0001752724-21-184766.txt : 20210825
0001752724-21-184766.hdr.sgml : 20210825
20210825102620
ACCESSION NUMBER: 0001752724-21-184766
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210825
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price International Funds, Inc.
CENTRAL INDEX KEY: 0000313212
IRS NUMBER: 521175211
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02958
FILM NUMBER: 211204584
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19900301
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUND INC
DATE OF NAME CHANGE: 19890914
0000313212
S000032784
T. Rowe Price Emerging Markets Local Currency Bond Fund
C000101161
T. Rowe Price Emerging Markets Local Currency Bond Fund Advisor Class
PAELX
C000102979
T. Rowe Price Emerging Markets Local Currency Bond Fund
PRELX
C000166322
T. Rowe Price Emerging Markets Local Currency Bond Fund-I Class
TEIMX
C000225813
T. Rowe Price Emerging Markets Local Currency Bond Fund-Z Class
TRZFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000313212
XXXXXXXX
S000032784
C000101161
C000166322
C000102979
C000225813
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
811-02958
0000313212
549300O4BT3AMY6OUC26
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Emerging Markets Local Currency Bond Fund
S000032784
308254AVG0WE2QK20V13
2021-12-31
2021-06-30
N
505753682.04
9098177.03
496655505.01
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3829881.81000000
BRL
CLP
CNY
COP
CZK
EGP
EUR
HUF
IDR
MXN
MYR
PEN
RON
RSD
RUB
THB
USD
ZAR
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
53710448.10000000
PA
1655470.77000000
0.333323753245
Long
DBT
NUSS
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
91400000.00000000
PA
6095430.30000000
1.227295426812
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.90000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/RUB FORWARD
000000000
1.00000000
NC
USD
13421.31000000
0.002702337911
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-799296.36000000
USD
59522000.00000000
RUB
2021-07-09
13421.31000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/RUB FORWARD
000000000
1.00000000
NC
USD
245497.85000000
0.049430208167
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5319830.72000000
USD
407594790.40000000
RUB
2021-07-09
245497.85000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
17355.55000000
0.003494484572
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-169374000.00000000
INR
2293378.11000000
USD
2021-07-09
17355.55000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-12232.91000000
-0.00246305736
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1439750.00000000
CAD
1149216.56000000
USD
2021-07-23
-12232.91000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-71967.13000000
-0.01449035181
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-140881118.00000000
TWD
4984436.78000000
USD
2021-07-09
-71967.13000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-357.99000000
-0.00007208014
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2694261.92000000
USD
1984112951.00000000
CLP
2021-10-08
-357.99000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/INR FORWARD
000000000
1.00000000
NC
USD
8265.81000000
0.001664294448
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-52875000.00000000
INR
718792.18000000
USD
2021-07-09
8265.81000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/RUB FORWARD
000000000
1.00000000
NC
USD
24767.27000000
0.004986810726
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-96393440.00000000
RUB
1340930.23000000
USD
2021-07-09
24767.27000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-1079.91000000
-0.00021743643
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-60480.97000000
USD
1904358.24000000
THB
2021-09-10
-1079.91000000
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
316000000.00000000
PA
3525148.47000000
0.709777387835
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
26644000000.00000000
PA
2020625.83000000
0.406846558553
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
EUR/CHF FORWARD
000000000
1.00000000
NC
USD
62.66000000
0.000012616390
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-3194815.32000000
CHF
2912458.31000000
EUR
2021-07-23
62.66000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
THB/USD FORWARD
000000000
1.00000000
NC
USD
-208809.89000000
-0.04204320457
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-8145814.43000000
USD
254455074.10000000
THB
2021-09-10
-208809.89000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-7247.24000000
-0.00145920863
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-94833750.00000000
TWD
3419527.28000000
USD
2021-10-08
-7247.24000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1835.25000000
0.000369521727
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-50706.97000000
EUR
61989.63000000
USD
2021-07-23
1835.25000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PHP/USD FORWARD
000000000
1.00000000
NC
USD
22835.08000000
0.004597770440
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-72880347.00000000
PHP
1507411.83000000
USD
2021-09-10
22835.08000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
31100000.00000000
PA
4878162.87000000
0.982202516793
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
