0001752724-24-151893.txt : 20240701
0001752724-24-151893.hdr.sgml : 20240701
20240701095511
ACCESSION NUMBER: 0001752724-24-151893
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240701
DATE AS OF CHANGE: 20240701
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
CENTRAL INDEX KEY: 0001388141
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22011
FILM NUMBER: 241088601
BUSINESS ADDRESS:
STREET 1: 1585 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-869-6397
MAIL ADDRESS:
STREET 1: 1585 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10036
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001388141
XXXXXXXX
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
811-22011
0001388141
541YGIXZ6JJP4EZDJI96
1585 Broadway
NEW YORK
10036
800-231-2608
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
541YGIXZ6JJP4EZDJI96
2024-10-31
2024-04-30
N
405755116.24
64398474.75
341356641.49
0.00000000
0.00000000
48500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7991454.32000000
AMD
BRL
CLP
CNY
COP
CZK
DOP
EGP
EUR
HUF
IDR
INR
KES
KZT
MXN
MYR
NGN
PEN
PLN
PYG
RON
RSD
THB
USD
UYU
UZS
ZAR
N
JPM Govt Bond Index - EM Global Diversified Index
JPMGBIEMGDI
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
94936.02000000
0.027811387991
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
7452693.40000000
EUR
190028776.30000000
CZK
2024-06-20
94936.02000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
119719.26000000
0.035071607066
N/A
DFE
TR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1971618.19000000
USD
68354031.30000000
TRY
2024-05-13
119719.26000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-108454.22000000
-0.03177152772
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
60800000.00000000
TRY
1751762.57000000
USD
2024-05-13
-108454.22000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
342000000.00000000
PA
3975805.72000000
1.164707299276
Long
DBT
NUSS
XX
N
2
2031-03-14
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
21895.22000000
0.006414177238
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8372883448.00000000
IDR
536214.58000000
USD
2024-06-20
21895.22000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
24995000000.00000000
PA
5593354.53000000
1.638566194460
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
13180.21000000
0.003861125989
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
503213.14000000
USD
7044984000.00000000
UZS
2025-01-06
13180.21000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDC1TJ6 IRS BRL R F 10.60000 II9606560240417 CCPNDFPREDISWA / Short: SMIDC1TJ6 IRS BRL P V 00MBRCDI II0170910240417 CCPNDFPREDISWA
000000000
5500000.00000000
OU
Notional Amount
1796.39000000
0.000526250197
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-07-01
0.00000000
BRL
0.00000000
BRL
5500000.00000000
BRL
1796.39000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
83000000000.00000000
PA
5216146.89000000
1.528063689410
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1083.62000000
-0.00031744511
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
4153766.28000000
ZAR
218758.41000000
USD
2024-06-20
-1083.62000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
105743.81000000
0.030977516517
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8472417.76000000
EUR
9149978.19000000
USD
2024-05-10
105743.81000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-5573.98000000
-0.00163289045
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
17751085.00000000
ZAR
933919.08000000
USD
2024-06-20
-5573.98000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICNN3T4 IRS CNY R F 2.44000 II9341860231030 CCPNDF / Short: SMICNN3T4 IRS CNY P V 00MCNRR II5115910231030 CCPNDF
000000000
89100000.00000000
OU
Notional Amount
168416.65000000
0.049337446391
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
CNY
0.00000000
CNY
89100000.00000000
CNY
168416.65000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-503569.58000000
-0.14752007689
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
19356978.63000000
USD
25678000.00000000
SGD
2024-06-20
-503569.58000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
-14507.58000000
-0.00424997736
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1038348302.00000000
HUF
2635569.01000000
EUR
2024-05-17
-14507.58000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
52600000.00000000
PA
1240847.58000000
0.363504742308
Long
DBT
NUSS
TR
N
2
2028-07-19
Fixed
17.30000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
841175000.00000000
PA
15992928.38000000
4.685108310824
Long
STIV
NUSS
EG
N
2
2024-09-24
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-127790.03000000
-0.03743592901
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
79900000.00000000
TRY
1805649.72000000
USD
2024-12-16
-127790.03000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
BMIDAC3D5
000000000
10619000.00000000
OU
Notional Amount
USD
39630.11000000
0.011609591020
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
E57ODZWZ7FF32TWEFA76
FX Contract
N/A
1.00000000
NC
USD
39630.11000000
0.01000000
DFE
US
177549680.00000000
MXN
10619000.00000000
USD
2024-06-20
1.00000000
16.72000000
USD
2024-06-20
XXXX
-129211.99000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMID6Q3V9 IRS CLP R F 4.78500 II2941390240312 CCPNDFCAMARAPR / Short: SMID6Q3V9 IRS CLP P V 06MCLICP II9908410240312 CCPNDFCAMARAPR
000000000
2750000000.00000000
OU
Notional Amount
-54838.04000000
-0.01606473504
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-06-21
0.00000000
CLP
0.00000000
CLP
2750000000.00000000
CLP
-54838.04000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
2299.77000000
0.000673714737
N/A
DFE
CZ
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
235965.09000000
EUR
6000000.00000000
CZK
2024-06-20
2299.77000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
46163.50000000
0.013523539427
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
31700000.00000000
MXN
1882548.90000000
USD
2024-06-20
46163.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-50567.19000000
-0.01481359488
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9485692.11000000
USD
178270293.79000000
ZAR
2024-06-20
-50567.19000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDC1271 IRS HUF R F 7.03330 II0759280240417 CCPVANILLA / Short: SMIDC1271 IRS HUF P V 06MBUBOR II5819250240417 CCPVANILLA
000000000
1321674000.00000000
OU
Notional Amount
6744.16000000
0.001975693213
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
1321674000.00000000
HUF
6744.16000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-4295.09000000
-0.00125824122
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6068350000.00000000
COP
1531259.30000000
USD
2024-06-20
-4295.09000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
2065000.00000000
PA
USD
1952147.75000000
0.571879235007
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-70880.43000000
-0.02076433307
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3383726.90000000
USD
15762415.00000000
MYR
2024-06-20
-70880.43000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
14841.77000000
0.004347877907
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1372926.37000000
USD
19426908086.00000000
UZS
2025-04-04
14841.77000000
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAC6
18541.00000000
PA
USD
17215.32000000
0.005043206402
Long
DBT
NUSS
SR
N
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
47634.40000000
0.013954437737
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
24950000.00000000
CNY
3494544.10000000
USD
2024-06-20
47634.40000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
58978000000.00000000
PA
3926662.24000000
1.150310778445
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-518746.46000000
-0.15196612485
N/A
DFE
ID
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
13198094.42000000
USD
206413973357.00000000
IDR
2024-06-20
-518746.46000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
12111.86000000
0.003548154196
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
573468.45000000
USD
7827844312.00000000
UZS
2024-11-01
12111.86000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AMD
000000000
1.00000000
NC
-2029.69000000
-0.00059459513
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
74629717.00000000
AMD
187135.70000000
USD
2024-09-06
-2029.69000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
14558.10000000
0.004264777136
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6949562.00000000
PLN
1614937.84000000
EUR
2024-06-20
14558.10000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-258522.50000000
-0.07573384213
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13245160.88000000
USD
61790000.00000000
MYR
2024-06-20
-258522.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
898.77000000
0.000263293544
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
740696.25000000
EUR
3700000.00000000
RON
2024-06-20
898.77000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-576.90000000
-0.00016900213
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
402788.87000000
EUR
429396.82000000
USD
2024-05-10
-576.90000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
110380000.00000000
PA
253125.56000000
0.074152815335
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
5850.58000000
0.001713920073
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
550132.17000000
EUR
14000000.00000000
CZK
2024-06-20
5850.58000000
N
N
N
DOM REP CB NOTES
549300DTVR57NON7XL66
Dominican Republic Central Bank Notes
25714RCY8
15000000.00000000
PA
239075.15000000
0.070036765347
Long
DBT
NUSS
DO
N
2
2027-03-12
Fixed
8.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
31487.72000000
0.009224288082
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
31700000.00000000
THB
890086.90000000
USD
2024-06-20
31487.72000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICA0SC8 IRS CNY R F 2.47900 II1769110230802 CCPNDF / Short: SMICA0SC8 IRS CNY P V 00MCNRR II4755710230802 CCPNDF
000000000
14400000.00000000
OU
Notional Amount
30136.79000000
0.008828534833
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
0.00000000
CNY
0.00000000
CNY
14400000.00000000
CNY
30136.79000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDAWJL6 IRS CZK R F 3.74000 II2339880240409 CCPVANILLA / Short: SMIDAWJL6 IRS CZK P V 06MPRIBR II1331100240409 CCPVANILLA
000000000
199000000.00000000
OU
Notional Amount
-296380.75000000
-0.08682436899
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
CZK
0.00000000
CZK
199000000.00000000
CZK
-296380.75000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-49885.71000000
-0.01461395617
N/A
DFE
PE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2447154.47000000
USD
9030000.00000000
PEN
2024-06-20
-49885.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID98JR8 IRS CZK R F 3.51500 II4050060240327 CCPVANILLA / Short: SMID98JR8 IRS CZK P V 06MPRIBR II7986270240327 CCPVANILLA
000000000
29000000.00000000
OU
Notional Amount
-34138.71000000
-0.01000089227
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
CZK
0.00000000
CZK
29000000.00000000
CZK
-34138.71000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
33012.52000000
0.009670976330
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5997334.86000000
EUR
2362800000.00000000
HUF
2024-05-17
33012.52000000
N
N
N
SWAP CITIBANK BOC
N/A
SWAP CITIBANK BOC
000000000
-248436.48000000
NS
USD
-248436.48000000
-0.07277915523
Short
STIV
CORP
US
N
2
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
BMIDAC3H6
000000000
10619000.00000000
OU
Notional Amount
USD
52181.77000000
0.015286584075
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
E57ODZWZ7FF32TWEFA76
FX Contract
N/A
1.00000000
NC
USD
52181.77000000
0.02000000
DFE
US
177889488.00000000
MXN
10619000.00000000
USD
2024-07-03
1.00000000
16.75200000
USD
2024-07-03
XXXX
-131526.93000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDBFDQ7 IRS HUF R F 6.74125 II0077260240412 CCPVANILLA / Short: SMIDBFDQ7 IRS HUF P V 06MBUBOR II9656140240412 CCPVANILLA
