount of			Gross Amounts Not
	Assets in the		Offset in theStatement						Assets in the			Offset in the Statement
Individual Trading Companies	Statement of		of Financial Condition						Statement of			of Financial Condition
(with derivative assets and	Financial		Financial		Cash Collateral		Net		Financial			Financial		Cash Collateral		Net
collateral held by RJO)	Condition		Instruments		Received		Amount		Condition			Instruments		Received		Amount

OASIS PGR, LLC	$	56,693	$	-	$	-	$	56,693	$	(26,242	)	$	-	$	-	$	(26,242	)
OASIS ROW, LLC		101,364		-		-		101,364		11,674			-		-		11,674
OASIS TWC, LLC		-		-		-		-		(715	)		-		-		(715	)
OASIS Claughton, LLC		29,148		-		-		29,148		18,697			-		-		18,697

	$	187,205	$	-	$	-	$	187,205	$	3,414		$	-	$	-	$	3,414

	Derivative Liabilities and Collateral Pledged by Counterparty

	As of September 30, 2016												As of December 31, 2015
	Net Amount of		Gross Amounts Not										Net Amount of			Gross Amounts Not
	Liabilities in		Offset in the Statement of Financial Condition										Liabilities in			Offset in the Statement of Financial Condition
Individual Trading Companies	the Statement		Offset in the Statement of Financial Condition										the Statement			Offset in the Statement of Financial Condition
(with derivative liabilities and	of Financial		Financial				Cash Deposits			Net			of Financial			Financial				Cash Deposits			Net
collateral held by RJO)	Condition		Instruments				Held by Broker			Amount			Condition			Instruments				Held by Broker			Amount

OASIS RCM, LLC	$	2,679		$	(2,679	)		$	-		$	-		$	-		$	-			$	-		$	-
OASIS ROW, LLC		21,900			(21,900	)			-			-			8,059			(8,059	)			-			-
OASIS TWC, LLC		194			(194	)			-			-			-			-				-			-

	$	24,773		$	(24,773	)		$	-		$	-		$	8,059		$	(8,059	)		$	-		$	-

Offsetting Liabilities [Table Text Block]

	Offsetting of Derivative Liabilities

	As of September 30, 2016							As of December 31, 2015
						Net Amounts of							Net Amounts of
	Gross		Gross Amounts			Liabilities		Gross		Gross Amounts			Liabilities
	Amounts of		Offset in the			Presented in the		Amounts of		Offset in the			Presented in the
	Recognized		Statement of			Statement of		Recognized		Statement of			Statement of
Description	Liabilities		Financial Condition			Financial Condition		Liabilities		Financial Condition			Financial Condition

Futures and forward contracts	$	143,269	$	(140,396	)	$	2,873	$	182,528	$	(182,528	)	$	-
Options written on futures contracts		21,900		-			21,900		8,059		-			8,059

	$	165,169	$	(140,396	)	$	24,773	$	190,587	$	(182,528	)	$	8,059

- Definition

Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41641-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 8
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41678-113959

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41638-113959

Reference 5: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5580258-113959

Reference 6: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579245-113959

Reference 7: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959

Reference 8: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5579240-113959

Reference 9: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 2
-URI http://asc.fasb.org/extlink&oid=64837297&loc=d3e41620-113959

Reference 10: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 235
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.4-08.(n)(2))
-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

+ Details

XML 35 R25.htm IDEA: XBRL DOCUMENT

Schedule of Investments (Details) - Condensed Consolidated Schedule of Investments - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Futures Positions
Total net unrealized gain on open contracts	$ 184,332	$ 3,414
Short put options on futures contracts
Fair Value of Options Written	(21,900)	(8,059)
Long [Member]
Futures Positions
Fair Value on Open Contracts	155,650	(49,002)
Short [Member]
Futures Positions
Fair Value on Open Contracts	$ 28,682	$ 52,416
Future [Member] \| Agriculture Derivative [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	1.01%	(0.17%)
Fair Value on Open Contracts	$ 57,477	$ (10,975)
Short put options on futures contracts
Percentage of Net Assets	1.01%	(0.17%)
Future [Member] \| Agriculture Derivative [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	0.92%	(0.26%)
Fair Value on Open Contracts	$ 52,095	$ (17,425)
Short put options on futures contracts
Percentage of Net Assets	0.92%	(0.26%)
Future [Member] \| Foreign Exchange Contract [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	0.37%	0.06%
Fair Value on Open Contracts	$ 20,888	$ 4,031
Short put options on futures contracts
Percentage of Net Assets	0.37%	0.06%
Future [Member] \| Energy Related Derivative [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	0.53%	(0.43%)
Fair Value on Open Contracts	$ 30,171	$ (28,234)
Short put options on futures contracts
Percentage of Net Assets	0.53%	(0.43%)
Future [Member] \| Energy Related Derivative [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.28%)	0.89%
Fair Value on Open Contracts	$ (15,984)	$ 59,088
Short put options on futures contracts
Percentage of Net Assets	(0.28%)	0.89%
Future [Member] \| Credit Risk Contract [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	0.52%	(0.05%)
Fair Value on Open Contracts	$ 29,829	$ (3,318)
Short put options on futures contracts
Percentage of Net Assets	0.52%	(0.05%)
Future [Member] \| Credit Risk Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.07%)	(0.23%)
Fair Value on Open Contracts	$ (4,007)	$ (15,231)
Short put options on futures contracts
Percentage of Net Assets	(0.07%)	(0.23%)
Future [Member] \| Interest Rate Contract [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	0.34%	(0.16%)
Fair Value on Open Contracts	$ 19,555	$ (10,506)
Short put options on futures contracts
Percentage of Net Assets	0.34%	(0.16%)
Future [Member] \| Interest Rate Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.09%)	0.03%
Fair Value on Open Contracts	$ (5,259)	$ 1,694
Short put options on futures contracts
Percentage of Net Assets	(0.09%)	0.03%
Future [Member] \| Metal Derivatives [Member] \| Long [Member]
Futures Positions
Percentage of Net Assets	(0.04%)	0.00%
Fair Value on Open Contracts	$ (2,270)	$ 0
Short put options on futures contracts
Percentage of Net Assets	(0.04%)	0.00%
Future [Member] \| Metal Derivatives [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.06%)	0.04%
Fair Value on Open Contracts	$ (3,685)	$ 2,772
Short put options on futures contracts
Percentage of Net Assets	(0.06%)	0.04%
Foreign Exchange Forward [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	0.10%	0.33%
Fair Value on Open Contracts	$ 5,522	$ 21,518
Short put options on futures contracts
Percentage of Net Assets	0.10%	0.33%
Put Option [Member] \| Short [Member]
Short put options on futures contracts
Fair Value of Options Written	$ (6,105)	$ (7,440)
Put Option [Member] \| Energy Related Derivative [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.01%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.01%)	0.00%
Fair Value of Options Written	$ (560)	$ 0
Put Option [Member] \| Credit Risk Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.03%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.03%)	0.00%
Fair Value of Options Written	$ (1,495)	$ 0
Put Option [Member] \| Interest Rate Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	0.00%	(0.11%)
Short put options on futures contracts
Percentage of Net Assets	0.00%	(0.11%)
Fair Value of Options Written	$ 0	$ (7,440)
Put Option [Member] \| Metal Derivatives [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.07%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.07%)	0.00%
Fair Value of Options Written	$ (4,050)	$ 0
Call Option [Member] \| Short [Member]
Short put options on futures contracts
Fair Value of Options Written	$ (15,795)	$ (619)
Call Option [Member] \| Energy Related Derivative [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.16%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.16%)	0.00%
Fair Value of Options Written	$ (9,040)	$ 0
Call Option [Member] \| Credit Risk Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.08%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.08%)	0.00%
Fair Value of Options Written	$ (4,285)	$ 0
Call Option [Member] \| Interest Rate Contract [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	0.00%	(0.01%)
Short put options on futures contracts
Percentage of Net Assets	0.00%	(0.01%)
Fair Value of Options Written	$ 0	$ (619)
Call Option [Member] \| Metal Derivatives [Member] \| Short [Member]
Futures Positions
Percentage of Net Assets	(0.04%)	0.00%
Short put options on futures contracts
Percentage of Net Assets	(0.04%)	0.00%
Fair Value of Options Written	$ (2,470)	$ 0

XML 36 R26.htm IDEA: XBRL DOCUMENT

Schedule of Investments (Details) - Condensed Consolidated Schedule of Investments (Parentheticals) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Investment Holdings, Other than Securities [Line Items]
Premiums Received	$ 21,315	$ 7,356
Put Option [Member] \| Energy Related Derivative [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	4,245	0
Put Option [Member] \| Credit Risk Contract [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	3,499	0
Put Option [Member] \| Interest Rate Contract [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	0	4,356
Put Option [Member] \| Metal Derivatives [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	3,453	0
Call Option [Member] \| Energy Related Derivative [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	3,438	0
Call Option [Member] \| Credit Risk Contract [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	3,439	0
Call Option [Member] \| Interest Rate Contract [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	0	3,000
Call Option [Member] \| Metal Derivatives [Member] \| Short [Member]
Investment Holdings, Other than Securities [Line Items]
Premiums Received	$ 3,241	$ 0

XML 37 R27.htm IDEA: XBRL DOCUMENT

General Information and Summary (Details)	3 Months Ended		9 Months Ended
General Information and Summary (Details)	Sep. 30, 2016 USD ($)	Sep. 30, 2015 USD ($)	Sep. 30, 2016 USD ($)	Sep. 30, 2015 USD ($)	Dec. 31, 2015 USD ($)
General Information and Summary (Details) [Line Items]
Number of Independent Trading Advisors			6
Percentage of Trust Assets Not Allocated to Trading Advisors	32.37%		32.37%
Trust Termination Description			The Trust will be terminated on December 31, 2026, unless terminated earlier upon the occurrence of one of the following: (1) Beneficial Owners holding more than 50% of the outstanding units notify the Managing Owner to dissolve the Trust as of a specific date; (2) 120 days after the filing of a bankruptcy petition by or against the Managing Owner, unless the bankruptcy court approves the sale and assignment of the interests of the Managing Owner to a purchaser/assignor that assumes the duties of the Managing Owner; (3) 120 days after the notice of the retirement, resignation, or withdrawal of the Managing Owner, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (4) 90 days after the insolvency of the Managing Owner or any other event that would cause the Managing Owner to cease being managing owner of the Trust, unless Beneficial Owners holding more than 50% of the outstanding units appoint a successor; (5) dissolution of the Managing Owner; (6) insolvency or bankruptcy of the Trust; (7) a decrease in the NAV to less than $2,500,000, except as provided in the Trust Agreement; (8) a decline in the NAV per unit to $50 or less of one or more share classes, except as provided in Trust Agreement; (9) dissolution of the Trust; or (10) any event that would make it unlawful for the existence of the Trust to be continued or require dissolution of the Trust.
Trust Termination Date			Dec. 31, 2026
Interest Earned on Deposits, Payable to Trust	$ 1,939	$ 166	$ 6,175	$ 621
Interest Income, Operating	3,388	715	11,307	1,572
Contingency Reserve Held by Bank	475,000		475,000
Accounts Receivable, Net	$ 17,890		$ 17,890		$ 20,248
Foreign Currencies [Member]
General Information and Summary (Details) [Line Items]
Interest Earned on Trust's Average Daily Balance on Deposit			For non-U.S. dollar deposits, the current rate of interest is equal to a rate of one-month LIBOR less 100 basis points.
United States of America, Dollars
General Information and Summary (Details) [Line Items]
Interest Earned on Trust's Average Daily Balance on Deposit			For U.S. dollar deposits, 100% of interest earned on the Trust’s assets, calculated by the average four-week Treasury bill rate, is paid to the Trust.
Revolution Capital Management LLC [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	17.82%		17.82%
ROW Asset Management, LLC [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	13.31%		13.31%
Held by Wells Fargo Bank N.A. [Member]
General Information and Summary (Details) [Line Items]
Investments and Cash	$ 1,797,000		$ 1,797,000
Interest Income, Operating	$ 1,449	$ 549	$ 5,132	$ 951
PGR Capital LLP [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	22.27%		22.27%
Turning Wheel Capital, Inc. [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	4.92%		4.92%
Claughton Capital, LLC [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	3.26%		3.26%
Degraves Capital Management PTY [Member]
General Information and Summary (Details) [Line Items]
Percentage of Trust Assets Allocated to Trading Advisor	6.05%		6.05%
US Bank [Member]
General Information and Summary (Details) [Line Items]
Compensation Terms for Manager of LLC			The LLC compensated US Bank, as manager, the following: (1) an initial acceptance fee of $120,000, (2) an annual fee of $25,000, (3) a distribution fee of $25,000 per distribution, (4) out-of-pocket expenses, and (5) an hourly fee for all personnel at the then expected hourly rate (initially $350 per hour).

XML 38 R28.htm IDEA: XBRL DOCUMENT

Summary of Significant Accounting Policies (Details)	9 Months Ended
Summary of Significant Accounting Policies (Details)	Sep. 30, 2016 USD ($)
Held by Wells Fargo Bank N.A. [Member]
Summary of Significant Accounting Policies (Details) [Line Items]
Investments and Cash	$ 1,797,000
Maximum [Member]
Summary of Significant Accounting Policies (Details) [Line Items]
Offering Costs as Percentage of Month-end Net Asset Value	0.50%

XML 39 R29.htm IDEA: XBRL DOCUMENT

Fees (Details)	9 Months Ended
Fees (Details)	Sep. 30, 2016
Minimum [Member] \| Trading Advisor [Member] \| Annual Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.50%
Minimum [Member] \| Trading Advisor [Member] \| Monthly Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.042%
Minimum [Member] \| Trading Advisor [Member] \| Quarterly Rate [Member]
Fees (Details) [Line Items]
Advisors Incentive Fee as a Percentage of New Trading Profit	15.00%
Maximum [Member] \| Trading Advisor [Member] \| Annual Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	1.00%
Maximum [Member] \| Trading Advisor [Member] \| Monthly Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.083%
Maximum [Member] \| Trading Advisor [Member] \| Quarterly Rate [Member]
Fees (Details) [Line Items]
Advisors Incentive Fee as a Percentage of New Trading Profit	20.00%
RPM [Member] \| Annual Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.75%
RPM [Member] \| Monthly Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.0625%
RPM [Member] \| Class C and D Units [Member] \| Quarterly Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	10.00%
Effective October 22_ 2013 [Member] \| Managing Owner [Member] \| Annual Rate [Member]
Fees (Details) [Line Items]
Management Fee as a Percentage of Net Assets	0.50%

XML 40 R30.htm IDEA: XBRL DOCUMENT

Income Taxes (Details)	9 Months Ended
Income Taxes (Details)	Sep. 30, 2016
Minimum [Member]
Income Taxes (Details) [Line Items]
Examination Period of State and Local Income Tax Returns	3 years
Maximum [Member]
Income Taxes (Details) [Line Items]
Examination Period of State and Local Income Tax Returns	5 years

XML 41 R31.htm IDEA: XBRL DOCUMENT

Trading Activities and Related Risks (Details)	Sep. 30, 2016
Fixed Income Securities [Member] \| Maximum [Member]
Trading Activities and Related Risks (Details) [Line Items]
Investment Owned, Percent of Net Assets	40.00%

XML 42 R32.htm IDEA: XBRL DOCUMENT

Fair Value Measurements (Details) - Schedule of Fair Value, Assets and Liabilities Measured on a Recurring Basis - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Net unrealized gain on open contracts:
Futures positions	$ 187,205	$ 3,414
Net unrealized loss on open contracts:
Futures positions	(2,873)	0
Options written on futures contracts	(21,900)	(8,059)
Fair Value, Measurements, Recurring [Member]
Net unrealized gain on open contracts:
Futures positions	187,205	3,414
Total Assets	187,205	3,414
Net unrealized loss on open contracts:
Futures positions	(2,873)
Options written on futures contracts	(21,900)	(8,059)
Total liabilities	(24,773)	(8,059)
Total fair value	162,432	(4,645)
Fair Value, Measurements, Recurring [Member] \| Fair Value, Inputs, Level 1 [Member]
Net unrealized gain on open contracts:
Futures positions	187,205	3,414
Total Assets	187,205	3,414
Net unrealized loss on open contracts:
Futures positions	(2,873)
Options written on futures contracts	(21,900)	(8,059)
Total liabilities	(24,773)	(8,059)
Total fair value	162,432	(4,645)
Fair Value, Measurements, Recurring [Member] \| Fair Value, Inputs, Level 2 [Member]
Net unrealized gain on open contracts:
Futures positions	0	0
Total Assets	0	0
Net unrealized loss on open contracts:
Futures positions	0
Options written on futures contracts	0	0
Total liabilities	0	0
Total fair value	0	0
Fair Value, Measurements, Recurring [Member] \| Fair Value, Inputs, Level 3 [Member]
Net unrealized gain on open contracts:
Futures positions	0	0
Total Assets	0	0
Net unrealized loss on open contracts:
Futures positions	0
Options written on futures contracts	0	0
Total liabilities	0	0
Total fair value	$ 0	$ 0