83000000.00000000
PA
2596229.23000000
0.522742465111
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS BRL
000000000
1.00000000
NC
-14386.07000000
-0.00289658925
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
2023-07-03
0.00000000
USD
0.00000000
USD
17250000.00000000
BRL
-14386.07000000
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAC2
1862000000.00000000
PA
501375.23000000
0.100950301555
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
THB/USD FORWARD
000000000
1.00000000
NC
USD
31057.56000000
0.006253340532
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-70651000.00000000
THB
2234815.18000000
USD
2021-09-10
31057.56000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-967.88000000
-0.00019487954
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-07
250.00000000
USD
0.00000000
USD
13500000.00000000
CNY
-1217.88000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-73409.25000000
-0.01478071807
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-141690780.00000000
TWD
5012054.47000000
USD
2021-07-09
-73409.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-28987.00000000
-0.00583643988
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4698018.87000000
USD
23402821.89000000
BRL
2021-09-02
-28987.00000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/IDR FORWARD
000000000
1.00000000
NC
USD
17529.07000000
0.003529422270
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-3199941.83000000
USD
46760750000.00000000
IDR
2021-07-09
17529.07000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-27840.64000000
-0.00560562396
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-1468124.96000000
USD
1059766000.00000000
CLP
2021-09-10
-27840.64000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RSD/USD FORWARD
000000000
1.00000000
NC
USD
239.72000000
0.000048266856
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-209475000.00000000
RSD
2112068.97000000
USD
2021-07-16
239.72000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
CHF/EUR FORWARD
000000000
1.00000000
NC
USD
16358.78000000
0.003293788115
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-2912458.31000000
EUR
3210000.00000000
CHF
2021-07-23
16358.78000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-765.58000000
-0.00015414708
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1676744.03000000
USD
6974249.11000000
MYR
2021-09-10
-765.58000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RON/USD FORWARD
000000000
1.00000000
NC
USD
-2722.31000000
-0.00054812842
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2385203.79000000
USD
9905000.00000000
RON
2021-07-16
-2722.31000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
40230000000.00000000
PA
2796262.45000000
0.563018515206
Long
DBT
NUSS
N/A
N
2
2025-01-30
Fixed
5.60000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
11037000.00000000
PA
2860499.08000000
0.575952355535
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39200000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
GHS/USD FORWARD
000000000
1.00000000
NC
USD
5801.41000000
0.001168095378
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-693805.61000000
USD
4133000.00000000
GHS
2021-07-09
5801.41000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CHF FORWARD
000000000
1.00000000
NC
USD
74824.42000000
0.015065658035
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2326000.00000000
CHF
2590272.56000000
USD
2021-07-23
74824.42000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-33143.10000000
-0.00667325735
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1250301.04000000
USD
1026000.00000000
EUR
2021-07-23
-33143.10000000
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
30515682.76000000
NS
USD
30515682.76000000
6.144235280224
Long
STIV
RF
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/THB FORWARD
000000000
1.00000000
NC
USD
6173.39000000
0.001242992363
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-7326000.00000000
THB
234687.19000000
USD
2021-09-10
6173.39000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
133500000.00000000
PA
8027762.61000000
1.616364367055
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
8130.65000000
0.001637080414
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-595378.68000000
USD
3025000.00000000
BRL
2021-09-02
8130.65000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
7670000.00000000
PA
2018106.49000000
0.406339297489
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
4445000000.00000000
PA
5244539.53000000
1.055971287360
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
8447.70000000
0.001700917419
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9459000.00000000
CNY
1459840.05000000
USD
2021-10-15
8447.70000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
UNITED STATES 10 YEAR TREASURY NOTE/BOND
000000000
-53.00000000
NC
USD
-105699.49000000
-0.02128225478
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
UNITED STATES TREASURY NOTE/BOND
2021-09-21
-7696066.40000000
USD
-105699.49000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
000000000
63100000000.00000000
PA
5048000.00000000
1.016398680590
Long
DBT
CORP
GB
N
2
2029-03-20
Fixed
9.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
47750000.00000000
PA
7148071.06000000
1.439241282517