000000000
612170000.00000000
OU
Notional Amount
-30859.36000000
-0.00904021080
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
612170000.00000000
HUF
-30859.36000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
7914.94000000
0.002318671746
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
745030000.00000000
CLP
783582.25000000
USD
2024-06-21
7914.94000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
3073.99000000
0.000900521515
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3608523.12000000
EUR
18019567.95000000
RON
2024-06-20
3073.99000000
N
N
N
The Federal Republic of Nigeria
549300G1JG004Y3K8S97
Nigeria OMO Bill
000000000
990635000.00000000
PA
609976.67000000
0.178691900452
Long
STIV
NUSS
NG
N
2
2025-02-25
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-53579.06000000
-0.01569591842
N/A
DFE
BR
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1529968.70000000
USD
7712000.00000000
BRL
2024-07-02
-53579.06000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
117337.10000000
0.034373756282
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
24054323.00000000
PEN
6503237.11000000
USD
2024-06-20
117337.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-43962.47000000
-0.01287875044
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69460622.00000000
ZAR
3632307.04000000
USD
2024-06-20
-43962.47000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
73157000000.00000000
PA
4454841.75000000
1.305040303465
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-849.72000000
-0.00024892440
N/A
DFE
PE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
52915.58000000
USD
196121.00000000
PEN
2024-06-20
-849.72000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
5005.40000000
0.001466325652
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3736383.37000000
EUR
18666556.58000000
RON
2024-06-20
5005.40000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD CZK
000000000
1.00000000
NC
N/A
-11564.00000000
-0.00338765929
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
24520331.51000000
CZK
962298.63000000
EUR
2024-06-20
-11564.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
3877.85000000
0.001136011293
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1862048.97000000
USD
78718120.25000000
TRY
2025-01-06
3877.85000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
57320000.00000000
PA
1997780.46000000
0.585247280170
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BMICACCZ8 IRS CLP R V 06MCLICP II2807670230803 CCPNDFCAMARAPR / Short: BMICACCZ8 IRS CLP P F 5.23150 II1855280230803 CCPNDFCAMARAPR
000000000
8037300000.00000000
OU
Notional Amount
46878.12000000
0.013732886460
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-09-20
0.00000000
CLP
0.00000000
CLP
8037300000.00000000
CLP
46878.12000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
175190.30000000
0.051321778663
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4795000000.00000000
KRW
3653222.00000000
USD
2024-06-20
175190.30000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
27600000.00000000
PA
1502061.77000000
0.440027111657
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
16391.37000000
0.004801831283
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
899928.27000000
USD
12643992247.00000000
UZS
2025-02-13
16391.37000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICJT507 IRS THB R F 2.94800 II8082190231003 CCPNDFOIS / Short: SMICJT507 IRS THB P V 00MTHOR II6807460231003 CCPNDFOIS
000000000
251200000.00000000
OU
Notional Amount
109439.15000000
0.032060061735
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
THB
0.00000000
THB
251200000.00000000
THB
109439.15000000
N
N
N
NIGERIA T-BILL
549300GSBZD84TNEQ285
Nigeria Treasury Bill
000000000
1111967000.00000000
PA
693175.41000000
0.203064866989
Long
STIV
NUSS
NG
N
2
2025-02-06
None
0.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
24620000.00000000
PA
4919806.47000000
1.441251135037
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
26768.33000000
0.007841748701
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2146768.62000000
EUR
850117368.00000000
HUF
2024-05-02
26768.33000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
214430000.00000000
PA
8479852.57000000
2.484162175074
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
869800000.00000000
PA
7243795.71000000
2.122060868182
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-3291.22000000
-0.00096415877
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8792170000.00000000
COP
2221507.17000000
USD
2024-06-20
-3291.22000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
75267.82000000
0.022049613469
N/A
DFE
CZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
6263417.64000000
EUR
159598145.00000000
CZK
2024-06-20
75267.82000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
17178.94000000
0.005032548927
N/A
DFE
TR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1408155.20000000
USD
61476161.00000000
TRY
2025-01-29
17178.94000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
301687.59000000
0.088379001118
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
339120000.00000000
THB
9486802.90000000
USD
2024-06-20
301687.59000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
8910000.00000000
PA
1500381.18000000
0.439534784924
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
199416.87000000
0.058418921960
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
104115500.00000000
MXN
6227003.59000000
USD
2024-06-24
199416.87000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-28541.74000000
-0.00836126693
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1058324.27000000
USD
38808751.00000000
TRY
2024-09-20
-28541.74000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
10686.41000000
0.003130570406
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1536653.70000000
USD
66738407.00000000
TRY
2025-01-29
10686.41000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6289000.00000000
PA
1280458.89000000
0.375108825892
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
DOM REP CB NOTES
549300DTVR57NON7XL66
Dominican Republic Central Bank Notes
25714RDA9
59260000.00000000
PA
1024230.06000000
0.300046911502
Long
DBT
NUSS
DO
N
2
2025-10-03
Fixed
12.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
25000000.00000000
PA
4514721.92000000
1.322582124165
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14110.35000000
0.004133609335
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1130550.91000000
EUR
1220963.89000000
USD
2024-05-10
14110.35000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-25863.37000000
-0.00757664180
N/A
DFE
TH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1728925.00000000
USD
62878063.00000000
THB
2024-06-20
-25863.37000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
30000000.00000000
PA
925392.72000000
0.271092636710
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAD4
899400.00000000
PA
USD
677697.90000000
0.198530749846
Long
DBT
NUSS
SR
N
2
2050-12-31
Variable
9.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-182426.06000000
-0.05344148548
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15173413.58000000
USD
258777000.00000000
MXN
2024-06-20
-182426.06000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
3194.63000000
0.000935862851
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2198272.20000000
EUR
864162785.00000000
HUF
2024-06-03
3194.63000000
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
15590000000.00000000
PA
1236303.71000000
0.362173621290
Long
DBT
CORP
UZ
Y
2
2027-04-25
Fixed
20.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-107855.25000000
-0.03159606021
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11964442.87000000
EUR
51486587.00000000
PLN
2024-06-20
-107855.25000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
39994.28000000
0.011716274165
N/A
DFE
TR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1090166.56000000
USD
43890398.00000000
TRY
2024-10-17
39994.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
4444.79000000
0.001302095655
N/A
DFE
EG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
291760.33000000
USD
15098597.00000000
EGP
2024-11-27
4444.79000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
-8.00000000
NC
18633.32000000
0.005458607724
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
-1058100.00000000
EUR
18633.32000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-718822.59000000
-0.21057817620
N/A
DFE
TH
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
22603939.69000000
USD
808011730.00000000
THB
2024-06-20
-718822.59000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
954.22000000
0.000279537552
N/A
DFE
CO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
216662.89000000
USD
860000000.00000000
COP
2024-06-20
954.22000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-5082.86000000
-0.00148901746
N/A
DFE
SG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
357510.48000000
USD
480000.00000000
SGD
2024-06-20
-5082.86000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
19073000000.00000000
PA
1160165.27000000
0.339868960784
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC2XBZ2 IRS KRW R F 3.31500 II2501710230608 CCPNDF / Short: SMIC2XBZ2 IRS KRW P V 03MKSDA II7517540230608 CCPNDF
000000000
3131000000.00000000
OU
Notional Amount
-37660.01000000
-0.01103245269
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-21
0.00000000
KRW
0.00000000
KRW
3131000000.00000000
KRW
-37660.01000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-3919.76000000
-0.00114828877
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
31111403.00000000
KES
213310.96000000
USD
2025-04-16
-3919.76000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1086000.00000000
PA
945826.03000000
0.277078549247
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-174795.24000000
-0.05120604633
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
15124975.92000000
USD
14004963.94000000
EUR
2024-05-10
-174795.24000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
160750000.00000000
PA
3283626.33000000
0.961934215097
Long
DBT
NUSS
DO
Y
2
2033-02-03
Fixed
13.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2690.49000000
0.000788175671
N/A
DFE
TR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
954155.55000000
USD
40366600.00000000
TRY
2025-01-06
2690.49000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-6522.67000000
-0.00191080799
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17878999.00000000
TRY
466291.08000000
USD
2024-09-23
-6522.67000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
977610000.00000000
PA
2267377.61000000
0.664225427137
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICXCRW4 IRS BRL R F 9.69500 II8293490240102 CCPNDFPREDISWA / Short: SMICXCRW4 IRS BRL P V 00MBRCDI II4717140240102 CCPNDFPREDISWA
000000000
20700000.00000000
OU
Notional Amount
-143285.61000000
-0.04197533974
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
20700000.00000000
BRL
-143285.61000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
15885.46000000
0.004653625583
N/A
DFE
EG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
291760.34000000
USD
16192699.00000000
EGP
2025-02-27
15885.46000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1362753.55000000
-0.39921694332
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
31804728.67000000
USD
158073000.00000000
BRL
2024-05-03
-1362753.55000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
137900.00000000
PA
USD
29963.00000000
0.008777623270
Long
DBT
NUSS
VE
Y
2
2026-10-21
None
0.00000000
Y
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
50000000.00000000
PA
1014100.63000000
0.297079507688
Long
DBT
NUSS
TH
N
2
2049-06-17
Fixed
1.88000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-15364.65000000
-0.00450105494
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
35502170.00000000
ZAR
1863621.48000000
USD
2024-06-20
-15364.65000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