XML 43 R33.htm IDEA: XBRL DOCUMENT

Operations (Details)	9 Months Ended
Operations (Details)	Sep. 30, 2016
Operations (Details) [Line Items]
Written Notice Period for Redemption	5 days
Payment Period for Redemption of Units	10 days
Capital Unit, Class D [Member]
Operations (Details) [Line Items]
Selling Commission	2.00%
Class C and D Units [Member]
Operations (Details) [Line Items]
Wholesaling Fee, Percentage	0.35%

XML 44 R34.htm IDEA: XBRL DOCUMENT

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit

9 Months Ended

Sep. 30, 2016

^[1]

Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

4.25%

Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

2.25%

Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

2.60%

Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

6.60%

^[2]

Managing Owner [Member] | Managing Owner Fees [Member] | Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.50%

Managing Owner [Member] | Managing Owner Fees [Member] | Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.50%

Managing Owner [Member] | Managing Owner Fees [Member] | Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.50%

Managing Owner [Member] | Managing Owner Fees [Member] | Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.50%

^[2]

Managing Owner [Member] | Wholesale Fee [Member] | Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Managing Owner [Member] | Wholesale Fee [Member] | Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Managing Owner [Member] | Wholesale Fee [Member] | Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.35%

Managing Owner [Member] | Wholesale Fee [Member] | Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.35%

^[2]

Selling Agent [Member] | Selling Commission [Member] | Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

2.00%

Selling Agent [Member] | Selling Commission [Member] | Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Selling Agent [Member] | Selling Commission [Member] | Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Selling Agent [Member] | Selling Commission [Member] | Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

2.00%

^[2]

Selling Agent [Member] | Selling Commission (Initial Sales Charge) [Member] | Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Selling Agent [Member] | Selling Commission (Initial Sales Charge) [Member] | Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Selling Agent [Member] | Selling Commission (Initial Sales Charge) [Member] | Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

0.00%

Selling Agent [Member] | Selling Commission (Initial Sales Charge) [Member] | Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

2.00%

^[2]

Clearing Broker [Member] | Clearing, NFA and Exchange Fees [Member] | Capital Unit, Class A [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

1.75%

Clearing Broker [Member] | Clearing, NFA and Exchange Fees [Member] | Capital Unit, Class B [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

1.75%

Clearing Broker [Member] | Clearing, NFA and Exchange Fees [Member] | Capital Unit, Class C [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

1.75%

Clearing Broker [Member] | Clearing, NFA and Exchange Fees [Member] | Capital Unit, Class D [Member]

Operations (Details) - Schedule of Brokerage Fees Across Each Class of Unit [Line Items]

Brokerage Fee

1.75%

^[2]

[1]	The above costs, fees and expenses are reflected in the commission by class line on the consolidated statement of operations. Commissions are not paid with respect to the LLC's net assets.
[2]	As of September 30, 2016, no Class D units had been sold.

XML 45 R35.htm IDEA: XBRL DOCUMENT

Financial Highlights (Details) - Schedule of Finanacial Highlights - $ / shares	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Capital Unit, Class A [Member]
Per share operating performance:
Net asset value of Trading units, beginning of period (in Dollars per share)	$ 59.93	$ 59.48	$ 58.09	$ 67.49
Total Trading income (loss):
Trading gain (loss) (in Dollars per share)	(1.31)	(0.33)	4.89	(4.01)
Investment income (in Dollars per share)	0.04	0	0.11	0.01
Expenses (in Dollars per share)	(1.98)	(1.85)	(6.41)	(6.19)
Trading income (loss) (in Dollars per share)	(3.25)	(2.18)	(1.41)	(10.19)
Net asset value of Trading units, end of period (in Dollars per share)	$ 56.68	$ 57.30	$ 56.68	$ 57.30
Total return:
Total return before incentive fees	(5.28%)	(3.65%)	(1.28%)	(14.07%)
Less incentive fee allocations	(0.15%)	0.00%	(1.15%)	(1.02%)
Total return	(5.43%)	(3.65%)	(2.43%)	(15.09%)
Ratios to average net assets:
Trading income (loss)	(5.48%)	(3.76%)	(1.86%)	(15.96%)
Expenses:
Expenses, less incentive fees	(3.24%)	(3.20%)	(9.71%)	(8.86%)
Incentive fees	(0.15%)	0.00%	(1.15%)	(1.02%)
Total expenses	(3.39%)	(3.20%)	(10.86%)	(9.88%)
Capital Unit, Class B [Member]
Per share operating performance:
Net asset value of Trading units, beginning of period (in Dollars per share)	$ 69.65	$ 67.75	$ 66.84	$ 76.11
Total Trading income (loss):
Trading gain (loss) (in Dollars per share)	(1.53)	(0.37)	5.62	(4.60)
Investment income (in Dollars per share)	0.04	0	0.12	0.01
Expenses (in Dollars per share)	(1.96)	(1.78)	(6.38)	(5.92)
Trading income (loss) (in Dollars per share)	(3.45)	(2.15)	(0.64)	(10.51)
Net asset value of Trading units, end of period (in Dollars per share)	$ 66.20	$ 65.60	$ 66.20	$ 65.60
Total return:
Total return before incentive fees	(4.80%)	(3.17%)	0.20%	(12.82%)
Less incentive fee allocations	(0.15%)	0.00%	(1.15%)	(0.98%)
Total return	(4.95%)	(3.17%)	(0.95%)	(13.80%)
Ratios to average net assets:
Trading income (loss)	(5.03%)	(3.29%)	(0.44%)	(14.49%)
Expenses:
Expenses, less incentive fees	(2.71%)	(2.69%)	(8.16%)	(7.29%)
Incentive fees	(0.15%)	0.00%	(1.15%)	(0.98%)
Total expenses	(2.86%)	(2.69%)	(9.31%)	(8.27%)

XML 46 R36.htm IDEA: XBRL DOCUMENT

Cash Management Agreement with Affiliate (Details) - USD ($)	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Cash Management Agreement with Affiliate (Details) [Line Items]
Cash and Cash Equivalents, at Carrying Value	$ 1,796,443	$ 1,449,723
Affiliated Entity [Member]
Cash Management Agreement with Affiliate (Details) [Line Items]
Management Fee, Description	RJOIM is paid an annual fee, currently 0.20% calculated and accrued daily at a rate equal to 1/360 of the principal balance.
Cash and Cash Equivalents, at Carrying Value	$ 1,797,000

XML 47 R37.htm IDEA: XBRL DOCUMENT

Derivative Instruments and Hedging Activities (Details) - Schedule of Derivative Instruments in Statement of Financial Position, Fair Value - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	$ 327,601	$ 185,942
Not Designated as Hedging Instrument [Member] \| Future [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	327,601	185,942
Liability Derivatives Fair Value	(165,169)	(190,587)
Net Fair Value	162,432	(4,645)
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Agriculture Derivative [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	156,017	32,649
Liability Derivatives Fair Value	(46,445)	(61,049)
Net Fair Value	109,572	(28,400)
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Foreign Exchange Contract [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	38,761	26,412
Liability Derivatives Fair Value	(12,351)	(863)
Net Fair Value	26,410	25,549
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Energy Related Derivative [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	57,186	104,889
Liability Derivatives Fair Value	(52,599)	(74,035)
Net Fair Value	4,587	30,854
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Credit Risk Contract [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	33,695	5,225
Liability Derivatives Fair Value	(13,653)	(23,774)
Net Fair Value	20,042	(18,549)
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Interest Rate Contract [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	30,041	4,782
Liability Derivatives Fair Value	(15,745)	(21,653)
Net Fair Value	14,296	(16,871)
Not Designated as Hedging Instrument [Member] \| Future [Member] \| Metal Derivatives [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives Fair Value	11,901	11,985
Liability Derivatives Fair Value	(24,376)	(9,213)
Net Fair Value	$ (12,475)	$ 2,772

XML 48 R38.htm IDEA: XBRL DOCUMENT

Derivative Instruments and Hedging Activities (Details) - Schedule of Trading Gains (Losses) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	$ (126,839)	$ (38,578)	$ 567,393	$ (477,170)
Future [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	(126,839)	(38,578)	567,393	(477,170)
Future [Member] \| Agriculture Derivative [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	88,163	(91,186)	222,679	(109,355)
Future [Member] \| Foreign Exchange Contract [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	(78,068)	(145,463)	(14,698)	(443,817)
Future [Member] \| Energy Related Derivative [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	(1,999)	204,334	(66,462)	149,498
Future [Member] \| Credit Risk Contract [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	124,288	(93,326)	115,184	(112,781)
Future [Member] \| Interest Rate Contract [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	(207,307)	97,326	334,005	204,790
Future [Member] \| Metal Derivatives [Member]
Trading Activity, Gains and Losses, Net [Line Items]
Trading gain (loss)	$ (51,916)	$ (10,263)	$ (23,315)	$ (165,505)

XML 49 R39.htm IDEA: XBRL DOCUMENT

Offsetting (Details) - Offsetting of Derivative Assets - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Offsetting Assets [Line Items]
Gross Amounts of Recognized Assets	$ 327,601	$ 185,942
Gross Amounts Offset in the Statement of Financial Condition	(140,396)	(182,528)
Net Amounts of Assets Presented in the Statement of Financial Condition	187,205	3,414
Futures and Forward Contracts [Member]
Offsetting Assets [Line Items]
Gross Amounts of Recognized Assets	327,601	185,942
Gross Amounts Offset in the Statement of Financial Condition	(140,396)	(182,528)
Net Amounts of Assets Presented in the Statement of Financial Condition	$ 187,205	$ 3,414

XML 50 R40.htm IDEA: XBRL DOCUMENT

Offsetting (Details) - Schedule of Derivative Instruments - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	$ 187,205	$ 3,414
Net Amount	140,396	182,528
Net Amount of Liabilities in the Statement of Financial Condition	24,773	8,059
Net Amount	140,396	182,528
Derivative Assets and Collateral Held by Company [Member]
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	187,205	3,414
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Collateral Received	0	0
Net Amount	187,205	3,414
OASIS PGR, LLC [Member] \| Derivative Assets and Collateral Held by Company [Member]
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	56,693	(26,242)
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Collateral Received	0	0
Net Amount	56,693	(26,242)
OASIS ROW, LLC [Member] \| Derivative Assets and Collateral Held by Company [Member]
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	101,364	11,674
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Collateral Received	0	0
Net Amount	101,364	11,674
OASIS TWC, LLC [Member] \| Derivative Assets and Collateral Held by Company [Member]
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	0	(715)
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Collateral Received	0	0
Net Amount	0	(715)
OASIS Claughton, LLC [Member] \| Derivative Assets and Collateral Held by Company [Member]
Derivative [Line Items]
Net Amount of Assets in the Statement of Financial Condition	29,148	18,697
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	0	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Collateral Received	0	0
Net Amount	29,148	18,697
OASIS RCM, LLC [Member] \| Derivative Liabilities and Collateral Pledged by Company [Member]
Derivative [Line Items]
Net Amount of Liabilities in the Statement of Financial Condition	2,679	0
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	(2,679)	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Deposits Held by Broker	0	0
Net Amount	0	0
Derivative Liabilities and Collateral Pledged by Company [Member]
Derivative [Line Items]
Net Amount of Liabilities in the Statement of Financial Condition	24,773	8,059
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	(24,773)	(8,059)
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Deposits Held by Broker	0	0
Net Amount	0	0
Derivative Liabilities and Collateral Pledged by Company [Member] \| OASIS ROW, LLC [Member]
Derivative [Line Items]
Net Amount of Liabilities in the Statement of Financial Condition	21,900	8,059
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	(21,900)	(8,059)
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Deposits Held by Broker	0	0
Net Amount	0	0
Derivative Liabilities and Collateral Pledged by Company [Member] \| OASIS TWC, LLC [Member]
Derivative [Line Items]
Net Amount of Liabilities in the Statement of Financial Condition	194	0
Gross Amounts Not Offset in the Statement of Financial Condition, Financial Instruments	(194)	0
Gross Amounts Not Offset in the Statement of Financial Condition, Cash Deposits Held by Broker	0	0
Net Amount	$ 0	$ 0

XML 51 R41.htm IDEA: XBRL DOCUMENT

Offsetting (Details) - Offsetting of Derivative Liabilities - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Offsetting Liabilities [Line Items]
Gross Amounts of Recognized Liabilities	$ 165,169	$ 190,587
Gross Amounts Offset in the Statement of Financial Condition	(140,396)	(182,528)
Net Amounts of Liabilities Presented in the Statement of Financial Condition	24,773	8,059
Futures and Forward Contracts [Member]
Offsetting Liabilities [Line Items]
Gross Amounts of Recognized Liabilities	143,269	182,528
Gross Amounts Offset in the Statement of Financial Condition	(140,396)	(182,528)
Net Amounts of Liabilities Presented in the Statement of Financial Condition	2,873	0
Options Written on Futures Contracts [Member]
Offsetting Liabilities [Line Items]
Gross Amounts of Recognized Liabilities	21,900	8,059
Gross Amounts Offset in the Statement of Financial Condition	0	0
Net Amounts of Liabilities Presented in the Statement of Financial Condition	$ 21,900	$ 8,059

XML 52 R42.htm IDEA: XBRL DOCUMENT

Subsequent Events (Details) - USD ($)	Nov. 04, 2016	Nov. 03, 2016	Nov. 01, 2016	Oct. 01, 2016	Nov. 11, 2016
Held by Wells Fargo Bank N.A. [Member]
Subsequent Events (Details) [Line Items]
Cash and Cash Equivalents, Period Increase (Decrease)			$ 34,788
Subsequent Event [Member] \| Capital Unit, Class A [Member]
Subsequent Events (Details) [Line Items]
Net Asset, Value, Per Unit (in Dollars per share)					$ 50.68
Subsequent Event [Member] \| Capital Unit, Class B [Member]
Subsequent Events (Details) [Line Items]
Net Asset, Value, Per Unit (in Dollars per share)					$ 59.34
Subsequent Event [Member] \| Held by Wells Fargo Bank N.A. [Member]
Subsequent Events (Details) [Line Items]
Cash and Cash Equivalents, Period Increase (Decrease)	$ 1,637,137	$ 376,088		$ 320,039
OASIS ROW, LLC [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Redemption of Trust Funds, Amount			69,081	30,365
OASIS TWC, LLC [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Redemption of Trust Funds, Amount		109,421	163,307	416
OASIS RCM, LLC [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Redemption of Trust Funds, Amount		$ 266,667
Allocation of Trust Funds, Amount			9,720	40,360
OASIS PGR, LLC [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Redemption of Trust Funds, Amount	1,338,011
Allocation of Trust Funds, Amount			168,006	195,341
OASIS Claughton, LLC [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Redemption of Trust Funds, Amount	$ 299,126		24,296
Allocation of Trust Funds, Amount				112,290
OASIS DCM [Member] \| Subsequent Event [Member]
Subsequent Events (Details) [Line Items]
Allocation of Trust Funds, Amount			$ 44,170	$ 2,830

EXCEL 53 Financial_Report.xlsx IDEA: XBRL DOCUMENT begin 644 Financial_Report.xlsx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