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
121030000.00000000
PA
7699954.96000000
1.550361343491
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-15709.66000000
-0.00316308987
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1306066.35000000
USD
8409500.00000000
CNY
2021-10-15
-15709.66000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CZK/USD FORWARD
000000000
1.00000000
NC
USD
153014.70000000
0.030809021234
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-18446160.08000000
USD
400040020.86000000
CZK
2021-07-16
153014.70000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-14534.59000000
-0.00292649328
N/A
DFE
CORP
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
-48807000.00000000
MXN
2429102.50000000
USD
2021-07-16
-14534.59000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
1230000.00000000
PA
USD
1324297.95000000
0.266643163448
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
14875000.00000000
PA
3749560.92000000
0.754962118042
Long
DBT
NUSS
RO
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-18591.08000000
-0.00374325459
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-977583.43000000
USD
13937407000.00000000
IDR
2021-07-09
-18591.08000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-7236.74000000
-0.00145709449
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-652415.09000000
USD
4204750.00000000
CNY
2021-10-15
-7236.74000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
679180000.00000000
PA
10249696.94000000
2.063743749260
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/TWD FORWARD
000000000
1.00000000
NC
USD
54233.25000000
0.010919691708
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-11485307.36000000
USD
321513750.00000000
TWD
2021-07-09
54233.25000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TRY/USD FORWARD
000000000
1.00000000
NC
USD
20196.40000000
0.004066480648
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-10575249.32000000
TRY
1224659.05000000
USD
2021-07-16
20196.40000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13995000.00000000
PA
3240510.48000000
0.652466437462
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CZK/USD FORWARD
000000000
1.00000000
NC
USD
2928.83000000
0.000589710568
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-20723605.56000000
CZK
966437.33000000
USD
2021-07-16
2928.83000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
372950000.00000000
PA
5297547.56000000
1.066644284934
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
33650000000.00000000
PA
2692000.00000000
0.542025603832
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
THB/USD FORWARD
000000000
1.00000000
NC
USD
-145084.91000000
-0.02921238333
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-6670160.76000000
USD
209189581.70000000
THB
2021-09-10
-145084.91000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
6166.84000000
0.001241673541
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6820000.00000000
CNY
1054670.11000000
USD
2021-09-17
6166.84000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-19421.67000000
-0.00391049123
N/A
DFE
CORP
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
-2442755.04000000
USD
3004000.00000000
CAD
2021-07-23
-19421.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-23277.19000000
-0.00468678787
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2764473.84000000
USD
2018944963.00000000
CLP
2021-10-08
-23277.19000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
102540000.00000000
PA
5012512.54000000
1.009253393838
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
5106.54000000
0.001028185522
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-11524091.83000000
ZAR
810520.52000000
USD
2021-07-16
5106.54000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
30675.53000000
0.006176420011
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-32554017.37000000
TRY
3738398.82000000
USD
2021-07-16
30675.53000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
602515000.00000000
PA
8208952.74000000
1.652846421149
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/MYR FORWARD
000000000
1.00000000
NC
USD
-14336.96000000
-0.00288670111
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2917377.63000000
USD
12080423.16000000
MYR
2021-09-10
-14336.96000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-13502.92000000
-0.00271876982
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-4955133.16000000
USD
98699659.10000000
MXN
2021-07-16
-13502.92000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEA2
48250000.00000000
PA
957257.32000000
0.192740704642
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.35.5Y
000000000
1.00000000
NC
USD
135316.06000000
0.027245456586
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDX.EM.35.5Y.V1
CDX.EM.35.5Y.V1
Y
Default Event
2026-06-20
135284.20000000
USD
0.00000000
USD
-5220000.00000000
USD
31.86000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
PLN CALL VERSUS EUR PUT
000000000
1.00000000
NC
11496.29000000
0.002314741281
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Put
Purchased
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
PLN CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
9180000.00000000
EUR
2040000.00000000
PLN
2021-08-12
2040000.00000000
USD
4.50000000