36351.04000000
0.010648991577
N/A
DFE
PL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4804842.18000000
EUR
21000000.00000000
PLN
2024-06-20
36351.04000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
9415.29000000
0.002758197396
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
753579.32000000
USD
10116802305.00000000
UZS
2024-10-04
9415.29000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
4164.70000000
0.001220043641
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
338821.37000000
USD
4780769552.00000000
UZS
2025-03-20
4164.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDC1PB7 IRS BRL R F 10.56250 II8554080240417 CCPNDFPREDISWA / Short: SMIDC1PB7 IRS BRL P V 00MBRCDI II0244750240417 CCPNDFPREDISWA
000000000
11400000.00000000
OU
Notional Amount
2815.27000000
0.000824729815
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-07-01
0.00000000
BRL
0.00000000
BRL
11400000.00000000
BRL
2815.27000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDCF5H5 IRS BRL R F 10.42635 II0623610240419 CCPNDFPREDISWA / Short: SMIDCF5H5 IRS BRL P V 00MBRCDI II2070920240419 CCPNDFPREDISWA
000000000
24300000.00000000
OU
Notional Amount
-949.10000000
-0.00027803765
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-07-01
0.00000000
BRL
0.00000000
BRL
24300000.00000000
BRL
-949.10000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
107000000.00000000
PA
1705756.97000000
0.499699365026
Long
DBT
NUSS
DO
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AMD
000000000
1.00000000
NC
-15827.16000000
-0.00463654667
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
225194000.00000000
AMD
554323.69000000
USD
2024-09-16
-15827.16000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
506275000.00000000
PA
9131505.90000000
2.675063200804
Long
STIV
NUSS
EG
N
2
2024-12-17
None
0.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
72930000.00000000
PA
3442536.24000000
1.008486673929
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICJ2J27 IRS COP R F 8.90500 II2217910230925 CCPNDFOIS / Short: SMICJ2J27 IRS COP P V 00MCPIBR II9490420230925 CCPNDFOIS
000000000
5699000000.00000000
OU
Notional Amount
38303.53000000
0.011220971073
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-12-20
0.00000000
COP
0.00000000
COP
5699000000.00000000
COP
38303.53000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-29523.07000000
-0.00864874632
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
69300687.00000000
TRY
1809356.95000000
USD
2024-09-20
-29523.07000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
136800000.00000000
PA
7445001.79000000
2.181003936968
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
64477000000.00000000
PA
3953023.01000000
1.158033132955
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-68136.38000000
-0.01996046706
N/A
DFE
MX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6348046.94000000
USD
107888000.00000000
MXN
2024-05-21
-68136.38000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
1314000.00000000
PA
1191710.89000000
0.349110210599
Long
DBT
NUSS
BJ
Y
2
2032-01-19
Fixed
4.88000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
130781.17000000
0.038312179727
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
15170000.00000000
BRL
3052246.33000000
USD
2024-05-03
130781.17000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD CZK
000000000
1.00000000
NC
N/A
-42928.00000000
-0.01257570376
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
94319790.69000000
CZK
3703026.61000000
EUR
2024-06-20
-42928.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD RON
000000000
1.00000000
NC
N/A
-4525.81000000
-0.00132583036
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
18631584.92000000
RON
3729823.01000000
EUR
2024-06-20
-4525.81000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
105748138.92000000
PA
2981954.29000000
0.873559769332
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.88000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
20217000.00000000
PA
4644548.07000000
1.360614531982
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
4074.93000000
0.001193745632
N/A
DFE
HU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2068079.40000000
EUR
813375629.00000000
HUF
2024-06-03
4074.93000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICJEX90 IRS BRL R F 10.96360 II0404830230928 CCPNDFPREDISWA / Short: SMICJEX90 IRS BRL P V 00MBRCDI II9525730230928 CCPNDFPREDISWA
000000000
162000000.00000000
OU
Notional Amount
18917.37000000
0.005541819815
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
162000000.00000000
BRL
18917.37000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-20202.68000000
-0.00591834976
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2163617.81000000
USD
37000000.00000000
MXN
2024-06-20
-20202.68000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
49427.94000000
0.014479853031
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1382758.66000000
USD
55619729.00000000
TRY
2024-10-17
49427.94000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
-2974.55000000
-0.00087139069
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
864162785.00000000
HUF
2204946.89000000
EUR
2024-05-02
-2974.55000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3970000.00000000
PA
924262.82000000
0.270761633922
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-39568.73000000
-0.01159160982
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
112485629.00000000
KES
749904.19000000
USD
2025-03-21
-39568.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
16401.11000000
0.004804684604
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2319587.73000000
EUR
914852822.00000000
HUF
2024-05-13
16401.11000000
N
N
N
NIGERIA T BILL
N/A
NIGERIA T BILL
000000000
4820764000.00000000
PA
2978021.24000000
0.872407587267
Long
STIV
NUSS
NG
N
2
2025-02-20
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDBFCX3 IRS HUF R F 6.76000 II1324370240412 CCPVANILLA / Short: SMIDBFCX3 IRS HUF P V 06MBUBOR II6886750240412 CCPVANILLA
000000000
121620000.00000000
OU
Notional Amount
-5697.39000000
-0.00166904325
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
121620000.00000000
HUF
-5697.39000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
201269.36000000
0.058961606582
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
104314800.00000000
MXN
6227005.73000000
USD
2024-07-08
201269.36000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-128733.32000000
-0.03771226463
N/A
DFE
TW
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
10813175.82000000
USD
346000000.00000000
TWD
2024-06-20
-128733.32000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
9157.63000000
0.002682716223
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15170000.00000000
BRL
2905017.23000000
USD
2024-08-02
9157.63000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
62711.43000000
0.018371234766
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
107888000.00000000
MXN
6342621.99000000
USD
2024-05-21
62711.43000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
10586.78000000
0.003101383923
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2170309.00000000
PEN
586756.65000000
USD
2024-06-20
10586.78000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-95423.52000000
-0.02795420050
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
30270585.98000000
USD
158073000.00000000
BRL
2024-08-02
-95423.52000000
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
9654494.03000000
NS
USD
9654494.03000000
2.828271917563
Long
STIV
RF
US
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
76398.02000000
0.022380704141
N/A
DFE
NG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
355870.33000000
USD
663698168.00000000
NGN
2025-02-24
76398.02000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
141207.07000000
0.041366434056
N/A
DFE
NG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
711740.66000000
USD
1309602819.00000000
NGN
2025-02-24
141207.07000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
1116.83000000
0.000327173947
N/A
DFE
RO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
660326.20000000
EUR
3300000.00000000
RON
2024-06-20
1116.83000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714WBR3
357200000.00000000
PA
6920935.04000000
2.027479239832
Long
DBT
NUSS
DO
N
2
2029-09-23
Fixed
12.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIBX6BG1 IRS MXN R F 8.73250 II7117210230421 CCPVANILLA / Short: SMIBX6BG1 IRS MXN P V 01MTIIE II9484380230421 CCPVANILLA
000000000
17300000.00000000
OU
Notional Amount
-37540.67000000
-0.01099749219
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-04-17
0.00000000
MXN
0.00000000
MXN
17300000.00000000
MXN
-37540.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIBCD2G9 IRS CNY R F 2.41520 II4158990221101 CCPNDF / Short: SMIBCD2G9 IRS CNY P V 00MCNRR II1754630221101 CCPNDF
000000000
134000000.00000000
OU
Notional Amount
224615.38000000
0.065800793861
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-21
0.00000000
CNY
0.00000000
CNY
134000000.00000000
CNY
224615.38000000
N
N
N
DOM REP CB NOTES
549300DTVR57NON7XL66
Dominican Republic Central Bank Notes
25714PER5
97000000.00000000
PA
1704707.41000000
0.499391897740
Long
DBT
NUSS
DO
N
2
2025-12-05
Fixed
13.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-7201.99000000
-0.00210981393
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4845571.63000000
EUR
21000000.00000000
PLN
2024-06-20
-7201.99000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7056.21000000
0.002067107869
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
565358.43000000
EUR
610571.56000000
USD
2024-05-10
7056.21000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1298270000.00000000
PA
2144870.49000000
0.628337119980
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
359000.00000000
PA
USD
61798.18000000
0.018103699324
Long
DBT
NUSS
VE
Y
2
2038-03-31
None
0.00000000
Y
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
67178.65000000
0.019679901263
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
26731000000.00000000
IDR
1709178.19000000
USD
2024-06-20
67178.65000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
91950000.00000000
PA
1672862.26000000
0.490062900987
Long
STIV
NUSS
EG
N
2
2024-12-03
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICXZYW5 IRS MXN R F 10.88000 II1349950240105 CCPVANILLA / Short: SMICXZYW5 IRS MXN P V 01MTIIE II3151170240105 CCPVANILLA
000000000
326310000.00000000
OU
Notional Amount
-22985.27000000
-0.00673350601
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-06
0.00000000
MXN
0.00000000
MXN
326310000.00000000
MXN
-22985.27000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
530.48000000
0.000155403450
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4669408.28000000
EUR
1829707635.00000000
HUF
2024-05-13
530.48000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDBS3T4 IRS PLN R F 5.42250 II0312810240416 CCPVANILLA / Short: SMIDBS3T4 IRS PLN P V 06MWIBOR II9702840240416 CCPVANILLA
000000000
13500000.00000000
OU
Notional Amount
24531.64000000
0.007186513170
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
PLN
0.00000000
PLN
13500000.00000000
PLN
24531.64000000
N
N
N
ITAU BBA INTERNATIONAL
5493009ADHYKU8V9P697
Itau BBA International PLC
000000000
18493970000.00000000
PA
2672434.16000000
0.782886235444
Long
SN
CORP
GB
N
2
2030-02-19
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-844.45000000
-0.00024738056
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1289691.00000000
PEN
341540.48000000
USD
2024-06-20
-844.45000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-24844.52000000
-0.00727817097
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2756017.47000000
EUR
11859970.00000000
PLN
2024-06-20
-24844.52000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-49688.29000000
-0.01455612223
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1793971.81000000
USD
64400000.00000000
THB
2024-06-20
-49688.29000000
N
N
N
BNP Paribas USA, Inc.