1.4\<122K'T'"D2\94#W7# MZ6Q#SW2E^_O0,_WX^-1IS_3*!/N2M69B6OU/73,"?C>",72H1NY0K5QIGM9T MI6^A7).(D0)=J+@?6M67L+)RSFH-YX5DY4.+B#@Q.2>[_TX#;:2!0_4Y+T0) M$I2:G2%)IWY/Y2;I2%/9S>G_&^*2=?IH0H>G0)'H,7 ( !T@Z=STJ.=D>'S)*Z$'2USM+B5O<$W?CDW!Y2.F.VV3#9>/-BN/Q"Q<,Y3))">HZ M"0YCO0M]9E#'7#JW%/$Q'>DSQLJ4YV!9LT$XSZ\A@&(,C7-WM7FR>_8T6(;1 M.GT7T G<^6:]=J+M,TW)._=BMJI-1/*%8VX?&3G]Q&@GH0/.EEEU)-)1SZ%B M=P< 6%_#E6?$BQV"KV M,.:H/*9.<__FP303IYK&5U/6\-'L]ET&\Z;Z5@$$IWY)>/Z*??9^?5NW33[> M87?CFB,R>BT2UGGCHBIX.4&+G6\@'"WUV90CUS?72^'2K.WJ'D?A9Q*Q/7]. M')_]A"CQ8F+ZOOK:F!U9-2"Z]A)K&_E:>LL>A"&PXVQGZM\+G("EQ+_S5O<^ M_5^B?P_EK'>^>7C853QW['KD$-8V]4>NF^+M^#E:!4=M1SM%?1(6CPPE22@U M!U:'NF<;:N+$]X?NQJ-51-(?OGC)_6BY]'R/FH0MS*O,IF31P2VU.8.8 HGM M\6FDJ;VS1"-WM*=4R-N]8D/97MQ+2N#VZU+"?GZFL[-^_.80PTP="I)P4&;3JPUHU M$&"LTD:LL4Q,*U(91L1;!9--%)%@478/!6[Z1W\7X.I@+^I/QF:REMH.;0$X M2F':1_9DU46<>&LJ>3B/I9U+3]8/C16M^G5@GXIS#T* _KC8I<[T]E-0WD. MQV0%J0/<6 MG/:LJ[<:JFC+XM>55'2JS<@J[C4N/SBO/N?/\U+&=X>;. FH( MTX.62D%Z#4TQQ'5=&9V@U11TQ<0MPZSI5TCQD.:5;T-=$3[Z;*\#H\\WY#:\ MI%*S([,G$;@3GSB,L\5;#K++N/6DK-X/ M4U80*3O.1 5/\B'LAL%5\[Y H/0JW ).36EE[0W)*44=R:,^#?(^&M1>V4O0 M=1BGG,X-F*Z.+"-3M)FQ:3:!Q3CS4)Y[:9PEZX%'W.G^^;C"YK8J5H!IV;QW M="U+$"X!GZ/I/BNJ]6WDF)*C.*.E%TS\6WT#1:M6DSS-"HJ9#0UI4PT>%?/@ M.*(\Q'N89,&/T^6F$Y,] N:!T&N,R7=9@Q+2#X*81:'W*2#$Y?9GVST0UO:9 M\WW7K5ER3Z+;>R>8,\=@"M,5YE.FBC/0W#P@*FC/GRI01[/YA&^CZHF O'6; M&-SV;ZJVY#_KHX[UN""'"F*\#OR4H+KP\[E[@ Y8K]>231.J\E9AE#E.\7K^ M ZBBW>I!;P>*I5?,*#YX2*\S-)/&>0X0R#ETWLF> 33%/- S?Z;\E*S?"9:6 ME-([?GTIAQ/K2=T#U0E[U(%:P4R.\!Y?E=+#3%(!*4R(2/-YQD,/)R=>1A-' M6S;RS**6-,DQZ-/56FS;.[C1'J@NCH]V&^A(%Y;!,OQP294(XDO390IVC4&> M /(PQ]5>92I(CSW78;>JH]201]5"EQO6+1KO2E0:WV8<"GXC+&7WE^#!NJUF M-0073PNJ#5>$_O&+$[F(3)'1L]T^5(M-4@#QCO!-,GO =2E425CUD.LQIX:2 MV8JU/9F)X_O8W*C1L->-3H\7=9 ,/U:V)\0*,1 ?00V+#VW;VQ!\B['TMFE8 M>U+;L $UOP\CQ!>TB\/;D_9FH$LP&'YZ,DU,'*TB;T%-.FH/'.Z,"B_&R[[O M1X*.V.&39V=*08 VR.# M_V4?[G&J63,R(,PV]-D5YJ2NL%@/=>''%C5^2^3%>*"=T8<9S[X$Q+TFT2(M MFMB_>XV1FJ5W=%HPJ825\=M* M.KN/040^JC'JPDU$#1N M(Z<327U N;N9SJ)*6.G,@H]VM-:# F!FK>7]_)F8[(CG)#_122,6NTMH'S8T'NMI?9]ZN"*LRZ[BK=[9#95GG7S.&^:Q8&#N=ALV=Z[_WPW@$\IQO!\^.VTZIQ M25Z.T\E,%/,"T&?&R;.S@$_7^7;=B]ZA1 J?F>WS^K1NF/LIC[>%I5U&Y(\- M>P0:*T8+(8OGX&J,W7:[@4OW5@@_D'+0> O.*>/%AB%D.XE<2D+&"MN$RTT9 MHB@OG HXX2<@=RT&(3&XR4T8-U24><_OO-(1!=_O[TBC\3O0%?+*-O,.^R% MOI:R!27OE+OB^C2Z5=WB"?1(B0.V4-/>EP"-EBZA,HWNU+N4X_U0])C\AFG] M5OR>!@^;)$ZG_ (Q^",A9],=IZ7FN.SDX8@7O.-0?=DM]UY^K=Q[B1[(XU%] MU2WW7GVMW'N%'M3C3CLWZ3I@HXRNO2B2P@V_\3BLH6G:ZMGE7:16^K[BO&+2 MB!).*M]8R92RZ*RL88:1%?2!).5N*?M.*3H-2L"#V6.E0!!ST.%XF,V&X_2M M:>A90\4H7 7LET?Q*$C7!6)2:R(6XH-:HBIH!Z0#*XIO;R>*N=8X/#>>*PB, MHPU ]9@8K *F:9_>KM_A0<>K'6_<#[^U,XZ/GN'ZN+IP%5N"M3[H9(/9XZ=, M+OFGG104U-,.T*&MI);W:]LJ'GCZ=*SUW5(56\ZAUP)=+ _HT&7-'+<5,<5Q M<1:T3=<[T+ZP:19Z"885X8-KU9M@=^,53Y2!5'ZI7#]-M&IJ(V^HCV[7- MI,&6YFSNMLX<+6_.\V^&9P+(FK.W*6=^_L_3TY/_^?3^[]__[__\8_&P>?IG M\,,;]\_7CZM_;H./YYLO;U]';U[_]O+?'V^WL?_ZOSO_[;=/H^3U7QY6K_[RXL^77WZ]OO_7#Z]OW;LX MF$TOQO\BCYL7B\GT_"_+EW\\_/J7V[L?7TZN+M_=_RN^F7XX_]?GM\MS/_C[ MW]XL1S>WCY?G9S7_M__M/_[>;/^W=OR!_!@S/ZY9?_/9G,;TY/]6YGT"LE3(;AHUD2;M'. M5'9O/4?R _-N)?K7Y6],B0C @U0H6,EG'T?A9Q(Y*W))Z(PILG%\X2SN)[X3 MQ^'R(R79(G>=BFV4%HO7<6^F6\-8*GJ&2&ENF5;4X1GF!L@@;49^ KE9_N=[ MS 3:!EJ[ZEGK6=7EM1,EV]O("6*J(=A2QMOBOV E&"I0M]?.R_"6*AKE*NAC M.5:*E/#R!3E4K']0$[KKA' 2_ 0LLIC&9YI!F%G:'QSF'YTM+YX> M6"=Z+(W)(X/%)9N:D0LG2BIU6B_MK:_I_X7N)(R3^$.8C'SV$9T;GD8$T<5/ MHY7H1XE(UPK.&P%$48T0TEC=LV'PH*C187(XO54.5!,R>'I3P&E+O:<1&,C9\U8H5Q#V<]9)391 M:#XD^K;O0,L7;OQQ M)9/8HWAHG<5;*4+"X)SX].]6HQ4)N'WC1.\XUC^S*Z\ 2'E+->HPV>T(GSAI MW#&]E*CH =Z'5CL9 S#EKQ8CU[BT(=A%3W?[%[ZUW=8>[E?CZX4B#"BI!=F6 M83FN7AP+VJC+543MVR,$70@#2O5#C=J4(>3X<\3>B58J+:;AH]GL6V^" M*6*8S#XND%+_=$_7%E-2= \J<(/SV1'N!][B(0:?]F'ZX7(T"MS\*0\U[=\X MB-TG:#3P;X8%D FIS(RBFQ4$?.D#:_G_2$DM932 !X&%_J=>0"V&!=6+[[S5 MO4__EQ2ZFVJT[F3CE8>KY^AQ:-: E+?F;$U%4^'H$E;H.MJ*0J?I8,9X?>@5 MV@Y>:TE@0P#.T-90B;V9;SLTQ-Z&V-L0>QMB;T/L;8B]HZ)5N?N]$)+M_ M!"OZ%\LP6M-#E"@U1@ -9*MHQ[B)"(,-J6U36E24EA=1JK>1PY[+2!4RB%'2 M >SL$65)+%:U2= P:@:D]&Y#NC,S(M. WF0)J^M6VB@-0]CK&Z+%@"9 ,+9 M1HX5,3)B=)J,WS#P^9]:<_O Y.F MF#E*&&5PY,\NYFIX"SZUJ)^481:N'KC M#4M3D&03!>I'9^4[6\U=S-N47%3,@\\>%)PM=W3>LF ""/KZ5W;/3+[T MY%AR%FGX8GO(^ZM=9QH'L2:]YC5T,V H^05UPRK.]M=L MF<]!Y?K3,)(UCD$%LGH?:D+&O!]@;\&J=1&J?W4\4'-6;#XM=4_DXFGA;S+. MYF=*K'BN@@>S=Q (Q:@&>S,B*#Z ?(*Z&D>LJS?R;>J/"0P/+VLF*TS.21[#U M"TYQ8?RQX[.;]?R>D.2*?4YQ&V_YCXZ/M^^(RW*ASTGLK8+T=SEY.(9?+S$_ M6SPE64OK41(A[C,G",PRD=6C(X#U"6'E] @HV>O8U-T>+ J1"'"4G)(Z,;QL M'R&M#MH#2=)]Y (NYPS\O4:3S,%)^9&RQVK.3WL.09-^-+O'[",U;*]C:4<. M%9O)CG9T(P]JG+;R94H3:J^NPLC[,YT>7NH0@*I=92F6=3&;^. AY7DUD\9J MY 3BG%4]:HIY(&W:[LYVN"[>>/%G+)TJI??M:5M9; MB4(V )]C//1PK%(931S=VL@SBSK5),=0K=3=PTN(#]<6Q[=;*PJUW$JNFQ(\ M."_1KB)O006)TCE(@4*%KNQ[FX!#5/CA.1(9"'@OJ8<1HQKN"E=HHT,.1Y?;@,TE"S5X3%54NR2!K;A^AGM!'$L MF#=]M930[8.V D:@83@:SHBM$T_IY#-($Z %+R>CO-2CC1EPXT6=-E4;M-A1X&[ M&[D&H4F) E)NL5/*%#P2[TLDQUMF\J E7('H=M4.28_1Q;T"@]%6*M0W'>A7 MD7!@R+[[V.\0LQ]B]D/,?HC9]U%1@J+O>%>V(?P^A-^'\#M.#3$/D]!BX-D=^O-O([Y$):S(6LW),+T05$!WF1BMTH8&OG M> FPGKVH,5LN8Y*P!G!A->K<+G9T&'@W&&JX2$Q,7]JK8Z)%A/B$N@X!-?*K M*-@";%J'>888CZ+K4BJD0U!G".H,09VO.ZBSZUN7FG_,*+D,HR].Y.Y->)4[ M2>,@QV,6 T$9\B*[8Z"2>6$L)Q*-@Z-UN&$-O=BB1BMFWR>3T&=NO,CQ;;%7 M/BDK/>O0V-_ ,,O-==GQFMHAY(9&Q_?IJVTN&MJ;=J3)G>%[G4M90/UJLLC MTSXRC7:YK9*PVA0.*+^6DQ9SI3?>YBGCJ$\SR@EBW9K =UR!E'+;^/$A0[HP M%;+)=S0]Y@EW8FIVNK/@ABPV$7O->.S$7OPQ".]B$CVR%4R#ATU"_SD,%O2K MK!M(>=YX^3SXD\:[)X#NV:#MPQ4>/#;B)!:A3QSGOM^1!%KU%_1/"/%RI;(H MQR1:^S_8M?'8' EE?97 IBWZK#CBB9.^%-!]6^L10+Y>!T);D" ML[W 7@)F=[ZW2H7J-MP]+SQGDIB*"BY[@'/H2YS:7MFU2'"'VNNA]MHHWX;:ZZ'VVHXAU__: MZUVDYX%-*/Y$;WW48IL%V1QTV $ MD\3Q_/B97O(/8&2!OT-PGBL-J)62#*# \6OH3[?S8GIMQN3&!QPB X7WZLU< MGQ#[K#H/EX)10.SIE M D$0AV8N$N'S:_+_%*&K*6NU:HXHK6M6*RB2(2+#B=:PR9>,7QT0(Y'9AU)9P WB@5 M9BRRP7\?^7Y&R".-[25BLOAN%3Z>[;_>,67_IRI#I#2LMX7@B2XZ,85TC M(R:SC PSPJ:YH\$&G,CR?B;G)%Y$7AJZ ULNHF^/UWP1HM&8/F\"> 5#1ORU M56NF09ID.&/:-4)R0.-&BK8M"ZMXQ/Q_?C2B5;AV D^?Q@IY$5( M![";#6'" Y3S10X4QC:X(8^AOV%X39P'+W'\G<>313G4ZK-! W4?#&V\&^;8 MPY! X<'L4UJNI0V]Y'O;1?(-F,M6;KI;1FY(?9R?&S;=[@W@PQQ4LA %WUILG-%HBAU2#D4+-_Y0=4KN^NU-II^NKJX5,.9] M9R')J"$@FZ/*729*+/-V$P5447VZ)\3/2$Z#A0*RT@$LBC 9?G:#6?N[?;5 MOLU,SEV5DT[\M97T22C,DD4;;[60-5=91D"ZB<'4!AFO% MWQ\G;Z2( +KQM6]NQ#>S:M6=13$!K[VRB#/0T2$I$XN7"B@'4I3.G& MHT F*%QK!'RB@= (VVM.'.(B,57SM;%H]C MRI-.2XMU@J$LWLF-\DN$%*1G3;M:\3B+:(C=J"8JPW,J1\@P&6:-+6,TN;.3 MCFFP"-=D]D"GS6J_<%C$)W74?!*@ES'KC<%++NMG2X)XUZ>1GI/Q91@5+]\P M5UC3(,=ILC5CL[_?FO4"LU)TRF_F\K\AK+LQV<5BF;\#R _) $>X,0"H[#EA MSM6PWXVCQ8)5"LBHV'8N.AV+@_ MQ<9#FGT?T^SW*WCO/'GKS1I/'9<)6&97W8 N[I\*%CCZ\5L,5[2_.0,"%R:? M5)XMER1*']-CF1/%9(KW].)]?Q&X'\@NI2)M*PA28ZIC6O.4&_)S*&,(R";J MT"5X22H./XWB Z+IS^-^J!E"*(P%]\;5/NKJ18!&W X%#K5U&7"2Z2374$N. M"K<7NO ^*N5/[+J_1/)Q2)RI+!"EG4=.0Z5%2O4C*TXKB1!P(%3I?]<>1FA' M% Z0]KK?*6()O+A\BQTP&[>VL-.EX2O@T.IR:'5Y!