EUR
2021-08-12
XXXX
-19487.67000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-82778.54000000
-0.01666719469
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-13643000.00000000
BRL
2639098.42000000
USD
2021-09-02
-82778.54000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BRL/USD FORWARD
000000000
1.00000000
NC
USD
11999.82000000
0.002416125438
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-188478.66000000
USD
1004868.31000000
BRL
2021-09-02
11999.82000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
25150000.00000000
PA
5332190.26000000
1.073619481957
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
186948.85000000
0.037641553977
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-52623424.62000000
ZAR
3821432.95000000
USD
2021-10-15
186948.85000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/KRW FORWARD
000000000
1.00000000
NC
USD
41504.46000000
0.008356790487
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-3831947000.00000000
KRW
3440735.39000000
USD
2021-07-09
41504.46000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
JPY CALL VERSUS USD PUT
000000000
1.00000000
NC
USD
1031.95000000
0.000207779837
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
JPY CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
807047500.00000000
USD
7490000.00000000
JPY
2021-07-19
7490000.00000000
USD
107.75000000
USD
2021-07-19
XXXX
-48027.55000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/USD FORWARD
000000000
1.00000000
NC
USD
9964.97000000
0.002006414889
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-70211000.00000000
HUF
246829.86000000
USD
2021-07-16
9964.97000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-5920.60000000
-0.00119209390
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-611631.69000000
USD
445684239.00000000
CLP
2021-09-10
-5920.60000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
108735000.00000000
PA
23070535.24000000
4.645178601118
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CNH FORWARD
000000000
1.00000000
NC
USD
23368.83000000
0.004705239298
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-10000000.00000000
CNY
1560763.65000000
USD
2021-09-17
23368.83000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
655000000.00000000
PA
976506.94000000
0.196616554160
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-193987.13000000
-0.03905868918
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-04-22
251.00000000
USD
0.00000000
USD
133000000.00000000
MXN
-194238.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-57519.30000000
-0.01158132738
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2760204000.00000000
CLP
3690112.30000000
USD
2021-10-08
-57519.30000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/MXN FORWARD
000000000
1.00000000
NC
USD
11291.14000000
0.002273434983
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-34900809.66000000
MXN
1758682.15000000
USD
2021-07-16
11291.14000000
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
14440000.00000000
PA
949908.02000000
0.191260946555
Long
DBT
NUSS
EG
N
2
2024-12-09
Fixed
15.25000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
174100000.00000000
PA
2110887.48000000
0.425020453555
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PLN/USD FORWARD
000000000
1.00000000
NC
USD
10813.60000000
0.002177283829
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-17884000.00000000
PLN
4701909.61000000
USD
2021-08-13
10813.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-15543.72000000
-0.00312967838
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20540706130.00000000
IDR
1397802.39000000
USD
2021-07-09
-15543.72000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-149552.34000000
-0.03011188610
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2025-10-31
407.05000000
USD
0.00000000
USD
51000000.00000000
MXN
-149959.39000000
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
79000000.00000000
PA
5063357.55000000
1.019490874242
Long
DBT
NUSS
EG
N
2
2023-10-13
Fixed
14.31300000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
14500000.00000000
PA
346005.96000000
0.069667195170
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
13804000.00000000
PA
3810164.51000000
0.767164457368
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-6306.75000000
-0.00126984397
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-651485.10000000
USD
4204750.00000000
CNY
2021-10-15
-6306.75000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-64159.25000000
-0.01291826011
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2079215.72000000
USD
28832000.00000000
ZAR
2021-07-16
-64159.25000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
287000000.00000000
PA
3605888.21000000
0.726034076663
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
27400000.00000000
PA
1748373.96000000
0.352029513891
Long
DBT
NUSS
EG
N
2
2026-04-06
Fixed
14.48300000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
178000000.00000000
PA
5154224.87000000
1.037786718964
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
95594000.00000000
PA
5674387.54000000
1.142519811571
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-43307.00000000
-0.00871972616
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-7393747.10000000
USD