549300QVEGJN81E8T563
BMID9V279
000000000
10860000.00000000
OU
Notional Amount
USD
142418.04000000
0.041721186199
N/A
DFE
US
N
2
BNP Paribas USA, Inc.
549300QVEGJN81E8T563
Put
Purchased
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
FX Contract
N/A
1.00000000
NC
USD
142418.04000000
0.04000000
DFE
US
920385000.00000000
INR
10860000.00000000
USD
2025-04-02
1.00000000
84.75000000
USD
2025-04-02
XXXX
-10925.16000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200300000.00000000
PA
3617755.82000000
1.059817030132
Long
DBT
NUSS
DO
Y
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDB9A35 IRS HUF R F 6.78036 II7219850240411 CCPVANILLA / Short: SMIDB9A35 IRS HUF P V 06MBUBOR II4584820240411 CCPVANILLA
000000000
1642710000.00000000
OU
Notional Amount
-70596.78000000
-0.02068123815
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
1642710000.00000000
HUF
-70596.78000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
-3872.95000000
-0.00113457584
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
813375629.00000000
HUF
2074355.74000000
EUR
2024-05-02
-3872.95000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC3N8R5 IRS THB R F 2.68100 II8882140230614 CCPNDFOIS / Short: SMIC3N8R5 IRS THB P V 00MTHOR II7343900230614 CCPNDFOIS
000000000
120000000.00000000
OU
Notional Amount
-54497.71000000
-0.01596503579
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-21
0.00000000
THB
0.00000000
THB
120000000.00000000
THB
-54497.71000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
65600000000.00000000
PA
4467803.43000000
1.308837411364
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
742375000.00000000
PA
13447855.96000000
3.939532537378
Long
STIV
NUSS
EG
N
2
2024-12-10
None
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-38124.76000000
-0.01116860062
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
110235916.00000000
KES
749904.19000000
USD
2024-12-18
-38124.76000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
926490000.00000000
PA
9029751.65000000
2.645254420885
Long
DBT
NUSS
RS
N
2
2031-10-26
Fixed
7.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC3H6U3 IRS CZK R F 3.95500 II0979030230613 CCPVANILLA / Short: SMIC3H6U3 IRS CZK P V 06MPRIBO II1030750230613 CCPVANILLA
000000000
49943085.00000000
OU
Notional Amount
-42000.68000000
-0.01230404652
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
CZK
0.00000000
CZK
49943085.00000000
CZK
-42000.68000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
593000.00000000
PA
USD
108379.84000000
0.031749738199
Long
DBT
NUSS
VE
Y
2
2025-04-21
None
0.00000000
Y
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDC9316 IRS BRL R F 10.51830 II1204150240418 CCPNDFPREDISWA / Short: SMIDC9316 IRS BRL P V 00MBRCDI II0561160240418 CCPNDFPREDISWA
000000000
33800000.00000000
OU
Notional Amount
5202.79000000
0.001524150805
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-07-01
0.00000000
BRL
0.00000000
BRL
33800000.00000000
BRL
5202.79000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
7294.88000000
0.002137025946
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8200000.00000000
THB
229393.09000000
USD
2024-06-20
7294.88000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
76337.12000000
0.022362863563
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
269120000.00000000
ZAR
14319769.19000000
USD
2024-06-20
76337.12000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2714.22000000
0.000795127344
N/A
DFE
TR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1341474.95000000
USD
56707500.00000000
TRY
2025-01-06
2714.22000000
N
N
N
REPUBLIC OF SURINAME INT
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAD4
307600.00000000
PA
USD
231776.60000000
0.067898664279
Long
DBT
NUSS
SR
N
2
2050-12-31
Variable
9.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-5580.36000000
-0.00163475946
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
563534.40000000
USD
20600000.00000000
THB
2024-06-20
-5580.36000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
70833.87000000
0.020750693377
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5675359.51000000
EUR
6129232.20000000
USD
2024-05-10
70833.87000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RON / SOLD EUR
000000000
1.00000000
NC
N/A
133.46000000
0.000039096939
N/A
DFE
RO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
380664.34000000
EUR
1900000.00000000
RON
2024-06-20
133.46000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
18858.76000000
0.005524650089
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2317285.74000000
EUR
914852822.00000000
HUF
2024-05-13
18858.76000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMID0D3N2 IRS BRL R F 9.88250 II9865320240123 CCPNDFPREDISWA / Short: SMID0D3N2 IRS BRL P V 00MBRCDI II7570960240123 CCPNDFPREDISWA
000000000
15600000.00000000
OU
Notional Amount
-88591.75000000
-0.02595284205
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
15600000.00000000
BRL
-88591.75000000
N
N
N
BONOS BANCO CENT ARGENT
N/A
Bonos Para La Reconstruccion De Una Argentina Libre
000000000
1069320.00000000
PA
USD
848131.16000000
0.248458959608
Long
DBT
NUSS
AR
N
2
2026-05-31
Fixed
3.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
3071.45000000
0.000899777425
N/A
DFE
CZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
393987.28000000
EUR
10000000.00000000
CZK
2024-06-20
3071.45000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICDRF55 IRS BRL R F 11.29100 II7408200230828 CCPNDFPREDISWA / Short: SMICDRF55 IRS BRL P V 00MBRCDI II1306520230828 CCPNDFPREDISWA
000000000
168200000.00000000
OU
Notional Amount
-58403.87000000
-0.01710934046
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-01
0.00000000
BRL
0.00000000
BRL
168200000.00000000
BRL
-58403.87000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
40299.36000000
0.011805646969
N/A
DFE
CL
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3628384.82000000
USD
3523778489.00000000
CLP
2024-06-21
40299.36000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-14025.48000000
-0.00410874677
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16168016.00000000
TRY
460496.04000000
USD
2024-06-21
-14025.48000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
35051.14000000
0.010268187502
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
14000000000.00000000
IDR
895026.21000000
USD
2024-06-20
35051.14000000
N
N
N
NIGERIA T-BILL
549300GSBZD84TNEQ285
Nigeria Treasury Bill
000000000
5713664000.00000000
PA
3449549.79000000
1.010541284605
Long
STIV
NUSS
NG
N
2
2025-03-27
None
0.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
2735000.00000000
PA
USD
2631846.74000000
0.770996201659
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
150181.98000000
0.043995622684
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
59758784510.00000000
IDR
3820972.33000000
USD
2024-06-20
150181.98000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
-10.00000000
NC
USD
21328.60000000
0.006248186619
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
-1068750.48000000
USD
21328.60000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
50000000.00000000
PA
1390832.83000000
0.407442733186
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
61930.52000000
0.018142468161
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
345584.81000000
USD
21391700.00000000
EGP
2025-02-20
61930.52000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
785000.00000000
PA
USD
168617.99000000
0.049396428692
Long
DBT
NUSS
VE
N
2
2027-09-15
None
0.00000000
Y
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-7930.70000000
-0.00232328861
N/A
DFE
PE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
682245.50000000
USD
2540000.00000000
PEN
2024-06-20
-7930.70000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
114953000000.00000000
PA
6764010.34000000
1.981508345780
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDCJWT1 IRS INR R F 6.60800 II4239800240422 CCPNDFOIS / Short: SMIDCJWT1 IRS INR P V 00MMIBOR II9244370240422 CCPNDFOIS
000000000
2407700000.00000000
OU
Notional Amount
1888.96000000
0.000553368462
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-09-18
0.00000000
INR
0.00000000
INR
2407700000.00000000
INR
1888.96000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-47849.73000000
-0.01401751839
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
69759378.00000000
ZAR
3644231.73000000
USD
2024-06-20
-47849.73000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
4382700000.00000000
PA
777883.91000000
0.227880115823
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
BMID6J634
000000000
21460000.00000000
OU
Notional Amount
USD
45130.38000000
0.013220888219
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
45130.38000000
0.01000000
DFE
US
107591856.00000000
BRL
21460000.00000000
USD
2024-06-11
1.00000000
5.01360000
USD
2024-06-11
XXXX
-404306.40000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1387460000.00000000
PA
3305843.18000000
0.968442613440
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
69300.58000000
0.020301517995
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
287987.35000000
USD
18805574.00000000
EGP
2025-02-27
69300.58000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-9935.81000000
-0.00291068307
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2931400.97000000
USD
15170000.00000000
BRL
2024-05-03
-9935.81000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDC7RT3 IRS HUF R F 6.92000 II8222640240418 CCPVANILLA / Short: SMIDC7RT3 IRS HUF P V 06MBUBOR II3322430240418 CCPVANILLA
000000000
436867000.00000000
OU
Notional Amount
727.98000000
0.000213260827
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
HUF
0.00000000
HUF
436867000.00000000
HUF
727.98000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC3H765 IRS CZK R F 3.96230 II4910350230613 CCPVANILLA / Short: SMIC3H765 IRS CZK P V 06MPRIBO II4845380230613 CCPVANILLA
000000000
75085373.00000000
OU
Notional Amount
-61352.72000000
-0.01797320237
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
CZK
0.00000000
CZK
75085373.00000000
CZK
-61352.72000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3541.64000000
-0.00103751899
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8717756.00000000
ZAR
457853.89000000
USD
2024-06-20
-3541.64000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-193454.71000000
-0.05667231466
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
16739573.75000000
USD
15500000.00000000
EUR
2024-05-10
-193454.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC6BZ80 IRS CNY R F 2.43100 II2311040230705 CCPNDF / Short: SMIC6BZ80 IRS CNY P V 00MCNRR II9056800230705 CCPNDF
000000000
5000000.00000000
OU
Notional Amount
9102.03000000
0.002666428272
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
0.00000000
CNY
0.00000000
CNY
5000000.00000000
CNY
9102.03000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
4344.92000000
0.001272838864
N/A
DFE
EG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
159200.80000000
USD
8604803.00000000
EGP
2025-02-26
4344.92000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
47048000.00000000
PA
12455318.47000000