*TNOXEPETPIB(-99EJB M#8&L(9#U-0>R;@A[-<"]=J)D>QLY0>PLTA=&QMOBOZ!I&#AURVW70#I( 4NL MAZ2+E)IZKYGAFVTS1U^21;P#FT%F&(050N*RR*:Z,\P@3+4X3R@QYGF9^$X< MSY;S)%Q\QM*"8F)XL5US6D\"%"J.0\6ZBFN4RE):!0]NQ;/;5XU36UIC*:2.GT+9J=NY'U+DZY&X(%5= MN:U0 _IUZKC9<^H H<-+.;E8+LF"/1@V6R0AO?.]?/D[1>R50LZ)? 1;31Y$ M89(*@&BY*X-*QR_>AU:* MP!50Y:\6Z77.]W3YN,E.)0+]3G8J8X&3[#1DES5EEYDT5$=!L''\&[KE%+1& M[2-+98;2IJ9Y&\5(:Q_92UW2XHB9W7FNVK_;4.U/8F40>1]9\O. MDJ+(72 L=TVQ ?/U>Y5VR_EO][CY86%)*&'QU"Z;I5FO_PON]>% MS7ZY8O].WF(1\PV8:^:2D%$\*J9S[M,X55)DFD:RID!!N8= -$S[TW='8=:M M;1HPDNQQ\^(4&/TOF4U]'85+8'+/I<(^[0!-P^!J=K;RH-HU M0C!"<)M<:4 LFY!OI>MRJA:=@H'5VIYO5T]^2W\;RZKG4$$\&V 6OHXD\VO) M#\@AV?]E4A,ZQ548>7^F^A/O+ =0[2#A2W)=$,NNF$]\\*SQ#>>> >2:A/63_3;@YVBK!NN_#?%7,X/P8G!]?H_-CN(MWVSKITGLB[NXB.B>+393J M.SSX9>1LW-G5C@6GSZ:F&2_C;9H"@])71Y?E9Q*VJ+@6[N7!;DB."0PBA:.D]S] M%26' O&5)H@:[9;VB=XGJ&'X(4R\15:B=AE&-\0E:_A3KXV#6(N4*IA+S4@@ M/87M;--7Y.L49\N4_2 6-(]B\>ZDP 4 &D8[6Z5$Y\3WTX:WZ[47QU"IKW]U M#&+.62ND"X^&9KFG,X\=1NR2D$.F-4RCB#ZV52.AHDB$"P=U NGJ=L]ZKB*0_?/&2^]%RZ?F>DY V")-V&=04C M414[:VG50_T[ Z'W7D,FZE]Z9LTM(8;6L,9TYGYAG7N,)HC0'@0JU#:>DW@1>9P;O*D MX"6+?.\K<72#")*II/@F;!D MXD31EMX?.(_4H+ZE6"%L[3YKBIU ?"$EI!W>S.:;NYC\L:%3O7AD\VUS"Q., MI7;C:AQ$[W8E&%;E[6G) )W?FJ!0%QZ4EJV_Z]M0K17$D3Z> 9&JYH#X,,;%.2AAD':#EDMK M(.PVT$*2.'X,*9ML]H0VP"0\93<\7:^C[@"/U#?VX=%P" [OU!M,=1O>J>^; M0%A-KCOJ=^J'Y.(VNER>8BQ)!QERC(<4R(%"BKE5A8'+&)R]TP\6-BIJHG"TU+^R%C & MM##GK!$AUI-2N?TTT4"R]%7OD2RO$:&'WXY?D_H]D>8UF[[$'*O2,W*SNDS#0P)/SK<6Z'"BNO!4WUS)HPGL^47D] MH_))CY_0J"X.Y=G&8KG4;;2)D\M-X,:C=;@)8 \*2 >P**K*R35R)# >.8J M;ZM];YPT59.29;=4T';B?H@8?C.]B_@+!QR[7::JGH>+39JB&V1)[M-@&4;K M=/.KYJNZQ/M]/UYAF!I"]6T;D\5WJ_"1KMEC._9[]@.3B.\+&[5Q=&63A8VX M6_0-67EQ$CE!\L%92]0+=)[<42TH#2A'F,R*T3#LX&.$LF9<\^WZ+O3;XUT> MSL8U1Q7I"@!&BQ.*_>;*KCEQ1O/:V$D)ILH8D4F7KQP_'\2 M)[H(W',G,8"U<&0[%J0J]F)@S%[G#^J*=4((@_2]OOF]$Y%XMDGBQ G8_C*E MRJ4TCH,Q$+! _0TT6'2]N?.]Q:4?.HDICA2'[+]&XL <1\HPSVB$W+3ZC?? M,2#\Y>&.X5RM )"!_*.Q&M7+'U%3G540R[/]JRBE9(+4[V&_(0Q@ES'1-G&1CX$XG'?T8 M5(XT%6J([.]4YIH9'HBE-+(& MX,;T4'G08[(J*W#LD3>5=W(@Q-+#?@O"+\&<.'$8$'<:QQM9[HD:!T3#'Q,O MA!#MN2*[".NZ&7;N9&-W8/ZP1Z&,!(CLP3?7HZ](['#;OJ1_8]#16AWX&,YC M(2A['AB\WI9I[9M>(K"@./017 PDN.RYT!0W%T1 ?CYCA.Z@I]@"O.HA&MP^P3B MXV?E[CDX!,?9[OYZ%8.SM$1_797Q T2_2Q%<]&_T][NRO/_QYOWKZL!GY# M1_[XB'_1&O_E+1G]^HW2<8(?*[NQQNQ(@D>?X2SW^9PBTF/5[D![S(Z^_P M(O_.?GT>W<+D&X!'?KPZD^[IAQ8L.NGEV'B6?1Q+6_S*!C=/%+Q!7QIT(B,W MO7K//]-^MUD7D8GO"2+=V5>E- M*TI1[CG3X1_);4)4(9J,CP68'GZ\_N:/]520;4 ]&52SP<_5_+__GJ+PQX97 M^)^+O,VP*%]52*(?-1MC(UZN,J1Q[\O#UAXW>;9S8W69.9#FI;,4'D?%W;M? M]O%#E*!UBD5Y'.7Y$SI[_QHE>_$W/%#^-"NVMC*Y\*F1D8@=G@20>*WA/68& M^!*7=^ VSS[#O)&S &)FQDM>P RV__*/=H*5_S/;_N-CB@RH)/X77/\4Q>DR M7=[#%%EH.V35E4^G^W*/^(BL,R+ Q15<9=L4#UX4BW11%+"C]S!((DVO?GC[ MBLC2.(N\_..X@E9R1^OX-)$(XP4LP;X&#;8(-I;-#$$'JPI<&/4WJBA@L1V/ MCN-K&>1IW&83L_^5@/]L*KAGYT+#Z__C-"'92^;8.1R.9\A_+$I\ !=3G(0\ M^)$-KI*SF75;DR@68CR#]1X"S.,YG&\"=O"'67=+PXRB1;H.8QOI%W[Y1\\6 MDA8EE:$4I6NPPC_ 9GK/>HHVFSB)D;4;UE"W8GS7D#*CTM@?NLSFL,9,=+C4 M#"0_AS)$"_D M,78H1$ B&\T8:M!^O 9''8420$*4O.*%1+[5\=6YUJB0(B,R(JK!H!E] -#X M$([J>&0?Y%@2]W22HY]!]NU.TF65GB0=$M:^;].]Q>=F _9^8R=:<9X5A4VT MXCR.;I'W4SY9ACW=U_'B08Z%K5G@,T'@%8'/<,&PP=(@B(<-H^68UIOHIGTZ M,; +@ :-=L^.[:^X0\'JL,+K+>\Q:>M5/N5Q6<)T49Y&<3Y9-,QL8:_1,".4 M) J+SBO %SH!*ZL-D]U:7X%G]SG7WP]O6W)!+S']\? MO/WVNP/TY^(>DCRGY.EYV%/52D#X0]>>,-7:O18<)&D##F3BEI.(@FQ_859R>7Z^=(U'X/(H+G,)97$9/V$VZ MR8[(C=$).KO09X9CK F-@"WS;81.*)*5.(D/Y(Z,WYL55S0EYPMR5?,].B]6 M#=R0ZF6P2+3"](-HY6CX,()65E2,S*Q]GL.T1(M=( +0?TP46#-9V7,8U@PK MC73NHC3:TJ2]#81!)=2.OYVHD"DEK*.XQ.;O+[!8[^(TQCE_V.9#ZYRCHS Y MSHIN'$D2-K"#Z.>*R!XQC7#%B..G)?A*&SXBHZG@92B$Q2?A3LNX$^W0/?6%@ MW\-DL M[_GTLT!-)V6;#7$( LLO*3K*'F,SCTHU?_1 DNYMB105"<>Y M&?\9W6?%[P";> #(5/ SGASHW9PI>[@K,O7^!Z1J',$4;F+\\HZ _ !WMS"? M0D.(%_+H*PD1D(A/,[82%SK\[R'C.4I6\0I$OM,A;P:(W&%)+(Z>CI.H*/J: M9*Q7 N*E/#M$$C2D&;UD-"##<>D&,J&G9H+DCBLYU\X6EV_9.5V3 THA3J=C M9$N%DQP>#0/).6!BL^@KG-"R(^*=1'9ZFW:6G?KZ[NB)9+!-JG?DB_EUCJ1X MR.(N>)!$WX00&BW3>+%1;];I=3;S T5J1F+JMF=,H"W4YFUK>9D+0\<$-43D MU*TMU?Y67!W6RR@OD?%R@X8N-^P?E?7+G.6I%('ITF,_L%#!"#D[F(P8FU&)S,4PQ.#,7@9*@8?, IVSBQ M7G8!*A$!T3R_-1<%&$CX7HV476<&X+>"[#6O91MTO\>DY=63R<,ZPG7\NNXB M%"3BP8;.+:RC8A9O(4AW.I8?7]*<,_HP!V=DX8=F68*F;JOJ-C[\>Q,T/&94 M.* G*W:0I8?'S6A0#0_Z?F: $*C<'U,JN>NXSHIGZ2K9XQ#+99:3TMKSD&8G MM,9//--E%XZ M3(K<9Z!TB$RHQ!^9^K-(I[FBKUAW&U609V9"< \(G>NV!M& M^&9TV,V,_>XQ0OZ-88J^^&SUF5$=UT/MUJ0:/1E>O*;_4TR'DO*(XB:3&BU& MMWUA\^J5O)8DV\L)8_GZE+BN%[ D"4TDN>D2YIAH1F$%X42/#Y9%ZRMJE-'L M,UI3!(TFPD&N*D[09QPAY884+2CPM<7SD-$&%3OJ<(-TZW[-#R4N(F,"\R$B M?'@@?, DWV,^1"4X@2OB#X.WKP]P7[=OM!N>[ZJGCP9D#Q[56V@W6+KBE;MLF6 M\EZ&6XB&M!8W'@V:'FW";FR!RG(K6=>NS2W?LW/6/FYG0VLY7D<)7&[J:HYU M?:Y)(N[Z57TF[.K1D;Z5YWM=/<.%7Y_CXGHK]!/Z;>@ZH/9,;D7JS:@R(&^W MW56)KN5' U7]JS5S+"271??H7]!@.0P%?1A:V235"462&8 N;3C/R^;%I0: M036>(#/S@50[.DN1TMV3QD[O8;(^S7+VBN)RGR.:PF*B]@;.N'B\8G+%42+/ M:"R,MTB7DHH*JR> >)H6N)\V$F).ID-&XH:*B%C=.I#/_0** <2K%WCY:6I. M"%:9(OM&%UKKHZ$,IE4/N432%D1ARIG%2Y)DEUZSS,4XB (BORHBOQKP)59! M=&KG+ZOZ;]-X<>*E C53ZJ"AZZ@4D^%AA43#+%%/)=$N_15G,3BBBL@/86X"%;QK-;[&,A<5D%Y\#!"(6=-JP"">&/6'B;] M,#@14[^.+^#JQ39[>$FG84EXRW[&,O"6DP$Q8!^A-.'*TH.\U@N]]^U>N:_D M V:\?%=NCUG$61/%:XM,=@T(CQWX#-!1I)"N1"FDX4MFF'&HN"H:!W/%48%**C>1@A*]@YV)-QJ'.I)]R<@YE)%%)S5%%QR_D%S(J) M:D!X3&]28Z*W+M@L()4+_QD"9ORISQ<#"CB>+^CDBMEQQ>1NR6K!8^TTA3+1 MK.CWS%$C(VN;EVXS;*^HJN8'439FS.3UCL'^7<^F.K[" $_3R:.WB._FB^WE MI8T6Y5T\PHB*E#N=-FV"[3EJ&F+M(+=Y2G'HK3%ZET;EXY/N\LK0V#Q:;(^7"I#05(N4A4C#:HD^JX1ZHK/+ 4'2 M"U@VP$(]?[1'PKM79(VBK$H@+(H?JUL=W/,E8K#@&I092#NAFLIH"'Z..-0QA&R5,+K&RC<$W$"QQ>*@D]?.+!Q'6T4+L MWK5-*^^2M7PF',N0T&4^9"G?/0DW7H?Y PRMBG7L4UVK#E6L)$I"&E B.[7= MF=(XX*68[B%]4H."]-A&$\@+SZ@UI1/A\AW>TG.B#FUIMNRC MI"\"(Y7'Z*XQNKNI[2W?1<'LP@3<1S&QZSY>@Z,H_1RZDJN$5ZUGZ:*-NCNA M2']F;:]EPOL3^6(3W-/J#"U'CVK>EIRSNI+I7A. M3@/L[.1.7*A_-B(H9+=AO?X609R*+:.3/(=1 4\@_>]9ZEPHR1"4IT1U"Y04 MAN^*/KBNJ\3,K1B)'?NXE"-CNGB[5;5$S-B>-BA^]>MCVROW0ZFVL:A5=9SM M[K,4OTZ>JKV?>D&?(7LE)A(MP0SK9NPL^OD9,5%H64NW[AJX[W2_+MA'*N\] M+#E>3.#X?AEA@)-A1_,"U'$X1DB>PGB'$[FG-GWNM;!&/EV6BTY&F1LNXUR$A1><@R95^1C\4 M61*O<3370MQDC?OLP7I\G6B/G;0,!@,$>$C 2OZ\'YGN+&^Z [H1T/'Z3E15 M[RHN/D\5NE*NY_E85>$B$"1MYI:?=NELEC\4VCU?[I-SG ML%G!PK17S?>7D:)#12(;W S R4EHB\N4,;4"TNU\T$./2GG=H-%3Z1C!*MY+ M^'4QT#_+QR,#5_[1LTF=1]>"[S5-B5]95M>7# GK]*L8 MT2KXU=V.:^H0*[<]E1YHP??*<'YE"<.K(;U//D2:A8 1K7R*[G8<&7Z>B0-] MX[";@^ZW:D:SL.Q92B:,YX5@=9\%K5YB62]8-^R8QR'D]27,5R0#L;I[G_C4 MERTZ@1'P //;3%>H28.73$'0@=&6N+IUNY_0-2&->2LV%50T"%'VUP O4=Z, M 7-^5;QYY5FE&B$EZE;&&=1D)FF+M6)9WK]^/KT>I7 S66!1GD9Q3M*D/*AK M?C6/W3GD6,CL=/1WUBL2V6Y+W#6F;JPR+\TLX)]"G+H[=Q>" .$ZSB'ZYB$P:=76M*U?(J4 M# G9C1P9#O#XN6DI'>M:]=M4NQX4W*9)"5=(-J<7(,5J7NTG&1:ZHBUXADJ* M@AA0.@:*VJ=(MFYO0-'<.UA&2:/8"IN\2O%4S_=F8BQD^9-X,'I[4(P=R5WN2^7Y&GY='JMNX3? M>'5G==F5SKX$=)CPG MQ\RMF3.OR5[ UUXO!XRA)IA:$WAH>K9SNVC)'&@V3 M"D(([UG"EI;7+-J:NT8XB8M5DA5(R=S Q_((#?X\9)%[%<-(7'(K5/"H;.1:R!-5Z JAF MS*2\E9Y]K;YAZHT/\,5ZG2RGE"+%:AZE2(Z%S /#!5-QB5UNBE =A7# M Q4 M-RX=28YHL;^;Z+'1=E,*DFHYKX>; A%Y;SI<=P9- =PY-YO#S8"1_5KQ\OV[ MO+EG3V@7JS)^B,N82"R[_\)7&'9/QXR!