158263156.76000000
CZK
2021-11-12
-43307.00000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RUB CALL VERSUS EUR PUT
000000000
1.00000000
NC
43334.79000000
0.008725321588
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RUB CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
273615000.00000000
EUR
3145000.00000000
RUB
2021-08-10
3145000.00000000
USD
87.00000000
EUR
2021-08-10
XXXX
11255.36000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
10500000.00000000
PA
2689100.20000000
0.541441738362
Long
DBT
NUSS
RO
N
2
2023-04-26
Fixed
5.85000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
138980000.00000000
PA
6263798.13000000
1.261195751746
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EGP FORWARD
000000000
1.00000000
NC
USD
292.95000000
0.000058984547
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-5425000.00000000
EGP
341624.69000000
USD
2021-08-11
292.95000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
86931800.00000000
PA
4549302.32000000
0.915987495177
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-26369.18000000
-0.00530935019
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-2084396.76000000
USD
10315554.52000000
BRL
2021-09-02
-26369.18000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1570000.00000000
PA
1850915.08000000
0.372675840966
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
PHILIPPINE GOVERNMENT
529900RAHBALMYIJ3T08
Philippine Government Bond
000000000
76200000.00000000
PA
1466504.60000000
0.295276018327
Long
DBT
NUSS
PH
N
2
2030-07-09
Fixed
2.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-7147.21000000
-0.00143906791
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-95803767.52000000
MXN
4789493.42000000
USD
2021-07-16
-7147.21000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-17704.50000000
-0.00356474454
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1353514.79000000
USD
19413848020.00000000
IDR
2021-07-09
-17704.50000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF COLOMBIA
000000000
1.00000000
NC
USD
43857.17000000
0.008830501133
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
COLOMBIA GOVERNMENT INTERNATIONAL BOND
COLOMBIA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-06-20
37114.74000000
USD
0.00000000
USD
-2560000.00000000
USD
6742.43000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/CAD FORWARD
000000000
1.00000000
NC
USD
7209.24000000
0.001451557453
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-324000.00000000
CAD
268580.75000000
USD
2021-07-23
7209.24000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
464750000.00000000
PA
6402268.89000000
1.289076397103
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
32508.05000000
0.006545392061
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3681179.41000000
USD
79875780.82000000
CZK
2021-07-16
32508.05000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PLN CALL VERSUS EUR PUT
000000000
1.00000000
NC
23161.65000000
0.004663524267
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PLN CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
18495000.00000000
EUR
4110000.00000000
PLN
2021-08-12
4110000.00000000
USD
4.50000000
EUR
2021-08-12
XXXX
-15330.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-46315.20000000
-0.00932541762
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-164481000.00000000
RUB
2199520.20000000
USD
2021-07-09
-46315.20000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CZK/USD FORWARD
000000000
1.00000000
NC
USD
69610.76000000
0.014015904243
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-316526156.76000000
CZK
14785951.64000000
USD
2021-07-16
69610.76000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-303974.70000000
-0.06120433518
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-23303051.49000000
BRL
4345152.25000000
USD
2021-09-02
-303974.70000000
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
4371000000.00000000
PA
1176966.23000000
0.236978392090
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
-17830.76000000
-0.00359016658
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-05-14
248.53000000
USD
0.00000000
USD
42000000.00000000
PLN
-18079.29000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
197157000000.00000000
PA
15712461.11000000
3.163653871043
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-25570.15000000
-0.00514846805
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-54787102.00000000
TWD
1940809.17000000
USD
2021-07-09
-25570.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CHF FORWARD
000000000
1.00000000
NC
USD
39300.89000000
0.007913108704
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3215000.00000000
CHF
3516156.33000000
USD
2021-07-23
39300.89000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PHP FORWARD
000000000
1.00000000
NC
USD
9604.34000000
0.001933803190
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-24497867.67000000
PHP
508627.28000000
USD
2021-09-10
9604.34000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-410580.10000000
-0.08266899205
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-22518995.19000000
USD
84284545.57000000
PLN
2021-08-13
-410580.10000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-3.00000000
NC
USD
-11183.94000000
-0.00225185060