3.648769924508
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JU2
12108000.00000000
PA
USD
11945473.59000000
3.499411506352
Long
STIV
UST
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
259039.25000000
0.075885223404
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1727924.10000000
USD
104021031.00000000
EGP
2025-02-13
259039.25000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDC1P43 IRS BRL R F 10.33600 II4409060240417 CCPNDFPREDISWA / Short: SMIDC1P43 IRS BRL P V 00MBRCDI II1765520240417 CCPNDFPREDISWA
000000000
16000000.00000000
OU
Notional Amount
-3745.58000000
-0.00109726296
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-07-01
0.00000000
BRL
0.00000000
BRL
16000000.00000000
BRL
-3745.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID8AG63 IRS THB R F 2.18500 II8543620240320 CCPNDFOIS / Short: SMID8AG63 IRS THB P V 00MTHOR II1538980240320 CCPNDFOIS
000000000
66190000.00000000
OU
Notional Amount
-38182.11000000
-0.01118540123
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
THB
0.00000000
THB
66190000.00000000
THB
-38182.11000000
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
55720000000.00000000
PA
4437328.75000000
1.299909892079
Long
DBT
NUSS
UZ
Y
2
2026-10-12
Fixed
16.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
5419.02000000
0.001587495112
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
376789.66000000
USD
5350413137.00000000
UZS
2025-04-04
5419.02000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDC13W5 IRS HUF R F 6.93500 II7766600240417 CCPVANILLA / Short: SMIDC13W5 IRS HUF P V 06MBUBOR II3799920240417 CCPVANILLA
000000000
300219000.00000000
OU
Notional Amount
1000.09000000
0.000292975111
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
HUF
0.00000000
HUF
300219000.00000000
HUF
1000.09000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
7000000.00000000
PA
111664.43000000
0.032711954720
Long
DBT
NUSS
DO
N
2
2027-02-12
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
BMID9XGY1
000000000
11340000.00000000
OU
Notional Amount
USD
67858.56000000
0.019879080044
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
67858.56000000
0.02000000
DFE
US
190682100.00000000
MXN
11340000.00000000
USD
2024-07-02
1.00000000
16.81500000
USD
2024-07-02
XXXX
-128196.00000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-23797.21000000
-0.00697136282
N/A
DFE
PL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2755051.88000000
EUR
11860030.00000000
PLN
2024-06-20
-23797.21000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
10900.52000000
0.003193293662
N/A
DFE
TR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1443854.63000000
USD
60237615.00000000
TRY
2024-12-18
10900.52000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
277585.37000000
0.081318285997
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
148469700.00000000
MXN
8878455.69000000
USD
2024-06-20
277585.37000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEW4
60850000.00000000
PA
1099053.63000000
0.321966382491
Long
DBT
NUSS
DO
N
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIC9B0Z5 IRS MXN R F 8.20970 II8917650230725 CCPVANILLA / Short: SMIC9B0Z5 IRS MXN P V 01MTIIE II0014820230725 CCPVANILLA
000000000
90000000.00000000
OU
Notional Amount
-434371.84000000
-0.12724868574
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-07-13
0.00000000
MXN
0.00000000
MXN
90000000.00000000
MXN
-434371.84000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICS5EB5 IRS CNY R F 2.39250 II0415680231122 CCPNDF / Short: SMICS5EB5 IRS CNY P V 00MCNRR II9872020231122 CCPNDF
000000000
17330000.00000000
OU
Notional Amount
27833.99000000
0.008153932461
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
CNY
0.00000000
CNY
17330000.00000000
CNY
27833.99000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICA0V83 IRS CZK R F 3.96000 II0125270230802 CCPVANILLA / Short: SMICA0V83 IRS CZK P V 06MPRIBO II3012340230802 CCPVANILLA
000000000
20700000.00000000
OU
Notional Amount
-17069.74000000
-0.00500055892
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
CZK
0.00000000
CZK
20700000.00000000
CZK
-17069.74000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
1700000.00000000
PA
USD
1700134.30000000
0.498052210901
Long
DBT
NUSS
XX
Y
2
2026-04-09
Fixed
17.20000000
N
N
N
N
N
N
UZBEK ICB (DARYO FNC)
N/A
Uzbek Industrial and Construction Bank ATB via Daryo Finance BV
000000000
48515300000.00000000
PA
4133032.33000000
1.210766637484
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
18.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICF4T42 IRS BRL R F 10.52250 II9936550230908 CCPNDFPREDISWA / Short: SMICF4T42 IRS BRL P V 00MBRCDI II8226490230908 CCPNDFPREDISWA
000000000
51089000.00000000
OU
Notional Amount
-59824.58000000
-0.01752553567
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
51089000.00000000
BRL
-59824.58000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
54900.49000000
0.016083029690
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
287987.34000000
USD
17999209.00000000
EGP
2025-02-20
54900.49000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
48410000000.00000000
PA
3803927.63000000
1.114355828378
Long
DBT
NUSS
UZ
Y
2
2024-07-19
Fixed
14.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
1720000.00000000
PA
USD
1696610.70000000
0.497019976700
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
7000000000.00000000
PA
548901.29000000
0.160799944481
Long
DBT
NUSS
XX
N
2
2025-02-21
Fixed
16.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-13533.28000000
-0.00396455740
N/A
DFE
PE
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1104648.96000000
USD
4110000.00000000
PEN
2024-06-20
-13533.28000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-22607.81000000
-0.00662292958
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
163950000.00000000
KES
1124871.36000000
USD
2025-04-04
-22607.81000000
N
N
N
ARMENIAN TREASURY BONDS
5299000H77JSW90G7935
Republic of Armenia Treasury Bonds
000000000
363902000.00000000
PA
947620.11000000
0.277604122733
Long
DBT
NUSS
AM
N
2
2050-10-29
Fixed
9.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
BMIDABCF2
000000000
11300000.00000000
OU
Notional Amount
USD
45120.90000000
0.013218111065
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Purchased
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
E57ODZWZ7FF32TWEFA76
FX Contract
N/A
1.00000000
NC
USD
45120.90000000
0.01000000
DFE
US
189150700.00000000
MXN
11300000.00000000
USD
2024-06-20
1.00000000
16.73900000
USD
2024-06-20
XXXX
-133162.70000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
29504000.00000000
PA
6315627.42000000
1.850155131721
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-62296.70000000
-0.01824974013
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1770329.42000000
USD
8922000.00000000
BRL
2024-07-02
-62296.70000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
51753.80000000
0.015161210801
N/A
DFE
TR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1918634.06000000
USD
64400871.00000000
TRY
2024-05-13
51753.80000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
47261.90000000
0.013845314329
N/A
DFE
NG
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
614527.78000000
USD
1016428951.00000000
NGN
2025-02-25
47261.90000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
7398.33000000
0.002167331494
N/A
DFE
TR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1161711.34000000
USD
49321396.00000000
TRY
2025-01-06
7398.33000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-8645.77000000
-0.00253276747
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
481459.52000000
USD
17878999.11000000
TRY
2024-09-23
-8645.77000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
46244.87000000
0.013547376666
N/A
DFE
TR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1726152.56000000
USD
57929680.00000000
TRY
2024-05-13
46244.87000000
N
N
N
ARMENIAN TREASURY BONDS
5299000H77JSW90G7935
Republic of Armenia Treasury Bonds
000000000
393410000.00000000
PA
1022914.35000000
0.299661475908
Long
DBT
NUSS
AM
N
2
2052-10-29
Fixed
9.75000000
N
N
N
N
N
N
DOM REP CB NOTES
549300DTVR57NON7XL66
Dominican Republic Central Bank Notes
000000000
120000000.00000000
PA
2108916.38000000
0.617804408548
Long
DBT
NUSS
DO
Y
2
2025-12-05
Fixed
13.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID9W3D3 IRS CNY R F 2.10500 II1821760240402 CCPNDF / Short: SMID9W3D3 IRS CNY P V 00MCNRR II4407050240402 CCPNDF
000000000
5400000.00000000
OU
Notional Amount
-1585.27000000
-0.00046440285
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-20
0.00000000
CNY
0.00000000
CNY
5400000.00000000
CNY
-1585.27000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
29799.87000000
0.008729834541
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2085944.17000000
EUR
827421046.00000000
HUF
2024-05-02
29799.87000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
3793591.00000000
PA
94382.00000000
0.027649088527
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDAXB73 IRS BRL R F 9.95660 II5341850240409 CCPNDFPREDISWA / Short: SMIDAXB73 IRS BRL P V 00MBRCDI II1120440240409 CCPNDFPREDISWA
000000000
88200000.00000000
OU
Notional Amount
-182391.71000000
-0.05343142269
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
88200000.00000000
BRL
-182391.71000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-17831.32000000
-0.00522366283
N/A
DFE
PE
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1056302.66000000
USD
3911700.00000000
PEN
2024-06-20
-17831.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICLB3M7 IRS CZK R F 4.33000 II5201470231012 CCPVANILLA / Short: SMICLB3M7 IRS CZK P V 06MPRIBO II7300180231012 CCPVANILLA
000000000
13430000.00000000
OU
Notional Amount
4958.76000000
0.001452662522
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-12-20
0.00000000
CZK
0.00000000
CZK
13430000.00000000
CZK
4958.76000000
N
N
N
The Federal Republic of Nigeria
549300G1JG004Y3K8S97
Nigeria OMO Bill
000000000
147949000.00000000
PA
104770.96000000
0.030692521329
Long
STIV
NUSS
NG
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC6ZE49 IRS KRW R F 3.59250 II0265700230710 CCPNDF / Short: SMIC6ZE49 IRS KRW P V 03MKSDA II8360970230710 CCPNDF
000000000
1215000000.00000000
OU
Notional Amount
4901.02000000
0.001435747662
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
KRW
0.00000000
KRW
1215000000.00000000
KRW
4901.02000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-26353.99000000
-0.00772036831
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4333500000.00000000
KRW
3116930.76000000
USD
2024-06-20
-26353.99000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID7QZN1 IRS ZAR R F 8.66000 II1396260240318 CCPVANILLA / Short: SMID7QZN1 IRS ZAR P V 03MJIBAR II6806880240318 CCPVANILLA
000000000
26910000.00000000
OU
Notional Amount
-17137.28000000
-0.00502034468
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
ZAR
0.00000000
ZAR
26910000.00000000
ZAR
-17137.28000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-22921.28000000
-0.00671476022
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
34844723.00000000
ZAR
1821268.84000000