>7PP9HJ3ID=!,Q\@ /65)P$17J"< M6%F[ZU8DXW=Y15,1VJFVTQ;RIU5#X,N/FCBPH^QGJY29Q9 M_:K>^\3I<5)&\#LYOB$<6F-6]AIBZ[<]0,0X$D#(_ S'SL^M]X 6=!A@"0V>1-4ZKEEN5SD"SA-.-AX\;&+2>FDT!@SI1QN M\''_@$<&#<=8\UAR3I&.KK"5. %,OY?1=!HTF7])F88 M8"3-3:V'@WK\+$I56S!7HLF4I'!-[JCA<]"+VE[TH,Y4Z_J\43/ QT"]\;,/ MN'C,7#)D;=@M%$,=>48PZ3BE^L;O>?IF+N?I&\?S],V,S],W=N?IFQ'/4P[L M6[\2]78N$O764:+>SEBBWMI)U-OA$G649Y]ACD/,)S!*\$\37K;)%_-KC4GQ MD%7II^/)706;(;G+#2%(6A;R8J3>NE,Q]>;>@@*/MJ11] )MH"C>1:L[4K-] MN<%UN1WOTBP A[@W,T?/X(ZL!@9(BA,%!S \5LT?C<$@0R<[#>:]X.++DI # MXKX7$7Y9L-RP?L-3>:*B97P^K1:L+ZO43D9BX6)C9^%C*MC4*LLNV:9KR>Q6 MZPDLBZY]1;BY8;N)-(@8]1"ANB>LH63""7&SD,YF72,)++<)MW%\NLFCM$!Z M!Z=G'CWQ?YE*=5BL[M46-\=+(FE53AP9-X>ZD_9\YG6/)3V<>F=QQZ*1#FI- M\&<1\HQ<0](FI,GLMCA&9'.]'R,21&26+!W- M9>7/H(.0A@^-(:K8JIMK1 $NMC 5UE)0\YZ?%HKM' X:CI.1\V&V@.9=/G?W M-H3%C*B>AN:M!'R:J^03-]1A<^5BS75#V0T,A=BP4O5S2T<;)(*IJRY/[ M[TN8LX>H^#[(K&B8$L $4G0/\SA;7Y=17DI/.A5.LCL:6(((SZ%)]5B:JG?' M>SSM -S";9RF^!?H;Q0+\"Q.P4F6)%%>X%^! CDB\'DX:]J$F[5H::DT]FT: M)=J[=.W,.%&C#CWG(#)MS7D60#>,RK97CMXO@U.5BT.0,4@C'2"9ZMD-$F.A M*2I :O\]0R=W\5PG&8&*"4@8TBT=(-JVJY_3=(Z@]2YL9$$VUZ=!(<%!WZ$Q MIL5*9J@B-"RII4&U=2<#@=W[6^F#[AR/M48Z2\NZ)K!1>D[[YK.$W#5_1?MS M\2AP3?/EY@J6^SS]"2<#&3&V/\O?#6AO;>7[R)R,0T;;)D-N)_JNT1>!NV)L M8*B'NVJRUPP6;W-0M@UDZH"2X!3"IK>9$=>U0/P)@0X567M&6!1M(0!10LB& MTPE"NH6F#&IGX^@H$"8A2H.5R'@_DWV8OPY&O!JLFWO/XPTT,WO5/K8 R!ZV MB]8WT,TAF2VAL% )<^_/77TJ:HIAZWQ1Z%JEJETL#21_BM@('XWO55G;Q/L* M:EU;\:GK>1G0P/7XKJR]=X^K9,_6JE5-87F,&P,+8*[K<-+8\0<@Z9WP0:H# M.7&M9]P;4<-%'U4+.*LA)8 IK [EH:/"1GD"038QY!EDPHN>9"@US)B)V%-> M;VK7G$72M>;>J9UJS4\,?^%DRUR3G.LQ*I V!7_.4@1M3QZ&+]+U>[C>MJJ? M^JFJ/ 0=GR^-!N INY%OVH1R($D.$ /*5]M5UVT.6G7*68[$=:C9D6,/\BFD*7;[?\H2X;)$A@#=8-L LE'$J>@ M7JE..B Y!]5B!UPQUID])1U3T 0Y"J-QQM6<89_L"2SB;4JB>U.](9.LY-5T M$>,@$>U*L7.C9_$.5:##IT8;,"\U@-FR>9'J6Q::R]>]Q&W;%J#5;&NQSI8)OC(.A61 MC!V^+W!S9H;N=V7!7;$9J:&&Q\1O6]Q$=S3D%A(L=K@C$RF1<057V38EK3/# MU^&>FENO1BR!7*]$2%J5NWV:5E4H5_9<>=8,*]DE;O5W [4Q@UK(&F8K"B&K MR.)<@58C[Y.7X9:N&B:2(D-'D1XLE+3Y:3QML6WEUH?',KA\Q )?BLF:#&DC M% I 'FP<8V0,(@G5A2>9#9[1^<_%<>)PL0$]XP0>OX8NSNIJN=D@38@[0$X9 M 1:LXOE$[&,@D:=FX'SN%^1,XC6/9(MN6>H-L)ZU9J=GC #YTC,FR.CEHAVS M9$V@PK^ML^9;K6:,R>(F2Z?[DO1!2]>G6?XERM?'64I@VCP&UP+Q_ I"AX^L MJ"N=1JZ V$10SYQ!G0!37M6R8T2'B6YNQKR2\7KC:(.0^PW*K#K-&3'0]*IC M8'=A/JOL.-O=1ZF@!)XZ09"?YCT+N(^#)@.0C0Q9J4Y#\VZR7W=O3F]JEHOK ML^O+GZ[.SX\M3IK^+,]'2P\!F4F"QP$T\ "@H3,X/*3T;BP-X=9>K8); MD"P07,E>&U M_#F1SEWW7"T_.>B>UJP0NH='0*E[T,!9Z1X1O=NZI[K?YV]O:(/X>)]%^>U=FJ0.7!7.]GQ021)0\KX?+.!^( M]W)>M"5 LMT!2OSX@XL2YV<%4>(< FHE?OQA5A^YB-X=)=[=VG #DN^)RML$ MEPE<;^% 0](2N->ZJ*Y8ZHU*#E[7LF0@U<9E0.O231H$5J8#38?W/CUZJN^R M2=L1#STJ!0OZO&]68J)- M! DPLKT-XI7>K*^$%+S4W O)J.1XT7A/GCU]RN.RA.DR9?<)+E=$AJ#\6^%& M>,DDC4X&;#;(4E#=(:GNC4+(F14G&R$SIX[K:X7K_6U!>O.6[Q[D]T;C'(K2 MM7R>AS(D9'=)]7! QX=^36/*./XP5.YY0&ZI*N=A')'I)T-X$Q2CU 0 MII$\@4&Q$^=J$+_LD2%UEN(F"-DZ)N]SU^2!XHKD9EO9/L; ?%:#,,1)5@V" M3,^8UA&J,UUH$VVQ/ME?.1]FI@'OD] M\MV()U<[;LRCN\SA+M[O)HE &JSJ4ROIT=$X^5\:)W_#G/Q5!>D W#,@((*S^(Y6FQL)00\8P">![%> M[1BED!<1&9Q2,HY@"C#C(P/Z/?J*-\T MGU;MT3%;O]N-!4N8%>N5 'RJ"!4BADV3< <%W',GK$]BPA)I-YW>KIV4@?!9SUG";C0K+7)V&E^AS5PY6775<.-F;Z_-KEN!@W@UI%FR6D5_6_&CX MEUM!6J8,]')31RAJG\-*&NP@>OSJK1"3",Y/7/NL+ 4EDZ-LPT6LZDC!CP&- M!">^UF)F3RH7G8/.HF[[)FO=HX/ARQ?5X*$P*.)^.ZZN0@I@49@PACOVX ?S:>MV[)K+EBC,-YG"89?-&_-F[\5=7?I*:XMK''P7"S' M%C]]P\<*S@'@ZQ9PL,#/3+"0W_XKUBAIWA2HD6_/-55')D%FJ3GR MV1[+(*LQPG]S&016/(0.SR-D/%'F\ M;U?.K59[#_%>G1-&K^-M&F_B5926+!4UQCY3$J]B.&WTQ7!ES[)DAI5,;S63 M03,;5-,EP940#_JLN-YZWF=.'TL%=Q\=E2^9A#\^7L&6.D295I M ! E5;4#)C#""Y4;*WM95&9$&EX9J!'A:4TL]8)!*@.),)&=B$U746Z6](8J M9*4@%4.%E8*D9!AP/C876TV3T:JZ*O>>\0.,\+KK97H%5_L\1X)_%!5Q<1/= M)M,>J.,BZ+7UZ*BH&Y22;V3_@*\*S+_+KM;"H9%Z-4"60]\(7A#,Z"YW$N%L M.2:C<\@E=MPN?V%V9="=XS$GLK.TLO!(P&B;A*KU^2W:AF-&XL9*<( M;[HJ6Q'?!"8PPE&69;Z-TOA?-&?!4YC1%2D_AO5H^)JTIMQ#4&;@&9:LYX"" M/ZS$GG2%8"N UA*J0&+0(.) <1,'#H>0W_4=U&*])GFK47(:IU&*JW6R2\%D>VQ4[F;=1P0 T(<)!,U'^0HLNN(M*JR^Q$1.<<^FJ-Z_UN M%^5/JKLE61Z/&H3'V(<:$]GE92UA;);Z3L9[2H\1@YJL'CT)7"(;ES"_OHMR MR)(9TRWZ!9%)A+Q5R,P(D*^4"Q-D)%*#1H("S\4.+YV,JPQ5L\-&R&RX54N. M,3$RIJB9X_-R#0B?=8F4F,@2=/"DNDRNK(1$ '$Q8TV3@Z/?O%-A(PSV M"I;[/+67BLX\;P\U!8LKN9^3H4&K6"KHW&:Q8%N.SS*OL.E2W&2+!Z1:MK J M;6;W]6N!^,L9UJ$B$0$Z#7MW$9T(TJI.7= 21*;LJ<7#:/_.!=@[!4T,"ZWW M9GEN(=I#P+RF3/"B,H(BZ,+=#$AY8TF:EU%."JJG!0**?7-/?K/-\IX3QBU0 MD^D5EN)+0 >AH&C',!-=I %WD&V)9AS[+[IX'>6HL]@3^J/+-+U>[C>MI*0 M/0GQ('S\1DJ'H*IOE,O!)"%1!I5/?9_G!<$8$L5_"H/)[-P@L G%BE X2Z]+ M](WBGY>;.B11O?ROTSY]72Z,@J+7=H3CXFYR[2#^NN(4U$N1;.0XPIIY);B=%X-]=YJ7.C+C::MYDYX,KG9RH[HHZ&G= M0K:&Q[2N[MJ*7-'%CK3/PZ<>DYM+A U2Y?28*^^@S-0\SE)Z)1[T&;R,E6)_ MC".'QW)R*CQ$K=<:OG!L^34SX]6$IG5(^WD&&7%*M-Q-X;DD8[@*@85)._:1 MDORAFXQ>ZUWC-[7$6I[V2#+$P7/,W18_69.1'#^/J@ZV MBZP$U)0P5:$'K?2V6@Y"I[&Y2I!8^5I0>(1(O6JUXZBX"R?M9'6O(0QSO":3 M;PP<-*O/H\6KO;382W9-5<>V],TJ=8B0/S6(14,90UFRP.^OBK)!:5I!=T4J MU"V4([Y:=V8^JGJ@F(@E? C91HM[_4 9G<(MOO8U],J/'ZA(/$5#@&M5L*2R!<@LI74H'(J8*E8]KH4"1IGZ2"C M#K84708-B(1]GF,JO]%,?W/\IS/__T]<9%[ L*M[SK3P>7\O7S;4);X4 M(_U-/F^,SO4Z7\MG\9V^FBK#;UG4'T#( WI>T;8:+2-#%"E39&EEVY04EPI? M1I9N2Q:V$"866+S<(F+'&Z$WR*BC=U25"P8:1:PDL 1U%X9_] M,E+7K!9NS(VMES]=,7$Y/[^T4 NB>=ZBGC(,9.6*?KJJ/W>C0#'?<\$)!2HRU;_\1'.\.8U_(%/YWA6^GC.-GM=LW=DH MW.8;_X^/UB9S1 M!5R]V&8/+ZO1E-'5O[I,;L'TPEQ^10E3/Z8QSF4C$4SZX','\W@5'8 3'-7+ MBR!L%I$?L[>W(5?SL9*/$UBL\O@>QR&,PP2RN=Z-1@DBNL^7&QX\SJCA0V,0 M*+9*#MS?_[_#0_#SIP]__>W??_[OU?W^\6_IMS^L__7]P_9O3^G'D_V7G[[/ M?_C^SV_^^?'FJ4B^?UC]ZU7RI_*'_<-5\:>;__X /\ OYT_O?WC_YW]^=_;= M_>W#ZN3QG^>+LW>[W[Z[_'ZWW=X\KK[[?/G?BY='VVP;'Z79P_G^IUWT]MOX M^_7^3[^YN?WNS?'YZ?N[_RFNSBY._N?S3YN3)/WK7W[8+*YN'DY/7EZ] M?O/JE_7[_.UI?/+7'YZ2OQQ_6JR__.F7WY9_>OS-)OO3]LO3IY.?OG]X]^>_ MW7Y[\9O%Y[\\?OJP_<,?_@Z.KZ\.#]W<[=,LA_$V980F33V-K2+97.]?A 01 M63EQ.AHTPP56LO^ ?N#G]6&P(PTC+PI:9I-Z\8^0.YQ4?/7V"25*<1ODV M.XK2SQ<+"WVB!.!=J:BPD66=+7E,6SB->+B%OSL[>9(<6"$0G@5"=$ ]QG1<=Z M56EMM,(^SM;%;S WW'2)OEI:W@$$#!)?E(?J]=(C*=W7A M=^'4U3A-]U%R%970XESM3?+;U;BSNJS/&!D&\+@YV$\R0C+W2J*]N.SV$@T"TL_2^W6ED,3-!65_1XZNT;O-!N+BIW"Y*C,D%F_> M_ -Q[ZW%UZJ&X)?32EQD336J.8!- F@6P-/"7SD9<:=IO*'=O6OFR^4'FSR7 M>K1?YM?KRLSDRP]ST-0]8C:I*:T-./+J0Y:6=\F3Y9';G^79G^TA(+-]Z3CI MN1L@W5!&\";?4+@WUYNBO^RC'-'2FL6B>7X_4 $&$B[7(^5\]LUF!=EK1LLV M.*#U=O60XSB)BF*YN2ZSU>>IHAORQ3R_R)+A(4\P*LA5,1DX@T"(EFNM1UC* MW;IFFA7%,6X)CV_3;2[.Q#.]^E]"%)2 C ]OM"FISV>42;;I7!7D M0YQ.'!EK+> [,L8O+K,.Z)C0!X:2(:W(6&]/CAYYZ^F33=*Q:*+O:)D("=-G M::$_=A7E)2_3W!-'*[$YC1]Q\Q+FU5Y<5BP+ M#P)H5&B[0T'BIE-:?T>.O+S88PC+S5FZAO<0_1_2)"U+V.SNT ",MSYY>EQD M52#)1!RDXJ:"CCL3JD"5);=J43&DAJ/X7$+$M;2,MG"YN$ QG<^>\65AN,* M[$562I- MV$H%V&0Y:)=[#)=D8\BD)M_&A K.U3NR%+<+P 4AKF !\P=(GZCB9XV&XJ( MX/-,4B$B%91Z"F!SFDY.:%K 8AX&;.$$1+-SIU2\Y68#%"*Q#B,XGTEN)5*4D M$)I(T^9U"AZ;$,95J*IPY%F* >,N)?Q">)4O+'!YF6<;PUB"-5"? M!Z4ME#GE3D$&].E>.-P]270CH= ;3C+F;Z)&V5W_W&%41 M-/J&TC!^H 'B3\_I4)$]=&S&50]=R9L)_,(&.WOGB())E2N)H ,*O@@.D\L M,U@?D\"9M0$_ M$N!9G&060?]