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-09-21
-471066.06000000
USD
-11183.94000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-25353.07000000
-0.00510475968
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-11511557.23000000
BRL
2271285.68000000
USD
2021-09-02
-25353.07000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BV3
11669000.00000000
PA
3397026.60000000
0.683980458432
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/IDR FORWARD
000000000
1.00000000
NC
USD
771.20000000
0.000155278657
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-918481.55000000
USD
13359856052.00000000
IDR
2021-07-09
771.20000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
19571.90000000
0.003940739567
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2025-12-20
31975.71000000
USD
0.00000000
USD
-650000.00000000
USD
-12403.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2908.06000000
0.000585528594
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1190013.59000000
USD
17272223.77000000
ZAR
2021-10-15
2908.06000000
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD CALL VERSUS CAD PUT
000000000
1.00000000
NC
USD
71381.40000000
0.014372416952
N/A
DFE
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Purchased
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
USD CALL VERSUS CAD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
3750000.00000000
CAD
4567500.00000000
USD
2021-07-29
3750000.00000000
USD
1.21800000
USD
2021-07-29
XXXX
45056.40000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
22000000000.00000000
PA
1484013.79000000
0.298801437823
Long
DBT
NUSS
N/A
N
2
2026-02-09
Fixed
4.60000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-76.98000000
-0.00001549967
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-3794656.02000000
USD
1124781250.00000000
HUF
2021-07-16
-76.98000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
GHS/USD FORWARD
000000000
1.00000000
NC
USD
-17593.82000000
-0.00354245947
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4133000.00000000
GHS
682013.20000000
USD
2021-07-09
-17593.82000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
108680000.00000000
PA
6458317.37000000
1.300361579576
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-6030.44000000
-0.00121420983
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-77591250.00000000
TWD
2797694.17000000
USD
2021-10-08
-6030.44000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
51536.92000000
0.010376794272
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6119467.67000000
USD
123254071.94000000
MXN
2021-07-16
51536.92000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BL3
91000.00000000
PA
19024.23000000
0.003830467961
Long
DBT
NUSS
BR
N
2
2022-01-05
Fixed
12.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
3961.81000000
0.000797697792
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1964313.41000000
USD
28498510.33000000
ZAR
2021-10-15
3961.81000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-160013.77000000
-0.03221826162
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-174296000.00000000
RUB
2219836.34000000
USD
2021-07-09
-160013.77000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
90900000.00000000
PA
14070381.66000000
2.833026417318
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
20600000.00000000
PA
4403920.46000000
0.886715321903
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-21792.58000000
-0.00438786639
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-31333694.44000000
CZK
1435013.81000000
USD
2021-07-16
-21792.58000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
221601.87000000
0.044618828899
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-12613379.35000000
USD
256354321.98000000
MXN
2021-07-16
221601.87000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
62720000.00000000
PA
16218338.23000000
3.265510613775
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
73075000.00000000
PA
6898974.93000000
1.389086572162
Long
DBT
NUSS
TR
N
2
2028-03-08
Fixed
12.40000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS FEDERATIVE REPUBLIC OF BRAZIL
000000000
1.00000000
NC
USD
140102.53000000
0.028209197036
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-06-20
183442.34000000
USD
0.00000000
USD
-4550000.00000000
USD
-43339.81000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-1252.31000000
-0.00025214861
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-139308544.92000000
CZK
6475659.60000000
USD
2021-07-16
-1252.31000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
51188.05000000
0.010306550412
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2025-12-20
95997.29000000
USD
0.00000000
USD
-1700000.00000000
USD
-44809.24000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
287710000.00000000
PA
10511005.39000000
2.116357371250
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-1146.00000000
-0.00023074344
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-142304.32000000
USD
103864761.00000000
CLP
2021-09-10
-1146.00000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.34.V1
000000000
1.00000000
NC
USD
82634.25000000
0.016638142367
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDX.EM.34.V1
CDX.EM.34.V1
Y
Default Event
2025-12-20
82662.69000000
USD
0.00000000
USD