USD
2024-06-20
-22921.28000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
6916000000.00000000
PA
1567859.90000000
0.459302591318
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID88R41 IRS CNY R F 2.12250 II3842900240320 CCPNDF / Short: SMID88R41 IRS CNY P V 00MCNRR II1315000240320 CCPNDF
000000000
13600000.00000000
OU
Notional Amount
-2462.20000000
-0.00072129840
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
CNY
0.00000000
CNY
13600000.00000000
CNY
-2462.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICF4SZ4 IRS BRL R F 10.52000 II7049920230908 CCPNDFPREDISWA / Short: SMICF4SZ4 IRS BRL P V 00MBRCDI II4391400230908 CCPNDFPREDISWA
000000000
23911000.00000000
OU
Notional Amount
-28145.92000000
-0.00824531196
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
23911000.00000000
BRL
-28145.92000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
438100000.00000000
PA
818473.21000000
0.239770700352
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
43935.07000000
0.012870723653
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3520171.37000000
EUR
3801688.27000000
USD
2024-05-10
43935.07000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
106538802.00000000
PA
4017865.00000000
1.177028512602
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
687060000.00000000
PA
1461303.85000000
0.428087130111
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDBV2Z4 IRS PLN R F 5.53000 II9894600240416 CCPVANILLA / Short: SMIDBV2Z4 IRS PLN P V 06MWIBOR II8490110240416 CCPVANILLA
000000000
6700000.00000000
OU
Notional Amount
20047.31000000
0.005872834321
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
PLN
0.00000000
PLN
6700000.00000000
PLN
20047.31000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICPG4S8 IRS BRL R F 10.88000 II1779510231103 CCPNDFPREDISWA / Short: SMICPG4S8 IRS BRL P V 00MBRCDI II1199720231103 CCPNDFPREDISWA
000000000
40850000.00000000
OU
Notional Amount
9418.88000000
0.002759249082
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
40850000.00000000
BRL
9418.88000000
N
N
N
NIGERIA T-BILL
549300GSBZD84TNEQ285
Nigeria Treasury Bill
000000000
1673200000.00000000
PA
1024221.28000000
0.300044339412
Long
STIV
NUSS
NG
N
2
2025-03-06
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICUAKF5 IRS BRL R F 10.26750 II1308490231207 CCPNDFPREDISWA / Short: SMICUAKF5 IRS BRL P V 00MBRCDI II3540280231207 CCPNDFPREDISWA
000000000
27500000.00000000
OU
Notional Amount
-20393.77000000
-0.00597432934
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
27500000.00000000
BRL
-20393.77000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID81L26 IRS THB R F 2.18000 II1795040240319 CCPNDFOIS / Short: SMID81L26 IRS THB P V 00MTHOR II3908430240319 CCPNDFOIS
000000000
40000000.00000000
OU
Notional Amount
-23318.37000000
-0.00683108724
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
THB
0.00000000
THB
40000000.00000000
THB
-23318.37000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDAWFA4 IRS THB R F 2.69500 II2598940240409 CCPNDFOIS / Short: SMIDAWFA4 IRS THB P V 00MTHOR II2022370240409 CCPNDFOIS
000000000
89700000.00000000
OU
Notional Amount
-53860.22000000
-0.01577828389
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
THB
0.00000000
THB
89700000.00000000
THB
-53860.22000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND JUN24
000000000
-3.00000000
NC
14087.05000000
0.004126783629
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBM4 Comdty
2024-06-06
-399960.00000000
EUR
14087.05000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
7921.21000000
0.002320508534
N/A
DFE
UZ
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
401092.10000000
USD
5743638870.00000000
UZS
2025-04-15
7921.21000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
30700000.00000000
PA
732421.82000000
0.214562053576
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1251.88000000
-0.00036673667
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2856534.01000000
USD
97185000.00000000
TRY
2024-06-20
-1251.88000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
BMID18QM9
000000000
11200000.00000000
OU
Notional Amount
USD
105380.80000000
0.030871173192
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
105380.80000000
0.03000000
DFE
US
957600000.00000000
INR
11200000.00000000
USD
2029-01-30
1.00000000
85.50000000
USD
2029-01-30
XXXX
10180.80000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICBXDX5 IRS CNY R F 2.29400 II0336000230817 CCPNDF / Short: SMICBXDX5 IRS CNY P V 00MCNRR II1617930230817 CCPNDF
000000000
161600000.00000000
OU
Notional Amount
168523.70000000
0.049368806555
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
0.00000000
CNY
0.00000000
CNY
161600000.00000000
CNY
168523.70000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
899000.00000000
PA
USD
165615.43000000
0.048516832506
Long
DBT
NUSS
VE
Y
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
35725000.00000000
PA
610360.24000000
0.178804266803
Long
STIV
NUSS
EG
N
2
2025-03-18
None
0.00000000
N
N
N
N
N
N
KENYA INFRASTUCTURE BOND
549300VVURQQYU45PR87
Republic of Kenya Infrastructure Bond
000000000
453850000.00000000
PA
3502975.74000000
1.026192349652
Long
DBT
NUSS
KE
N
2
2032-08-09
Fixed
18.46000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-1046.74000000
-0.00030664117
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1083956.59000000
EUR
4700000.00000000
PLN
2024-06-20
-1046.74000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
340.04000000
0.000099614291
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4636000000.00000000
COP
1173448.08000000
USD
2024-06-20
340.04000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714RCZ5
262700000.00000000
PA
4560391.24000000
1.335960894182
Long
DBT
NUSS
DO
N
2
2025-08-08
Fixed
12.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
307200.00000000
PA
USD
60602.01000000
0.017753282823
Long
DBT
NUSS
VE
Y
2
2023-05-07
None
0.00000000
Y
N
N
N
N
N
EUROPE ASIA INVST FIN BV
724500NLUHSB0SRCRO66
Europe Asia Investment Finance BV
000000000
51573170000.00000000
PA
4231711.73000000
1.239674643952
Long
DBT
CORP
NL
Y
2
2026-07-21
Fixed
18.70000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
108000.00000000
PA
USD
22410.61000000
0.006565160092
Long
DBT
NUSS
VE
N
2
2034-01-13
None
0.00000000
Y
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-84420.30000000
-0.02473082100
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
48200000.00000000
TRY
1390291.04000000
USD
2024-05-13
-84420.30000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
26202.03000000
0.007675851826
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2466386200.00000000
CLP
2594011.57000000
USD
2024-06-21
26202.03000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
-54535.64000000
-0.01597614734
N/A
DFE
NG
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
139825.98000000
USD
118852084.00000000
NGN
2024-06-20
-54535.64000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
-6972.38000000
-0.00204254997
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
333000000.00000000
HUF
840481.32000000
EUR
2024-06-20
-6972.38000000
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
92000000.00000000
PA
1103895.25000000
0.323384728998
Long
DBT
NUSS
XX
N
2
2030-10-06
Fixed
7.35000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
5204.49000000
0.001524648818
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3500000.00000000
PLN
811339.84000000
EUR
2024-06-20
5204.49000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
16124.30000000
0.004723593462
N/A
DFE
CZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1341784.07000000
EUR
34190000.00000000
CZK
2024-06-20
16124.30000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3900000.00000000
PA
866687.83000000
0.253895112811
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.70000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
BMID0PTA5
000000000
9800000.00000000
OU
Notional Amount
USD
92041.60000000
0.026963471282
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
92041.60000000
0.03000000
DFE
US
837900000.00000000
INR
9800000.00000000
USD
2029-01-25
1.00000000
85.50000000
USD
2029-01-25
XXXX
11681.60000000
N
N
N
FINDETER
54930036EU95I2CWYJ76
Financiera de Desarrollo Territorial SA Findeter
31772MAA0
20551000000.00000000
PA
5168925.29000000
1.514230180915
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
13946.10000000
0.004085492504
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6950438.00000000
PLN
1614567.36000000
EUR
2024-06-20
13946.10000000
N
N
N
ARMENIAN TREASURY BONDS
5299000H77JSW90G7935
Republic of Armenia Treasury Bonds
000000000
99880000.00000000
PA
255104.96000000
0.074732678083
Long
DBT
NUSS
AM
N
2
2026-04-29
Fixed
9.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
11514.00000000
0.003373011859
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4828069.01000000
EUR
21000000.00000000
PLN
2024-06-20
11514.00000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-72921.33000000
-0.02136221216
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2114826.39000000
USD
10666000.00000000
BRL
2024-07-02
-72921.33000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
86700.77000000
0.025398881832
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1887831.55000000
USD
67206992.00000000
TRY
2024-06-20
86700.77000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
63341.86000000
0.018555918444
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1779559.53000000
USD
69687551.00000000
TRY
2024-09-23
63341.86000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
46960.80000000
0.013757107462
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2578268.68000000
USD
36224675000.00000000
UZS
2025-02-13
46960.80000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-22490.92000000
-0.00658868680
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
34349196.00000000
PEN
9096474.14000000
USD
2024-06-20
-22490.92000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDC7EQ3 IRS HUF R F 6.98820 II1161830240418 CCPVANILLA / Short: SMIDC7EQ3 IRS HUF P V 06MBUBOR II5321630240418 CCPVANILLA
000000000
596229000.00000000
OU
Notional Amount
-2068.81000000
-0.00060605529
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
596229000.00000000
HUF
-2068.81000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
15440600000.00000000
PA
3209786.02000000
0.940302788892
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
13675.22000000
0.004006138547
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
24000000.00000000
CZK
1032167.94000000
USD
2024-06-20
13675.22000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7875000000.00000000
PA
495723.02000000
0.145221436980
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-28443.97000000
-0.00833262533
N/A
DFE
MY
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1471561.72000000
USD
6866307.00000000
MYR
2024-06-20
-28443.97000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
59827.14000000
0.017526285628
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
210915492.82000000
ZAR
11222730.29000000
USD
2024-06-20