#NO>RWH8,(9K M-J;9NY.UP++$W&5#",]+J 65G-\T'F=I@>"M:8!Q>GE4KN=9"E6XR%,%FBFF4A=".1JPM:4, M=:1P%K K^ #3/;R"JVR;QIZD3+^H9U'3(B1O6(SG 6[BG'6=,;-;A;6-:..6 M"K?,MU$:_XM9HS1' 1WZ5Q"W5U^3] RE.,H26.S!>DP2M\=.EL?" 0)U4@NV M$ADLEN"BDD3OF2S.'&^26=SHYUH+I]5VYNDFC](B6N&U<2HH^6="4%%+ZDB5 MASEC!3Q8F%K5>@91V?%S^%C Y>9=4<8[W#]O M"AGOK.#346\O+6M[4I!TF7J8X8$?0-K$O.)%2+#A 6[TV>X^BG,ERE1%>KIUHZ!P3.$7?$,D#I]_+!Q@5^QP_D;O"10&QN4U"7Q_3[!:_ M8\"OY<[2^WV)7<1T1:K!(:OCZ(E,)W5H3[)=%$]R]SP9KIZ_DJGV(;O-(H\: M:'GCG^G(P$? U$+7LIRG)+;S9W<9Y64*F^)3L$ M_-9LM$-FAM(IM%ZBYVL%'#U M8IL]O*03L:2\93]C&7G+R8@,M(<2KI*EM?42A*+@41(TW, BH-J::TX13OTH MG_#;^BPU$ %W=2%>R&--7R$"LI=69"RH!\_"2%&RBE<1\IVZGRLG,(\?(OS* M#S^SSZ,5J2D]G;@HU_/L.JIPD0A0,P54GOZRFTQ8RVZ;0AWW9Q%_[)PVV5$0)^(^Q6N,D2M=!P6BH+U!/F8@$X,5]X:V1,(->HAVBETYSTP5EY MEL[NLN%ELH.15A(/ #<9U+,%8CD3H91P6B>*(KHXW>((Y?P$EE&<%->K.[C> M)S#;=.Y0HW1]'D>W<<)Z!M(;U2R-VE>J DM6].N97QD\$ MR=K/P2&HUL<7HOQ'P[IBD,)-#1H5'%(/.@(U*H"^^NK9TO[ONKQ);WU?YH>[ MK@_ZI\1.8NT'^**]6OW^=C.;[UKD;_RZOFVAE^*9TP->\9&W+SBS8T+[4+"* M]W=Z70RD#_/H R@RC M=;T&:?3XJ)IAQ#M6:^& O:MK.H;A7AAS$3(;=KV\>H\<9/(J.))!DI,:=N=\PPC*^3(CAJ,H>AM: I29!O0 N M?U4 N@3 :[#4(U8JL6?2>W\P.IK8- ](QZ&[XY/G(8O;&=PC+>7S:?0H&/OX M*L0&<8!FRZ.*TSB?2,^HM7=:XS1*5W&4O(^W=PGZG\C@QF.B]B"+\-*@%;PY MF4.PE#F/%4S0C)=[CC5P?G3(*]/QY*-Q\ 93V>TH<%W7,NPR>!6/!\!@9"<4 M^L!WKN.*S&#A'Z3D*Y_C/5QOXW1[ HMXRWJ.3N:.2M?RF5(E0T(BMFPXX,;/ MX]Y*QSC>L53N>4#J5!UQ*YHTT(*U!KV^@[ \9W4NCY[$>:)'3WW4)DNUFA#; M0'>RHV]$&^TN +?D0=WVEJP*JF4/<%\X48(S>?87]H;*G^@*;XNGX9AKE@.' M3(VAQ+09.VE?M*#/8T")B39G'XD^=P,T!U?4BJ7B!'X9(08<$*R]TV*%X)-K MF)_0J7.._-6C)RS5DZEZHW4]!KY-\)%VLJ<-P9JY!P#/9@V=B@+_ NE;#(?\ MP-H[D:Y/).&FTBT"S1M 0&U$@I=38Q*Z)R>VEWC""^ Z7I3(D^I%PY4]W_69 M864FMT]4:HN6V.*&BW-2GG8"()=.):F<;Q&7FTT!2UQ_AEYP3Z8]Q0MY5)=" M!.2M9-G8*K$BX'V)$:MXN9'OU%V-=6%.JKGDB_GUB:1XF(O-C!21EH4J&>JK MFT&^O2")QKI,3P7CR5KMZ+/;D$%93YQ920QO$BKTY"=EB'^/EL[XBO7]P0U]60\@="*: M%DFM9E/-5?VKJ[64:W@Z[U0XR'LU@V9HX K,)GS"PJ'=IY,JJ+I#5'K"/667>*S/\$4YE%REFZR?$<"P.@8OM[O=E'^ MQ/)]S1]/& /S*"6F.$F$ADT'W'QBJ# (7*YXZ =QMIRLA>U-G*DH,N1:+64W>'H"-K;,>F&WZBR*CH[9RVO\A-T #4= ME>M-O(.T&(A- *D[R==+Z>["LJA1/2SL.SHEA9M0D6A3SAF\),UGN;DNL]7G M"?LN]5?QG#C>QT 6**A*.I"AL^AS(.=1J\F2>(=NK]"MO_'N]^WI/#'XNJ5? MMO]O6_E=B[]IEPH"T,&\[4WR5LT"&MFEI/2*PN(,P$T9G9M7]**M.5:%@(X& MH7"BS]H-@O4-62P)<@1DL]P2DV[3Q3^@S^5NHD>'[U@VUV<>@@0':1D]\CB0 M#)_9%ZYA1,U]U8:=+FCZ .V^>M5\?X>S @M+69B)*C!@BT(F1 Z8^S5^_>@T M2M>L..A57'RVUQA6 +T%"FRP,GZF3,+I5158 F9F"L>%N;T< F.2N<8 S-:Q MTUC60'T>:+;(C220,]%ZKORV%1W- B5C?_2#$"-B4K0P>AE>37UY' MPO,S*O\^?R+B)CXA3 MQQ4L:HF[B[=WL"B1[#P@VJ%?%OO5'4 4V"=4L#J J*SBHC7W.7R(LWV!D<:Y M$C!=(]3Z:*VB9+6GP8FWQ?EZ3Y=%PNB[61? _TK%BXR VSP%!!12' =4*$I M-M/GD';G_KG!M]F14?\&'S[\A\*IHA?A_%\>]1ZM^_L:.>RJI2PN@P73@E8Q MA_FN.,URONJ BMHK;BXH\62PR7*BDZD"RRL5C0"%U%JZ3?;C#494\<\KDM^, MWT)>05S-#KZ'R?KHZ2A*/^MUTJJ9C0XN,KT =P@ /M,V=4N8."W*N-R7,"S# MY#L5,$M'%O\*Z]TCEA]D^A7I MT$.(X#Y\1HQ$#$)V/')09O!I,;RE9&_MRSMU2;_#=(T.REU<%/@B\P8^ED?( M=)0>18322#YR"-9QL4*.T1[]F+,L$.3TD4\&^SNK!FI RTVQQ1Y3M.3P;2O4 MG9T5<%I?1$U$+&8EZJ+Z^ MJ':JZE@>),"P*T5#ESC^@[[--8-] -9(DI%GM2*?)]*B,-ZF!^">KEG-8T6I MP^I6,_H(F&Y.UO!,)\@4BP<2?3F)XN2)]8"K$9<) %])B84W:BG(R75'2OG_ MGQ&"\SMDT=!%P!JO4M^/-,(1TMBT)XN6[Z:4#7#>/B T\1!ZKA@X!G$]I3I+ M11Y""+8)MR+@C6++(3[""AT63&MYC/H05L>[YER'LLTL%GZ<"Y-$NU7P2DX< M[]\,N:E$CDW["E/%+3*#''*=Z]W.U95O;LAWTN.$;M/CIV1I^= DO[7NR]#O M# *+7-J@Y)IV'D%%HTWVN&5!&M^>0H,:_RVW(V,R'X&[ FZI/?&M5D!>B;>F M8).*%KXYU/5+V-TS/B0+%7=$KEIQ%]%X295 0*"$<]Y4>^NQ1T\(_^:"S&E\ M:\&4C\%M-2./6;Y5[T?^Q1Y7HEMNSE+DGT#T?VG9KM(L/6<(#\AL:JS5\T') MOHB(00BIN?3[ZW/'D"0ATOF6FPW,23^KHEP4_.'W(4O+NW?INB5;,MY58&CN M';81^HE<0J]VAU M_X!+GMM%18G I*PY2Y3GN XF@1)<)KKD$O%=3-(@*B#?1FG\+Y:S105R43\U M)GFFI";>D]$57=24$;PGLW@_.^.6PGRE.@,+136HD[L;@G_6Y.BSUY&BW@_K MR^@)_YU>AYQF^153JPND*G<-$26[VPG'?'K-0S_N@5_MXA/_H,ITP%9F8RT2:/@^MEHU(L>K!%2%Q@3H M<="2= %N71F&/T5Q>H[,%8.$D8I96S2E ,_HX\_GXJR10)SJ[$;&%N&F WU= M-'D%8V/SGJ:ZAF.9.X09S[G(MN(-1BC>J#?QS#ADZ^.D<2]@]09^U M\L-IAK8"2UU++PAO^EL1L$*V7^^V=@^5)F%1R@&>^OW\QCDRH<%2SXLN 7Q_ M#!_KT@"55EVFRWN88N,E6\?ET^D>N6>PP"\99DG UG!2L)% M5FIG_BF<0SX"A13R,I#JOL^13W=H&/+5DJ17;M9_^%.! MCNA [+S;6K'90H-YCT*B[<6 M[*%'&Q&1-//-TNDAWGWO]%70^/4$-);*+STM5));]4QL2VR K >&IRB7H;4% M_PEG+00,]"RU00(GD9B1\[7'-D]U,UN5..)10"R306)P+:3[83?!GD(8TGT\ MA*]XXEUE( ?[T*T).DF40BZDK9PHI:!6'9[HT/ F;1]UZ?5C=W?^#5DQ)@:G M/DODZV5I?CWD]FF^,@Q8C0T3<69#9R/.'.HR^O9V%TR<.YB(Q/DBVK&$5$KO M%:,W:6G"/SJAJ:K/N.2BYZQ06(+S!?(HJ2M9SJ:,BC//?'X3'YNHT#'-_5GB M**#JX^"F #8'D$F]S\1_K%BZ&4$,6+-Q_W>$2H1TIT%TF^W+*H3+TKA"1NU' MX\3H47;IM[#8YO%JG^#P_TFM>SY _/136IJDF0*:.>!G.BN0(*BK[+$$&Z$(MVLU4:@P5=140,ALLA +O MOQN!?H<]MAA3Q7LPTA SPP^%&B%5?8.>#?5KXI7'2*<*HZ-AW]31_+^I(P<^ M'T_P%XI[AH"WUZRS<:P!F78F,H^$$?8@PD MN%=_'&&QW]Z56";=@*W>?0 J]OPIG#ZYLM=/B".8#=SYC!U'S) ;EM1PP%UUVH&B"H-@1AS3?.UR3L?.CW M3 S$W_K_3O9[#?&]J\J)+U=EAA!X\^8?;UZ]?JO^Q.M)@,T":!K \V9@XBIW MU&.4P?Y#&+9:M#1/J@)>\8],?[]F["EM#,L>?,>Z0 D;#IKQ<[!')9OHT5ZY M6?_6I0*=KZ2>P B$]VGYL5([Z%A""'V)\G5==$(>KN(-3M87]1LZJ#IIUY_? 8;3U+C"S8AX& 0S5F R!^L];5_# MC6 E<_"\@O\U?AJ ISS%R&-Z :HMDDY')3(JTBT1TW%$"_S/)X6U6)9$6?*M0/JC=[C'<4L[),:/!1 MSH:PD>))/E1_D6+JO7]"$E"<1ODV.XK2SQ>:1/4J?D5F 3(-X'G@0I2B[ILA MJAWUF*'?OG\C0H>3*A;<_ECCJ@CI=I*QJ[]PK(:SAZRSN664 M;*-'>N5V_7\$"G0&729^A>0/)O16 C^+1%@!^FI*APZ22) 9=E_^%5'=;VBD MA83-T[RVK!L\S O* J-G7H:T"*SY1WF/-ZO\\(DXY?60@(B*S?6 SC#"H[G2 M!@*SR#L/A!OH$UZQ3]^!%#DNXQ8SV.%UBEG4,1C,)7]>-.G4G3SIRQ>P@9+Z M!=XIW$6[3USQQKQ+OPB-KRZIT)'<_L3X FT !Z,RTA?M+"TA E\6K]4RW9X% MZFG@]1P"Z>H]]3A@0@+OJ>5ZI(1WJ7=(KT,6/LWA/9I#"O&7=U$)[K.\^DC@ M+WL(P2Y.LQRC4XT+^\F. M+CT>4^>7B^NSZ_HMBO;A$QD.FN=/DF=/WED@V4:/]LKM^G=C%.A8U#$,>14\ M N%]>B4$C9/C#P92CD;-1[1KE,6$[>PH1)"JCX>C!,^?P'[C463]RY^NS'0S M'3B/0&L/PHAO!XVO27RM:>Q9?&\^'9N) M+QTX(_'E,1>3MK^W(.+;1>,K$E][&GL47Q*D+5@OOF7:;9JID6DZ&[#I8)G6 M^92*-%[O3##:8Y\S%J0)$-@PQD[TI52,^\(8EZ6J)M._.H;Y#(@@QZ N0'.I M_IS04*[ >X_JTOV%B)%(D'&M;O05T;L;,LG:Z*)_1V66"VF6QUE^ MDZD>6=WE<$-''Z(_?O?JA[>O7CP6ZW_7SO?XF^I<$ M/5,:B=!L/#=YH+T._1 M6KK%$$(O0>;K2B,=0'6_87OD\Y,Z&$W5&JT/CJ;08C!\/:69%)94;*='?^W6 M?;OH&H2,[:]6-;ZOF /^'/BK2\U5*QHPBUO6&M$^+2^#WZVV4%!+*V[4V:OU M-5=J>M;(\"%+R%NW7D$QO6JNYXIJW@EUM'>:&VROSPYCF@0HU6.*G)/__*MB MC]=2.M>0)*XMM@@+]5?#1@(R= Y63!_U'LEEN_,?0Q5C\E4];'2FM\\0*,/@ M.-OMXJ) ]#I#](NCY#I*8'%\%^5;C7=:B7D# 3 0@, %,@,GKT;;U7&)E,B M!3@MK# T^(K@XSU,B\"%(SPQ+,3YT6!F_77-YR3I;D+/AEF<*2)TOL:#90CY M?1XQ[#WF@AJA:GFOG@VSP3,X-438]R@MWZ+WES R5 :^!?NJR.[Q"0E#P4RJ M9R/-:GJ&U=(])+[>E^R6U/:JE/=YBA;_= =APMSKLW2E$6,Z!Y!)=2@(39O' MG91J2WWB:_\*Z6-SL+&OP\C@X*;5>EINA(0@MWI??0Z8T"% W,4 MK[',EU\!B[Q&6CXA9& 1);C%E/IKJ4?BFH1SB*_T4>]16[8[_U:+&!.QOB<5 M:87AQ:^&Q&V#Q#R5\X31$?<^([6#S])-EN\(61>W!4F#KN8ISQS)) /MNW4&VI9U%O8, &(5U4>O26[,J7 MYF)]NJK%I33MC@LJW5UD>D05[RJ$K!:7$,%,R^4&?5@4+9E=H)H3TB=4X247 M9^G&_>GZ=Z1>U5EZ7'4;J +EJU6V3PUTO3& H%^#,99]9MD1R./WPQ[&769% M3%[,:5DEG1"^-4L?IQXC--OU=HW#-W#3'@G"P4&_!"%&/6(K-NE1PL5&%OL. MN^]"K^ JVZ9X\*)8I$2;8H3?"&->P^"&B^0.1%P0B1F#PCZSDYGZQ>B>9P4^ M07$T25JV43@Z^*5J!Q_9?9]PD][JES*3Y*]1LH<( X831J20?5BJ.2'-,Q5> M(N].LW%_YAE^F;7<7$'T(:874"KFG6$AWS^U,>D15[@A'V?WOCC<1M']/RZC MO$R;P/-9NDKVF+V7M(;K@JO+>I.)2Y#*I+\"S0+S;(4#4*\!V"* 7P47>954 M_0WTR8Q(*I[_HW. $QNCX.H:QO^@,;;+_6T2KTZ3+.H$4AG9",D*N'JQS1Y> MHFF(=*]_BW_ 0=;?'KYZ??CV-0FSBD%Z4-'"A27A4Q8QI0,!