-2390000.00000000
USD
-28.44000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EGP FORWARD
000000000
1.00000000
NC
USD
-12896.84000000
-0.00259673755
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-19215418.01000000
EGP
1196104.45000000
USD
2021-08-11
-12896.84000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
RSD/USD FORWARD
000000000
1.00000000
NC
USD
101012.19000000
0.020338481901
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-8023696.15000000
USD
805900041.36000000
RSD
2021-07-16
101012.19000000
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
1410000.00000000
PA
USD
1430264.52000000
0.287979193942
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-10069.92000000
-0.00202754623
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1193889.27000000
USD
10394000.00000000
TRY
2021-07-16
-10069.92000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-20213.17000000
-0.00406985723
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-2353277.17000000
USD
114534000.00000000
PHP
2021-09-10
-20213.17000000
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
97200000.00000000
PA
3552525.13000000
0.715289590906
Long
DBT
NUSS
UA
N
2
2023-11-22
Fixed
11.67000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-193514.81000000
-0.03896358905
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-6053623.34000000
USD
22340660.00000000
PLN
2021-08-13
-193514.81000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
126324.42000000
0.025435018584
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2023-09-28
177.48000000
USD
0.00000000
USD
8770000.00000000
PLN
126146.94000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-46598.85000000
-0.00938252964
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-4975307.04000000
USD
5556124000.00000000
KRW
2021-07-09
-46598.85000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
40920000.00000000
PA
8724668.07000000
1.756684056048
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
12010000.00000000
PA
541194.12000000
0.108967707906
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14280000000.00000000
PA
983064.74000000
0.197936946250
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796A90
5555000.00000000
PA
USD
5553455.38000000
1.118170507319
Long
DBT
UST
US
N
2
2021-12-30
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
ZCS IFS USD
000000000
1.00000000
NC
USD
137084.16000000
0.027601457875
N/A
DO
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-03-05
250.00000000
USD
0.00000000
USD
-2360000.00000000
USD
136834.16000000
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AL4
1500000.00000000
PA
USD
1706250.00000000
0.343547989056
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-25110.06000000
-0.00505583039
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-07-23
400.00000000
USD
0.00000000
USD
23600000.00000000
CNY
-25510.06000000
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
1093880000.00000000
PA
3784843.90000000
0.762066233399
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/INR FORWARD
000000000
1.00000000
NC
USD
-28447.01000000
-0.00572771462
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2633922.48000000
USD
193890785.44000000
INR
2021-07-09
-28447.01000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS HUF
000000000
1.00000000
NC
-8056.42000000
-0.00162213444
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-05-17
250.12000000
USD
0.00000000
USD
-885000000.00000000
HUF
-8306.54000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-7673.71000000
-0.00154507700
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-01-05
250.00000000
USD
0.00000000
USD
22000000.00000000
CNY
-7923.71000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
8549.00000000
0.001721313851
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2024-12-03
279.93000000
USD
0.00000000
USD
27500000.00000000
MXN
8269.07000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-65993.40000000
-0.01328756035
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-5177873.84000000
USD
1515253000.00000000
HUF
2021-07-16
-65993.40000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
124289000.00000000
PA
8262244.88000000
1.663576623364
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-48405.44000000
-0.00974628077
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2661268.01000000
USD
9961091.00000000
PLN
2021-08-13
-48405.44000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-32999.58000000
-0.00664436005
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2618897.67000000
USD
16820000.00000000
CNY
2021-09-17
-32999.58000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-46.00000000
NC
USD
-784.30000000
-0.00015791630
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
UNITED STATES TREASURY NOTE/BOND
2021-09-30
-5676981.44000000
USD
-784.30000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
-18435.77000000
-0.00371198341
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1300084.24000000
USD
95376000.00000000
INR
2021-07-09
-18435.77000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
37900000.00000000
PA
5964774.73000000
1.200988345005
Long
DBT
NUSS
CN
N
2
2026-02-26
Fixed
3.68000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
15500000.00000000
PA
2373450.62000000
0.477886703370