59827.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-47641.85000000
-0.01395662020
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2502872.42000000
USD
2300000.00000000
EUR
2024-05-10
-47641.85000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
2184.28000000
0.000639882086
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1000000.00000000
SGD
736408.48000000
USD
2024-06-20
2184.28000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
8037.72000000
0.002354639993
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
348955.76000000
USD
4763246099.00000000
UZS
2024-10-24
8037.72000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
226000000.00000000
PA
5123000.69000000
1.500776626943
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
46410.42000000
0.013595874331
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3718501.51000000
EUR
4015879.37000000
USD
2024-05-10
46410.42000000
N
N
N
NIGERIA T-BILL
549300GSBZD84TNEQ285
Nigeria Treasury Bill
000000000
4614076000.00000000
PA
2759970.29000000
0.808529834941
Long
STIV
NUSS
NG
N
2
2025-04-10
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
697000.00000000
PA
USD
138143.71000000
0.040469026586
Long
DBT
NUSS
VE
Y
2
2028-05-07
None
0.00000000
Y
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
4186.66000000
0.001226476796
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
326956.31000000
USD
4611718772.00000000
UZS
2025-03-17
4186.66000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-1024.01000000
-0.00029998244
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
822290000.00000000
COP
207050.84000000
USD
2024-06-20
-1024.01000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC2U4Y9 IRS PLN R F 5.26100 II8535980230607 CCPVANILLA / Short: SMIC2U4Y9 IRS PLN P V 06MWIBOR II0989910230607 CCPVANILLA
000000000
40000000.00000000
OU
Notional Amount
-13300.17000000
-0.00389626812
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-06-12
0.00000000
PLN
0.00000000
PLN
40000000.00000000
PLN
-13300.17000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-11148.92000000
-0.00326606213
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15751829055.00000000
COP
3974743.51000000
USD
2024-06-20
-11148.92000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
131900.78000000
0.038640168072
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
83300000.00000000
CNY
11640020.15000000
USD
2024-06-20
131900.78000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-30675.03000000
-0.00898621156
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
875942.27000000
USD
31855042.00000000
TRY
2024-09-20
-30675.03000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
38580.12000000
0.011301997767
N/A
DFE
PL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4802757.61000000
EUR
21000000.00000000
PLN
2024-06-20
38580.12000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1104.15000000
0.000323459357
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1000000.00000000
EUR
1070429.30000000
USD
2024-06-20
1104.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICYD6T1 IRS MXN R F 10.79770 II8190380240109 CCPVANILLA / Short: SMICYD6T1 IRS MXN P V 01MTIIE II7266570240109 CCPVANILLA
000000000
790350000.00000000
OU
Notional Amount
-80721.06000000
-0.02364713328
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-08
0.00000000
MXN
0.00000000
MXN
790350000.00000000
MXN
-80721.06000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
13185.70000000
0.003862734277
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1784804.28000000
USD
24701691185.00000000
UZS
2025-01-29
13185.70000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CZK / SOLD EUR
000000000
1.00000000
NC
N/A
2447.58000000
0.000717015491
N/A
DFE
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
374727.73000000
EUR
9500000.00000000
CZK
2024-06-20
2447.58000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
18051.55000000
0.005288178932
N/A
DFE
HU
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
2304753.71000000
EUR
911000000.00000000
HUF
2024-05-29
18051.55000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
103532.13000000
0.030329607635
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
158073000.00000000
BRL
30545507.25000000
USD
2024-05-03
103532.13000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-3822.15000000
-0.00111969404
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
478343.67000000
USD
16168016.00000000
TRY
2024-06-21
-3822.15000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-4444.59000000
-0.00130203706
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
31143400.00000000
KES
213310.96000000
USD
2025-04-09
-4444.59000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-19.00000000
NC
USD
51343.75000000
0.015041087167
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
-2145500.00000000
USD
51343.75000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID6N7M2 IRS INR R F 6.25600 II8975710240312 CCPNDFOIS / Short: SMID6N7M2 IRS INR P V 00MMIBOR II0474720240312 CCPNDFOIS
000000000
970400000.00000000
OU
Notional Amount
-165219.89000000
-0.04840095955
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
0.00000000
INR
0.00000000
INR
970400000.00000000
INR
-165219.89000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1313.55000000
-0.00038480282
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5050499.72000000
ZAR
265988.95000000
USD
2024-06-20
-1313.55000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
15785.26000000
0.004624272119
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
903871.01000000
USD
12708426394.00000000
UZS
2025-02-18
15785.26000000
N
N
N
ARMENIAN TREASURY BONDS
5299000H77JSW90G7935
Republic of Armenia Treasury Bonds
000000000
976910000.00000000
PA
2486581.46000000
0.728440920072
Long
DBT
NUSS
AM
N
2
2028-04-29
Fixed
9.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC3MUR2 IRS PLN R F 5.16100 II9099980230614 CCPVANILLA / Short: SMIC3MUR2 IRS PLN P V 06MWIBOR II0634960230614 CCPVANILLA
000000000
17000000.00000000
OU
Notional Amount
-20671.44000000
-0.00605567242
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-06-21
0.00000000
PLN
0.00000000
PLN
17000000.00000000
PLN
-20671.44000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
10210.90000000
0.002991270348
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
24000000.00000000
MXN
1400534.23000000
USD
2024-06-20
10210.90000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
187589389.00000000
PA
5102954.20000000
1.494904032839
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-333861.71000000
-0.09780436922
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
20460624.56000000
USD
347431635.35000000
MXN
2024-06-20
-333861.71000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD HUF
000000000
1.00000000
NC
N/A
-30348.78000000
-0.00889063703
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2172148544.00000000
HUF
5513417.21000000
EUR
2024-05-17
-30348.78000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-86026.87000000
-0.02520146367
N/A
DFE
PE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4767913.20000000
USD
17635667.00000000
PEN
2024-06-20
-86026.87000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BMIDC1P19 IRS MXN R V 01MTIIE II4896660240417 CCPVANILLA / Short: BMIDC1P19 IRS MXN P F 9.64000 II7524360240417 CCPVANILLA
000000000
115300000.00000000
OU
Notional Amount
20931.45000000
0.006131842025
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-04-12
0.00000000
MXN
0.00000000
MXN
115300000.00000000
MXN
20931.45000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
32679400.00000000
PA
1691852.74000000
0.495626138286
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
10000000.00000000
PA
2707166.09000000
0.793060910777
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIDAXA82 IRS BRL R F 9.98430 II6044810240409 CCPNDFPREDISWA / Short: SMIDAXA82 IRS BRL P V 00MBRCDI II7033100240409 CCPNDFPREDISWA
000000000
98000000.00000000
OU
Notional Amount
-194264.43000000
-0.05690952112
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
98000000.00000000
BRL
-194264.43000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-336268.54000000
-0.09850944704
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
20608126.03000000
USD
349936284.00000000
MXN
2024-06-20
-336268.54000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-7574.31000000
-0.00221888461
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3861810.06000000
EUR
1510591417.00000000
HUF
2024-05-15
-7574.31000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIC3H633 IRS CZK R F 3.94100 II4218920230613 CCPVANILLA / Short: SMIC3H633 IRS CZK P V 06MPRIBO II5810660230613 CCPVANILLA
000000000
24971542.00000000
OU
Notional Amount
-22143.24000000
-0.00648683438
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-20
0.00000000
CZK
0.00000000
CZK
24971542.00000000
CZK
-22143.24000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-67625.37000000
-0.01981076732
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3370363.75000000
USD
15714321.00000000
MYR
2024-06-20
-67625.37000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
605625000.00000000
PA
10388978.08000000
3.043438098831
Long
STIV
NUSS
EG
N
2
2025-03-11
None
0.00000000
N
N
N
N
N
N
SWAP JP MORGAN BOC
N/A
SWAP JP MORGAN BOC
000000000
-620000.00000000
NS
USD
-620000.00000000
-0.18162822240
Short
STIV
CORP
US
N
2
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-12581.10000000
-0.00368561746
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2679436.40000000
USD
10045475.00000000
PEN
2024-06-20
-12581.10000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
125974.79000000
0.036904156734
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
48113256406.00000000
IDR
3081417.73000000
USD
2024-06-20
125974.79000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIBQ77V9 IRS MXN R F 9.19300 II3495080230223 CCPVANILLA / Short: SMIBQ77V9 IRS MXN P V 01MTIIE II4552480230223 CCPVANILLA
000000000
19700000.00000000
OU
Notional Amount
-25570.07000000
-0.00749071993
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-02-18
0.00000000
MXN
0.00000000
MXN
19700000.00000000
MXN
-25570.07000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1976.05000000
0.000578881369
N/A
DFE
TR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1006108.35000000
USD
42528200.00000000
TRY
2025-01-06
1976.05000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22961.34000000
0.006726495755
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1839711.21000000
EUR
1986837.51000000
USD
2024-05-10
22961.34000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
87251000000.00000000
PA
5141691.77000000
1.506252155387
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
9478.18000000
0.002776620943
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
33414523.52000000
ZAR
1777973.63000000
USD
2024-06-20
9478.18000000
N
N
N
Fideicomiso PA Costera
5493002XQPJWQYQDVX07
Fideicomiso PA Costera
31574FAB3
4979414973.70000000
PA
1123319.46000000
0.329075026956
Long
DBT
CORP
CO
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-53232.08000000
-0.01559427107