&1GD!%32'TN( M?%/6@70,J@JM7I(>@N_2]0E2/L/Y+0;KQRR6KJ^+G-/! (T&>'@("U;+DDH$ MY!OT\&%56@HIGNP>YE%)U,XJVT$6ME%4;J\G #H#/&-SGH=R^;2[$2EHS=:= MOD5F1%T_[6ZS9/@WV ;GQ1[K+2OYY*KD"3HHC"DFI7CUB?4WXLF'DQ@!+)I& M;.PKN(9P!]?2^DI",PLP$ > #D %9@P'+#8IX&-)">/%]&OL&H:PQPC>PPI MY3Q*KN+M77F37<%5$L6[:[C:YR1L)*\/4\$X T4Q"X,!]O"#!)H0(4XK%RV M+&*D/M'O-^6F6GI]=#^\N45)/U*D/8OHW(,&5%"]W8VJ[!0.T9L#J@G 3HKE-%F MRK&VRZ38N4--.5X2;]"X\30)@>;)0^;7U*D+/":T6\13NJL/ZCT,\H6I5OD; MC/))#H@&L+?O7H* X>F Q_?/AK"'0X\[XJ.AO57/]COU"_'EA&O\3F0<5FXS MAOM\I,!I"*MQ&'5$=N08]/899J?9+*=1G)-KE!,DL4E6['-XA90-91=*!R MUNU^$,NFA[W87)%LTN<-#BP;JVF(58H @99E:F^&AKCRL=V^\"K(C8:AN"Q] M3J;EX"5IL1LXX:*U%RT[!,\D;0."$&?V)6?I&C[^&3X--TK$8/U=C0O7UP3_ MZ&! 1@,T/%0,2,F23JA/L$&':X,%TL]K$D](HNUPYK?!>8O_M):5\+H> _"@ M<+:FD.(5;_L;\1_30:O'#_@5JR;9H1Y*WD&SP2'OZ02X2$HXBTZ?#[T6[R" MVQ@GR*@NWY.:$$GHE);.7G MZS)*UU&^!N<83K WS@+T-7[79)7@5=0]SHH2AW&J5W8R$I-Q-'#%1H8F;!=S M$77%N_-,XN:IHCR .SNQ[3_&%&W',R6;]!"*!!^)+.NPA2)$T C.[/.!C/ M#T!43OP@;$*-9L&B7(OI!^(/PX;#^%2DN1X2VB MO'AOCHD%S(O![\Q2$FV_OD/N=['L[[A&9WVUQ-2# M 1T=/IE)PI6V5(CVZ.R;$1C'40FW63Y:=*L-U+L.:2VO%@$R%%1CP\:UA*QH ML[Z_,Y^W:LOVBX!!'U)X@G'7[< U#=!YH2,E&K:U/TW5WGU^ MI,VUHO3CY(:$_2 Y1-0WI&$\3_$+$_RX9$<;L+L^O^% !+W_U&Y0Z.:84<5O MO+#Q>FL7=[EI?EDYP4^+'49VN=D@UWBQC>*T*)M')_+ZLG4 H09TT H94+" MP@4,,/=V9Q[/*B^KA9$BVMOZ[BQP5ZLJWC1 MN[KK;L[^=KX20/Q\@S0PO,$I"G+F;Z+BENR)3<02\-U+F)1%]1M2&)83!M/,XA6?H1T448P01:%;Q;(;T M,=!+ QX*R-C@EPIR-@E%H[U)ZX<\/7C7*YA&>9PM'N-IY:.UD,?L+B$",@EA M0\#/>- \M(6(04+)Z.VO/CG8/I#H?&9BCGZ#_G$;%1"K[/\/4$L#!!0 ( M *5U;DD?6G51LS0 *J' P 5 &UL[5UM M<]LXDOZ^O\*7_7)74QXGSDRRF9JY*[W8B68CN_'S_SRM@I,'$,5^"']Y]N+[Y\]. M '1#SX>+7YY]F)T.9J/)Y-G__/?)R=]^_H_3TY.W (+(28!W/CX_3]R$\N0X?3E[$ %S.( M_9_B]"^O0M=)4FAKQW5"_0W\I]/]KYWBOSI]<7[Z\L7W3['W+ 7N;R1;[JW6 !Y3^W3("\U^>1?\.%Z<8P>=O7C[')/Z._^93 M] D)+ X#W\/8#YT 3V6V!"!Y=H))?[B=%":!/KJ/? "Q_,[P+YQ1OS_+A&MR MD)]NG C 9 D2WW6"6'7,97*FIC!!:VT%9@GZ>87XR0R[3 (-5*#Y.!ZX8;F*#3 MX ;IF^L#?F3YJ.D;_B7@'USZNSK7]&X1WCE/_&/(?Z)1X>XB!Q_> WP(^PF" M&.G*+0CP3G'KQY^YAU=+1]<^<^GXT1].L 'O@1-O(B"T?LD?:X1SNL;F#EIR MW$/*?8''H0"=_YB&:#_"2!$^%3K:>;$R_<.=!8I]H-%!-(?'OUD M.9C/_H4T7G M\Q@D>%?E5M'C%]I4=+:YC\&7#9KPQ8/0"5S^3B,RU?-FN$U_XCYZ&10TCI.X MB]TY]X' B<8@H6NG/NYL8F.K?*<3NNKV)@@.ATUL$"-- MP;I\Y3OWZ-S'6IQM;![R?FZ!NXDBI$A#)_;%)*J'F4X#ZCBB811^1COE F#W M9.!&81Q?..YR%#AQ',X_0#^1G"HO83/32G=8A[#%2LB,2DJ?'7-@1MQ??7B( MM&3#P:.Y"6,?'W 'G9*D=9$XP;'RDM-I#!P]0,'!5C_49F)S MQ)H$!RM"4F?8OAA $5[UY,\U#' !=I#DFUN<^1V*E -,T(^QT<$>N9SE%2:OI8.H.'XG MP]6]R R M(40BG^[*B@Q;9;U)B21S'XV+A,BGNR(APY:)Y%Q.)#@>FF4M98.8/B+BU?.) M8I*SOM];U6T[99ASSL%Y@D8]!U$$O*L=6-11I4-*$#V0_J:P\489$>G$$9-# M[LAH7! &'1H6P'_@A MCV2X3=,YP2N M-PGZYQ"ZZ2TCPBL_.G/&EK&QVE[&M:N!J!+:)58)]XHH5';1+["I%K_HA Q* MD\P99WH+0CCNWJ_*U MN41$LZN;GA3"=3HS/]07$OSR(!S!59LX+"T4F5K93&2FKPZGMH)=9 MX(5& _I7P?(@]934AX!QE S\YF7,_8;D":?L(*PB>_#I6/ MV;39$%*V(7"PCS4&:YS:%D_@T(&?#2U,)L?66DV\B,FOUYPP542)MGK@/YA* M)R5PL>WC\LLL#XU\M%;*^#D,-MO_CT.Y+ELVFKQ$(B,;1R&_G"C@R,=T@THL M0L:9-^?$MUT>V?1S<1$U&T1,"KFB-72*5G,GA/QV;F)MB5P1(RK\D.@Q*N0R M8X]C-!@&([&QXKR)JFDQ'9: E86P"Z^[\EQKC.RYU?V/H:.G">MT,:JB &O#@;6]0N.Q3M<8V<,(/T9^D@ X M2 X702:V8C[&'=("043MG;5X5GZ,&P_'-\X66\QWX:Y3R1BI,=I<7'4$/\1$7-U6 -OY4,?3R1MMP*]*[!P@E$8EQU9RH$O1M&R MMU0C/$%T-,2$9)?I-%F"*#=.(\=TF4>+K6\Z+O:B0>E8[.VG(NP[LJD*(2H? MA9+:66^!!U:I[;<_[KFV3\)G+1<&::(9UJ\:O\78F^792!JT56K9MONH$P(P M$^_KQL5K^(2S?;AI"@4JI6;(W_HK1MC9,?5.R((CH*YVL:LHCWWL0DTL92JV MSB=9F510T!$P%Q%,J;!9+(&4^G%+*I(I.H9%09^WQ4S14K,+$\=*F84E2T!( M5E1X[ 4KRVU)DB3R[S?)+I*&S1,<8PT#].EBG['1@#2YAM&.;@L"-PW/-8&?0U"?Y"IAL?T&OF;"*S\C9F+4PZN[;B;NV(U M1N;!SE(S"7)(/351&LB\++!K2?R;*4DF7-I2KJTDMTP@^FMP@.&9?(/" AV3 M&2PT5@H65I^XTO;$E1K]XL]5Z>/%UN+%NB30QXO[>'$'Y=#'B]LBB3Y>_)7$ MB_VTF7ZNIS[[4(Z!^_TB?#C;?8:7P,OL9RRDESGE)Q-NA]-9.7\I*)1SGI2 MK3MN%: ]GJ^-8\O4'R*T6N)PY**[^(7 %E)#PE+ JA;/NIE_\]$ZJ9R*+.2) MGXK!C4UEZKJ,F^X6L1_!%&9#FLX/S4@/83\A@8A1M%L!1M,X M+")!9"Q%0H^CG#D!( W1A$W-P=6*K2&ES87L:PXX+;83*3ZKM1MH,Q+GY&QK MUU46/"^R]AJ4',;Y$> MBPTCF6.O5\?88A/EW/QB/'@SW>L(7&PM=@&!DK"Q\F@=4I*C5[&[#! V=>MH MV.R8RS9W:V??@E?F=L.:K@'NO@P79F[^R*QL+21.I22]5E9!RZ)55)Z#H4./ MQ,:*E2LE-@)$NOIX"KWE\[0&,*8]OD1[LJ?\47MWNNK\]+3FE$N\!&DGG]S; M$$92)JM<;&UH-.TJY#820+&X>:6)@&F)6:I4A*<0-#61)O&Q%'WA$1,9%QUV M@F1Z$!H$\@:0]F2C-Y0:5&%CY8CAD1 1$UUUD2)".AYN.WV)\B/CJW"O(='" M=5(W:3W/AL0^IF5F$U@.D?LD96(%[&)95/#L872X\5*QWLBDGG3.\-^ M/PD38JLRL9.CQ",H B :GOR07&'I88AL&)/"J?"P87/S2*8*AL3[(&]V@H$@ MD3J!*EIR],J,+IP;A40'1B*Z=? L%KA<4:VC!9I 6+2A#<8BZ+DV1+A47BD!'>!/0^CE\]4:V:G\^H+ M* VUVFJ3IF-L-VQ&#J*S3( M:&GIJ%\B;:Z@F M**Z.1B=.FUH@;-ZQD,/XYOH^,/EU9M'QH:>C55[?'$5<*G4M4E[I%,@WV"-% M62!E*^*UBD#Z)]^:?O+M7,E![9]\ZY]\4Q=B_^0;MTCZ)]\:>/*ME1N[[HXP M)53W0+8E.TO'L+J0HJ4%?OG4DC6(_-!#0XT2Z3 .92I]RV@K+:-U2/2K>(*> M,]^.]1J]1$14!_QH$XB $X,QV/UW J4%PDFJ-<.@HR%)=)I^>*RV4 MEDJ -E/Y:.=NG5Q 3_G8Z5-]2,%,8JJ/3"*WT@T/^ZR[!1Y8I<]?-&@@Y)EV M0Y8PQ;@@6VKC0\A_"32]8HROM/Q+*X&?Z5\1+;, M8>R:MLB*(-.G?]@\NQF*WXB65)W&KDF_#%DFU3<:I=I<8J^[!-XF .'\6$43 M2^?T9L2F>6)&D#&YPECLI./? MUTZ""$[G6>F\(5^$P,7V(N$07L&C)."DIZE7HT?,3N7#^("SCK381L]/S>)[#=PRR;VGQ(-/][3^ MTO&C]&[S/7#P$E:*/!V(';<$L^8-BY]*;VL"7:/G INAU<1K'ID66F"SL>M8 M]"CG\\NYE<,H_ PBO&6,@1/@GPRN!SHS^6NO"LV&3"4NOC;S1FHEFU\5?"CJ M:Q7?W/GA0P?B*MMW_F(9H/\E*MXQ 9799KT.B._:&PZP$AA+^QD#S_.37:^G M/5ZY@'1#*TI\$%8/'B%=*'3W%P>[@PMOY,3+XQ,&@T4$TA\>_60YF,_]P$?V MJ:P=EUFW^,)UBZQ?&".D38>J:GE*+SX:Y8:6G0A[VR$ 7L'GEYL0O-USD(B/ M]3G0>P>\1<$KE%UL1 8# H-FXFPJPY&]ZI?@:73)*HW'YC M\&6#^Q4\*&6'E>@830RC\9)NU%GLK,=FIUC0@+]_!TQ#JW!*J)!,-M M^M-6=C%T/6EEZ,1^/)V7"&>@F W/\7&V[="():WPPMEX0_O] $?(KT*#\5(( M&Y RDU^W9,N&3LL;T7+!";0M;\ M<,,%]!L2:SW3;LF6 T0M+^4*&=?1PH'^ M7REH^W?WCA?'Z<-B3$G3;&]QLI:M%3Y1RL#5=-7SX8HSC("_@*,-X@?=8J , M>ND?@]VE80-K67XP=M/NQ%:X N2VGKG\@-_;O(@3?X4TV$AJ?8F#51=<3)QE M;.P]=SE9K1T_2OO01V,_7H>Q$TSG5R%<7/D/P$MK_YM8QE+CZ-(*E@/:UK-? MU^ Q-[THA.A'=Y<^<^\'Z;5"AIPWA(G4:L=FSP)ZHP X6/1Y%\YP9%YY4)9]8J'< M00TBZ-X").05'E9BGUGXR[,#/EE=+^L\I)7DL4G8SF,03?^K0Z1SUUW* M%F6?@)3?8DG<)S#W6MU!SV[".(TU'TRDILX\+4.TF]NK-TE)N_AT[!5&]! W MO +>9/]8;6X/L*I[',.RZP UK7 \I2EAR!6NH*FX] U'"T M;*"QD^YX46OI3FMS.^V8A/F1U+'AJ:W<7.RJR>5+9]L)"7/AIR/!HM'ZJ1!] M &.<6[!/# (>L0_C[F$24>^*29^C-2/%:9<@JW Y6FD..$V6(+I;.G"& [Y' M13!R)/*Y-/LPN.P$;%L[PJLSM-TI5)SY-11X[XY213S^<1N-B^ MB!5?MV1!'6$K"D1=&".D0HLPRD+5YE[SXN!J-1!"5U&Z1,C8E1^^D[I;WN!. ME^:D4:!O-R# !WP1$/5%D*6Q73RY:"DN /KCHQ-Y!@%G\6O/+L44 1.RTD-V M,C*YV233M=E=J,S"LM7/!WP%E_*;>W(5#$X0F(:[PL-FFQ@^L*NPY-)6%4P@ MDDN.FY:9,H:8_-JSX@M63@D M\$JVD8AT!HO(=SL7GM3084WO!-V9- ME1BV[D*5M5YJL"N_#RPCG@L(HL4V*^!AKQT]XF$S[)1X:K#3\?KQ""U4/QV$ M^85#Y=4IH= 1*]MJ.B%(&J^.M*X)MS1$H_T$0+O!D1NFG5]#9)=_I_92UX:4UOAS#IE)>]I5.CD M%]L#B.Y##<_9EP8Y2 [9\PT(-L_-QB:J(,T"4 VOS0\P D[@_P6\M\AFO0KC M> JG:P#Q6V:AYR?;;%Y[!SKFVDK%J79TCY6 3T,NI(B 4Q/O<%V+AE<>D= 9 MR4^MFX:, %HZ&DR9.4;-O!'