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1892112.11000000
USD
69300687.49000000
TRY
2024-09-20
-53232.08000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
19580.48000000
0.005736077058
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
29895507.10000000
BRL
5776909.58000000
USD
2024-05-03
19580.48000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
9000000.00000000
PA
1710402.93000000
0.501060393181
Long
DBT
NUSS
RO
N
2
2027-10-25
Fixed
2.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-249517.37000000
-0.07309580060
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4295852.07000000
USD
167216042.00000000
TRY
2024-12-16
-249517.37000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-37223.55000000
-0.01090459228
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
996340.78000000
USD
5010000.00000000
BRL
2024-07-02
-37223.55000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
80675.22000000
0.023633704517
N/A
DFE
TR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1887831.57000000
USD
74437199.00000000
TRY
2024-09-23
80675.22000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-257730.35000000
-0.07550178279
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6015059.45000000
USD
29895507.10000000
BRL
2024-05-03
-257730.35000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-10996.87000000
-0.00322151927
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1547194.29000000
USD
66962569.00000000
TRY
2025-02-10
-10996.87000000
N
N
N
BONOS BANCO CENT ARGENT
N/A
Bonos Para La Reconstruccion De Una Argentina Libre
000000000
1089750.00000000
PA
USD
1006013.61000000
0.294710425321
Long
DBT
NUSS
AR
N
2
2025-06-30
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AP5
39279000000.00000000
PA
5425370.37000000
1.589355445471
Long
DBT
NUSS
PY
N
2
2031-02-09
Fixed
7.90000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
2410000000.00000000
PA
2405405.80000000
0.704660612285
Long
DBT
NUSS
CL
Y
2
2037-11-01
Fixed
5.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-18046.95000000
-0.00528683136
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5724915.19000000
USD
29895507.10000000
BRL
2024-08-02
-18046.95000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
700000.00000000
PA
USD
688879.80000000
0.201806473427
Long
DBT
NUSS
XX
Y
2
2027-03-01
Fixed
17.35000000
N
N
N
N
N
N
ARMENIAN TREASURY BONDS
5299000H77JSW90G7935
Republic of Armenia Treasury Bonds
000000000
2505588000.00000000
PA
6463448.72000000
1.893459196161
Long
DBT
NUSS
AM
N
2
2033-10-29
Fixed
9.60000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-35341.87000000
-0.01035335649
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3498859.28000000
USD
3326715401.00000000
CLP
2024-06-21
-35341.87000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BMICJJBN2 IRS CLP R V 06MCLICP II1678990230929 CCPNDFCAMARAPR / Short: BMICJJBN2 IRS CLP P F 5.56000 II8596790230929 CCPNDFCAMARAPR
000000000
1900000000.00000000
OU
Notional Amount
-9438.17000000
-0.00276490006
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-12-20
0.00000000
CLP
0.00000000
CLP
1900000000.00000000
CLP
-9438.17000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-1236.10000000
-0.00036211394
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2000000.00000000
MYR
419111.48000000
USD
2024-06-20
-1236.10000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-103308.64000000
-0.03026413651
N/A
DFE
PL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
11960251.96000000
EUR
51486851.44000000
PLN
2024-06-20
-103308.64000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICA0VP5 IRS CZK R F 4.15000 II9561050230802 CCPVANILLA / Short: SMICA0VP5 IRS CZK P V 06MPRIBO II5816920230802 CCPVANILLA
000000000
37900000.00000000
OU
Notional Amount
-4911.22000000
-0.00143873573
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
0.00000000
CZK
0.00000000
CZK
37900000.00000000
CZK
-4911.22000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
281964.69000000
0.082601202299
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
57803280.00000000
PEN
15627479.34000000
USD
2024-06-20
281964.69000000
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAC0
1922000000.00000000
PA
4298350.60000000
1.259196417341
Long
DBT
CORP
KZ
N
2
2027-04-15
Fixed
13.00000000
N
N
N
N
N
N
SWAP STAND. CHARTER BANK BOCOC
N/A
SWAP STAND. CHARTER BANK BOCOC
000000000
-340000.00000000
NS
USD
-340000.00000000
-0.09960257357
Short
STIV
CORP
US
N
2
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
139450000.00000000
PA
244575.60000000
0.071648115276
Long
DBT
NUSS
HU
N
2
2051-04-28
Fixed
4.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-9359.40000000
-0.00274182449
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
14294113.00000000
PEN
3785416.96000000
USD
2024-06-20
-9359.40000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID9EQT3 IRS BRL R F 10.54250 II6106360240328 CCPNDFPREDISWA / Short: SMID9EQT3 IRS BRL P V 00MBRCDI II8746360240328 CCPNDFPREDISWA
000000000
16982619.00000000
OU
Notional Amount
-111914.49000000
-0.03278520948
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
16982619.00000000
BRL
-111914.49000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
8319.29000000
0.002437125571
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5600000.00000000
CNY
781974.37000000
USD
2024-06-20
8319.29000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMICV2PV2 IRS CNY R F 2.35000 II0156780231213 CCPNDF / Short: SMICV2PV2 IRS CNY P V 00MCNRR II6733690231213 CCPNDF
000000000
12000000.00000000
OU
Notional Amount
16107.11000000
0.004718557673
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
0.00000000
CNY
0.00000000
CNY
12000000.00000000
CNY
16107.11000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED UZS / SOLD USD
000000000
1.00000000
NC
6952.33000000
0.002036676353
N/A
DFE
UZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
348955.76000000
USD
4745798312.00000000
UZS
2024-10-22
6952.33000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMID0PTH0 IRS CNY R F 2.21500 II7687530240125 CCPNDF / Short: SMID0PTH0 IRS CNY P V 00MCNRR II8107000240125 CCPNDF
000000000
10700000.00000000
OU
Notional Amount
5290.14000000
0.001549739878
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
0.00000000
CNY
0.00000000
CNY
10700000.00000000
CNY
5290.14000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
11117300000.00000000
PA
2425254.72000000
0.710475328505
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDC13N5 IRS HUF R F 6.94000 II4858210240417 CCPVANILLA / Short: SMIDC13N5 IRS HUF P V 06MBUBOR II2531900240417 CCPVANILLA
000000000
452011000.00000000
OU
Notional Amount
1756.57000000
0.000514584978
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
HUF
0.00000000
HUF
452011000.00000000
HUF
1756.57000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICF4W71 IRS MXN R F 9.14450 II4412660230908 CCPVANILLA / Short: SMICF4W71 IRS MXN P V 01MTIIE II7399560230908 CCPVANILLA
000000000
170000000.00000000
OU
Notional Amount
-229996.95000000
-0.06737731804
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-09-04
0.00000000
MXN
0.00000000
MXN
170000000.00000000
MXN
-229996.95000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-170655.78000000
-0.04999339671
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
15060082.35000000
USD
107775145.00000000
CNY
2024-06-20
-170655.78000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
6228.25000000
0.001824558026
N/A
DFE
TR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
673573.92000000
USD
28930000.00000000
TRY
2025-01-15
6228.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-30376.46000000
-0.00889874585
N/A
DFE
TR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
875643.75000000
USD
31855044.00000000
TRY
2024-09-20
-30376.46000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SMIDBSR76 IRS PLN R F 5.50000 II1438710240416 CCPVANILLA / Short: SMIDBSR76 IRS PLN P V 06MWIBOR II6936160240416 CCPVANILLA
000000000
10500000.00000000
OU
Notional Amount
27018.09000000
0.007914915579
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
PLN
0.00000000
PLN
10500000.00000000
PLN
27018.09000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
87856.16000000
0.025737351884
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
575974.69000000
USD
34846469.00000000
EGP
2025-02-20
87856.16000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-962980.31000000
-0.28210387405
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
20080911.82000000
USD
26357000000.00000000
KRW
2024-06-20
-962980.31000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
15580000.00000000
PA
3909994.18000000
1.145427891173
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
18917.09000000
0.005541737789
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2303943.51000000
EUR
911000000.00000000
HUF
2024-05-29
18917.09000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMICY7060 IRS MXN R F 10.82100 II9313860240108 CCPVANILLA / Short: SMICY7060 IRS MXN P V 01MTIIE II4153900240108 CCPVANILLA
000000000
895840000.00000000
OU
Notional Amount
-83569.38000000
-0.02448154505
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-07
0.00000000
MXN
0.00000000
MXN
895840000.00000000
MXN
-83569.38000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-60735.03000000
-0.01779225086
N/A
DFE
PE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3059046.59000000
USD
11294000.00000000
PEN
2024-06-20
-60735.03000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
69704000000.00000000
PA
4280773.03000000
1.254047090255
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300G1JG004Y3K8S97
Nigeria OMO Bill
000000000
1783143000.00000000
PA
1283456.78000000
0.375987054008
Long
STIV
NUSS
NG
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMID62YV8 IRS MXN R F 8.66300 II4653610240307 CCPVANILLA / Short: SMID62YV8 IRS MXN P V 01MTIIE II9549190240307 CCPVANILLA
000000000
290000000.00000000
OU
Notional Amount
-701232.47000000
-0.20542517261
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-03-02
0.00000000
MXN
0.00000000
MXN
290000000.00000000
MXN
-701232.47000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8239000000.00000000
PA
1773595.92000000
0.519572700345
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8982000000.00000000
PA
1998236.30000000
0.585380817926
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-2767.25000000
-0.00081066241
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
360062.69000000
USD
1700000.00000000
MYR
2024-06-20
-2767.25000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
343230000.00000000
PA
13629812.15000000
3.992836375031
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300G1JG004Y3K8S97
Nigeria OMO Bill
000000000
593474000.00000000
PA
372129.12000000
0.109014758985
Long
STIV
NUSS
NG
N
2
2025-01-28
None
0.00000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
14016000.00000000
PA
3752440.68000000
1.099272790949
Long
DBT
NUSS
PE
Y
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
2024-06-27
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
Francis Smith
Francis Smith
Principal Financial Officer