/=Y V+G-A_18Z5G-OQTLU!7UM05];T-<6]+4%;1(F)W9];4%? M6]#7%I1MM+ZVH&TBZ6L+^MJ"OK:@KRWH:POZVH*^MJ"O+3!26U"?L7(3@96_ M,7,_S,&U)3=8HJDE(KAJ2_YJ-N?DF%Y2>J/'(;[1$T*'\$C/,_'#6_AMH$&1 MKUC&DRYFXG4FI+>[QLB"]8-8#_0\\S<_BE8!4UG+UL"YLIH5HWN-I;5"YA6Z MDEHC%7K=CV"XS8WT,@)?-OCI5U..&@];2W9-8UM1(8K+(P8]N52D^1T8F?,- M>=A:MF0%U@)1=BQ B^ZE+KG%!_4R>%?"P]>FWZ11;%4\2VM.<8L]_/C.!Q&: MX7)[!1Y T, NR^)LK5[3\D[+E(:.BS/B!*M)T?"\:V(4)[.P&NC6(C02AAA1- OGS9B5T_A5*Z)P<@M0EH9?- M2NCE5RBAE^3L@J_[?&\H4**2L)$%%;)H0:FFF)9U5OKF*W2*B2'E"E;:'E7F M%M]AP3E@4'U\XH@0B2"DG# M8>($T@V2*V'%*_/!;.5/)J.EY&%?Z8,VW^%$^6%G$+$F9I:J5TY4)AL73 ME:,/4^$XV$]Z*WC RO.QX[^):G+QD%5 54(7*,U4OMXF.C__Q^GIR?]^?/_' M#__WOW^ZZ\W3/^&/;[R_7C\L_KF%'\:;Q[>OHS>O?SO_]X>[;1R\?G#_>A[\ MFKS9/-S&O][]^1YMRX]7VW=OWOWV[U>35^O[!W?\].^KP>1B]O58G'W MY+[Z?//GX&RX"!?^$(8/5YNW*^?EC_[K=^/??OLX2%Y_MUZ\_.[%7^>/O]XL M__7CZSOO/H;3R<7P7^!A\\(=3<;?S<^_K'_][N[^U?GHZO+=\E_Q[>1Z_*_/ M;^?C /[Q^YOYX/;NX7)\=OOB_/D7[UWT\M(?__%F&_P^^CCP'G_]\D/RZ]-W M\_#7V9^Q^V7]ZG?_8_+^*O[NS]^3<7CV^,LO_WGMK9^F16AZ"&*3<5 MNBLG% M,RMQK"P.AMI6=.+7Z: MCGFL-[)'?>Y;V^=,#;34*6L[WF7.=WP][,@AR7>R:?_5JY*S]Q FPG8?L M^-3J,V4-TUC96DUFC&(JH*4"$45AI83-6<(43G976HVN4J100$J]VKY,>6"R MR3V9E>WC1T$. X+9K&LU#)N3Q+#[DA@2S&=1291ICD1.=A45$)ZQJW$0 M7(RRS"HZ;61*5^W)=.%1R;2O@)I^:&G2]PU[[UJ6IXCCKM-5Z1WWWG'OEAQZ MQ[TMDF [[EW<@368)O(MIVY -%NB.6:&/UR@OYB'T0J-" A9HER$K%0*Z++\ ML*SXX++2DR-;#"X5 L/!8T?ZPN? M2,B?VK$V^50LE0%EQK;JT8X/;.S&+2("VK>VMBQ^*5!GK6$)B*"?7=P+*7[Y M&TN;#S_8E4G*9TU)-HU!XXN $X,QV/UW LNGE8#.@G5@2!_\;>SK"Z@IV)7W8)D$T%Q8ZKT7:>\2*)W0D1#AT4E(A+\ M4NETOAO%6WQ+Q"60ZE<6K2BR0F&$"9-KWME+D[%!9CF@__)2B<;#G7/&M"T$.W*S*PZXE8D?=M6[_]4!IL7JEW.N<>1YGRW4Z/XQ0Q-NNH61'CKPZFG._ZQ#1<:[( M^(%BC7JJ7[5? (296JE2WH_CXLD--IE*',ZT6/ \YR9FZ:BAJE=>(O5(Z$L@ MTF9N<;J!? 97VR3#,WE]-8!R&Y;L@<(D8$L:4AL9ZP#1T[S/0KK=L4_A!**Y M;](67SZ<(5ZI0F:6$3:,]D^$'_I]J:7E$3E/CIRG#,Z2Z7M:6"IT:CT0BX\C MB8=.@$-"LR4 R17^''$=;H^_L&]J=X<8#+?O@(=+A,<@]AAJE*VE1"(H532][K,K:+ MY%6!!K:.EFE5VN:2%JF\K/: 8JLR6PZ4%R6E>M6$R(#8$0:>N4PY$IN.P$]$ M2$.>XO&"&J],4_L8@8OM[,1F=S$2S.4N0AKD-T+:L0@C_Z]T-.86$@=7J^N* MKM5TH9"Q*S^7*V5VI^^:&'S:,T_?KFW !WP1$'6#C&2&WOKQ9U/;&9/?M[6Q ML:$O/QBJ*-W\*,U9:DQ^MJ7+H^ID^9# 4S#=!HO(=SYA MO! S$= 5+I4Z;\((H(6[[\.S%[S! XC)T*HE(+I>:K#3T?GQ H)HL6\GREX[ M>L3#9M@I\=1@I_) ]:$6"2U4/QV$^85#Y=4IH= 1*_954&B4BHQ*G*=B7B(, M;C:[$HJ*A 5:KA>;S$4I2)P@9UF*M$4E?]J-TYXV[PS-5WH.^F_(7R#>GY0W M#%6/X< C?U=!>/UT46%PO)YK-CJ^-+AW(89)JV2WF(5[>L MF9S;XR\*2YR-:,,%3)P*:?R122K7EEAL>M:U8AYP(3?10E))KO8QQKF7(,Z] M;B:7+5(E*9D#PB DN20RB@,722Y]NFY?\SG#_?7@MWT] M*+M'<5WTG>ORV_N;OOZFKST0]S=]_4U??]/7W_3U-WW]35_;1-+?]/4W?89- M?]Y@7"7;3R7TEXMK&0SSY;G8-OC%8IX$ 14@Z^ C#-/Y/ 8);E45EN\890/X M1Y*5:TNQ #X7(4DK_D@[/U<#2D]FI&G41J/R=&:6.AV(*%9^J5)DW0?>E;9. MY@KJ(^UM#_B:CK3O LKX,$5._Z,3>7M#6<2FK272YM!Z/0)ZPUAMW@,8!Y?" M.X%][IF@?)@6K>F\,[5>UB*C'*S"#6Z$@"<_6& +/1F% 8YJ14Y@2Q'8@[)D M4AE3E!H12.Q\;W9:!,$"1R>50OAEX[&!7,6XB_N >L,C:WYM3;>C@VNKL8^1 MS@9%A-[)LBINS+,ML]"146S4H26Q:6,S'Y8O6Y&KAGX4AUU\N#TD&QM]\X_- ML"6W,U1;M@8N/:YM+J5XQ\+'07$G1AZ%-X6WP-U$$=K.AT[LQQ]@>!^#Z $/ M> +7FP3]C34 M;@+@+8 WW(["U=J!6P'779IX*^JRZ@0L#YV-U)7LKB(;27579_>%SG]F.^C( MV)Y)DU3HU*G20+4X%-)^RX5X(2FN^1;V5*6IHDW9C,2NC0:SR>SF[>W5U4A@ MFZE^9>EY!29:A+GIZ^TK#/+M]*,$R(6O6@MR<6[ZUK\PR'97P' D57FY-H)R0I#I6EYS)D8P&R:N"U =20^J-9K[A3&]#_Q%"MY=N'M( M<(9/MG0%F14DYQAL'S+"PN;%UGH7'M9 1TZ\M"?^E'M;*DXTB'V'IH7''?ML MIU;IB&J>DT1L+%"+&Q M*]-)%4=&G3KE"PC)!]7T]=4[:M M?I06[T9NX/BK MYD]X*O^6)&D([_%T0"7B?)241&/R;_)P)W#NL$5'PE&^MM1D-\5#WD';CG7. M@75K8U 20:9 KW6\;6RYX#-W!&JM^LR'==1+/TG4E"LI*U,WL+08W'2.OZ+T MQN=PU4\RM<8H/@C M\HR0>3&%V2AEI,-)RO9NQ982+Q[:;J0ZLFO7V2#F*WL;>FV@AG=K:C=9IJ", M_]..5R9Z-[D[&M-8V:^Z6GUS<7$5J9-"Y#HR+QH-?;P%$*OA!,[#:)52=: W MVZQ63K0=@\3Q@_B99$S/C]T@Q!EF=VA<0_3+G\GA#DVZQ6 G;(5SH$*(BU#L M/6YBX@<#!VE*_$-^K%=VZX0%U LO6WY)JOG6[QWH+$ TG5]=C;B+R2H?V=@* M174];4U9F:VE/,/\0 1JR@B?V7*W:(I3AEE+JNW-V]N1L_83)[BZNA%P64G? M65G]++2(D[-34G:WB2"R*3XN 0BR,4V@*P XDT ;594]8\U1 #XA',J##EHA M4IM#_]J2:\M"GS%5?95H@@G@B\AY '$VH-W@<3#IYNZ?0FG\M61:MP_Q3%U? MF9J(4#[,A@[\+ !_X0,[06,6TL7YZ"I*DVKA[\1+G*./_G/Q98,?$' HN0C:. M;S:B?//7MJ$(B6;Z,:TWD)8(XWNKC1AHHF#-UTY;E\.AM$'LH$OHHZ7)XLW3 MMR,;)2NW (]:I:J;T?HT"(*,K@]J>R?$P/U^$3Z<[;_>0;__4QEV)@_K!A!! MUS#8;&!4SH #Y0^SL7:(,4V[^5BU@*;35FBJNF1U-&80$<'^D><+)X*X<6 ZJGCP@*:T &,T^.W0 M"1SH@BE2EG48^WR5K1)D.R8^&>#DG4,]PLT&$M\X6VP"X\T9#5I*H!12+?;A MN:1(0TA#%P71S;%:M15GEX0FPK$$+EV3)0LP^28&BAV*]@HV@6ZX M,UFAFN M33 C0C*K[LJ1 ETFS'\T>S&"6W,"&*<3P<=V?!E&^50FOF!;'9%NV9/UF&2R M>M.<48D+5I&:X-C7+V6XJIK)?V@/7Q15T M\2UP@9^VI;XV\W8MF5%+4^J8NR$%LKT$M=S3-_=NY6[>X7SF+Z _]UT')MD$ MD;+>A(&?7O0I5:M5Z9DL5F-P$UPC0MCPUZQ)D!7?>X685-1=W_BOVE'15J^" M>(7+"+Q2VB:52.N@@\%4?L>1N!41R*^B0L+K$2$-+Y"FU SF(>?(VZS KJA5 M!5%R1K ,I.^=)W^U69D#M"BSO+3=TD1(;I M^?DGA,E+ 4N=3<&*:M+AJYFNC2Z_W>WBQ=H!J-VZ='4K[-MUF6G7=7OS7J2< M]?#;K6N)DYN(G>/G6[C$8&T!]"N*ERH1W_Z.0O\=A0\-WU$4&-@.W['O*(I8 MZ+BCZ*^ ZJZ SI4V!(#[6GLW3I1L[R('QLA?P[[;<)O_%V,;,#]W.V$CKBU: M ,)B)P%5@=7U$- CF)9T$1#75)J0R*:>L%F,GVMZA" 2L/A(WUE-89$#E3A] M*QUEBN5G(OU:21]:CJ#)"8,,@=WN,C.$6]KO9A0X<3R=SQ+<[=O0(4)G9DF> M/(<& Z%<&9'\35V>K+EC@L#%]C%1JWJ%[ T"2DH!@)3@: "]\0?H"STR1?[2 MIA/%A21EPE8. \%[@-(=0,LV"L(-@$1YFE)+:.'P?SGT;P%2$>4!_$@G]"R3V01N4ZKHV0] M?G-%2NKA1$'/"X)B)TW6464"\8#PFW7Y >+1/6:>WTT4SCG[-@@3M67-U\E- M'!T]C8<:2\7:547?.4^%C"S9K,V,UO$)+I-)62QVPA&%*@[\Z5FT;R568Y54 M12T%AW)5S-NRYN5Q*,>NDP9%#CKN>+[F2]X:!>8K1U/!M;_M[6][^]O>K_6V MMUT[&?.8K)3#R9W MR#91/#BR=EW5MNYAF+',(U(6Y E&KWU$.CP4YJT=M=UZ\>?BZ:OU,7@@?*@2)EL -=<%M82D^F1R(4 O]$K1%#V MNK6&N)AM+$S4UJXMJE/YVUD^^6KI^W"L-+M#OVW*K"9P:8U<.-80N33O")@> M [Q(>81&M @C_Z\4%',V#@=7JTDG= 6E2X6,GZ)?\)>+NC=0;<391J MD#GAL-C9C@3PB(4)5W'5]*$ O?M4-3YPK@AT'QOHN]58[%;3@;4G;O&6RC34 MS :<8>GE;C6(]W*ZK08:TY;;=T2?60#2KCG/6[TT M32L<;M,\0W.=R$K98!XQF9-=?ZA& 2EB*" E M;U-6*(JD$E.^M6TP<@!*G;:5A.*O*9N;!WQF+K?&G,56;:6L UREPO)CY"?( MIKL.$]_-&FI!27 !Q37?EV(MK'5D*IG!L0=<):'L-KTMG'#2./R&I9Z:^RI'K3$NX")GVS-7:M1.+5S ^03"0T\ M6FBV(QN#W FIEGAZO-',E8I1WYC6==%+X67%V%:Q2XIWPC0$-5V]242XB6\1 M)",GBK;(:R!T03?Z%DJ)<>M/;J:X.<'5_)9#@X_=25 MV8&YV0NHOOVR6"[&8#:9W4X_(GH"=W75K^RL;A94A)G9:+>>#N/NXT@"X,)7 M+06X.#-=]Y[B&CQZ+Z/!^:]:"G!Q9KH:M0@#?//V5@+@PE7M1YYMHW-F'RA]TKHG",I3TM<$3X-S M9K*RCL;*UBK@M9EKH=+R'BJ!NKE0/9V9Y5;!->I8(PXMQC:%OKDP/9F1U0ZI MTE*HB\=K"6-^*^\XBVU/'"\VJ]3N].\UZ\Q9[=]KMGXWW,[WFOM:$F/;([NB MY >UMO1]28FUDA(:9>).948([=G3I.5 VM/DKY^+M(?-26+8?4D,"8%:*U$, MWBVV_FJR\O2'D%KE$_GOHDV<7&Z@%P]6^)%S+CN$2:!E!]@5*?6 C8"6+LY" M/9R#]._E!<(DT 6!L!'046:BT6'>5<1,H!L!)P9CL/MO'-.T(#0J?(UR+D/BA)<]81"SD"6M['>&DV72K<>ANTGPTF*6T M3N \C%8I??&<*Q8UH=:07(0$#74/^)]VQ&[!PL"?P(DNH#=V M$@W84BG;LC!EL*;#HQ2X.NX[N' WA.DC>+,E&GH\W21QXD"\9G3MS$P>79(& M#V1*[UP>F=QL[@/?O0Q"AY$I+2:&/,FN[#4$,'(9$S(;S@ -P4NK-0)'@X87 MR77G6"S!4'QQ2P%5KA(B87"M%PLI04PJ"OJ'O&&7[4*(<.0$$^1P//T&MMKV MZA)92QZAPNY\^7>B7R79.XRNX[ &7N<0YDDVI90W*M6TO1:+= ML_U*H.R1EBS"/=+%*0:_P? 1SH 3AQ!XDSC>L.[,Q&"GD>^> *A [47Q4EX4 M^U'M8KO:'%$RV0YM,Q1<]HC_(+G-[,D>G=M+]#<:]G4:X>X&UL4$L! A0#% @ I75N27:Q@-G'$P &>< !$ M ( !$0(! ')J;V'-D4$L! A0#% @ I75N27:!EE+] M" QE< !4 ( !!Q8! ')J;V&UL M4$L! A0#% @ I75N21]:=5&S- JH<# !4 ( !-K ! L ')J;V