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
191000000.00000000
PA
2385508.38000000
0.480314494843
Long
DBT
NUSS
RU
N
2
2035-07-18
Fixed
6.10000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
73270000.00000000
PA
2607128.51000000
0.524937000335
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BM8
73000000.00000000
PA
1793234.45000000
0.361062030302
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
96350000.00000000
PA
15023133.66000000
3.024859990165
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
480.97000000
0.000096841773
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-346754.56000000
USD
2263000.00000000
CNY
2021-10-15
480.97000000
N
N
N
NATL HIGHWAYS AUTH OF IN
335800P7TS317PBS7B04
National Highways Authority of India
000000000
80000000.00000000
PA
1094046.14000000
0.220282696751
Long
DBT
NUSS
IN
N
2
2022-05-18
Fixed
7.30000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-28834.58000000
-0.00580575060
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-1467717.49000000
USD
1059765417.00000000
CLP
2021-10-08
-28834.58000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
74676.48000000
0.015035870789
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2448221.08000000
USD
184772541.15000000
RUB
2021-07-09
74676.48000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
THB/USD FORWARD
000000000
1.00000000
NC
USD
-32261.72000000
-0.00649579430
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1454218.92000000
USD
45587000.00000000
THB
2021-09-10
-32261.72000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-177870.50000000
-0.03581365719
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-250817714.00000000
RUB
3246812.60000000
USD
2021-07-09
-177870.50000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-10286.75000000
-0.00207120426
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1792857.87000000
USD
25906796160.00000000
IDR
2021-07-09
-10286.75000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
195654.12000000
0.039394332293
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-52624000.00000000
ZAR
3843833.32000000
USD
2021-09-17
195654.12000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-3462.58000000
-0.00069717942
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2853871.18000000
USD
10966000.00000000
PEN
2021-07-09
-3462.58000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
70335000000.00000000
PA
5460809.40000000
1.099516535086
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
24799700000.00000000
PA
6350557.77000000
1.278664528217
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-85105.99000000
-0.01713581932
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-6727000.00000000
BRL
1256979.06000000
USD
2021-09-02
-85105.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RON FORWARD
000000000
1.00000000
NC
USD
-54184.21000000
-0.01090981766
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2384846.62000000
USD
9689565.82000000
RON
2021-07-16
-54184.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
76148.12000000
0.015332180803
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2603302.73000000
EUR
3166201.86000000
USD
2021-08-20
76148.12000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
18724100000.00000000
PA
5286657.44000000
1.064451594046
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
1420000.00000000
PA
USD
1462791.70000000
0.294528437769
Long
DBT
NUSS
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
19575000.00000000
PA
5068697.13000000
1.020565981625
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-28540.06000000
-0.00574644994
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-7380843.56000000
USD
158263000.00000000
CZK
2021-10-15
-28540.06000000
N
N
N
HDFC BANK LTD
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
130000000.00000000
PA
1827450.31000000
0.367951284454
Long
DBT
CORP
IN
N
2
2025-03-22
Fixed
8.10000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/TWD FORWARD
000000000
1.00000000
NC
USD
5147.66000000
0.001036464903
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-370526.39000000
USD
10467000.00000000
TWD
2021-07-09
5147.66000000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD CALL VERSUS CAD PUT
000000000
1.00000000
NC
USD
71381.40000000
0.014372416952
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
Call
Purchased
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD CALL VERSUS CAD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
CA
3750000.00000000
CAD
4567500.00000000
USD
2021-07-29
3750000.00000000
USD
1.21800000
USD
2021-07-29
XXXX
39412.65000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
230517000000.00000000
PA
15921570.72000000
3.205757423282
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-51.00000000
NC
-54816.37000000
-0.01103710105
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
2021-09-08
-10659133.86000000
USD
-54816.37000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-15845.10000000
-0.00319036028
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-06
402.00000000
USD
0.00000000
USD
17500000.00000000
CNY
-16247.10000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
51300000000.00000000
PA
3717870.21000000
0.748581294779
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PLN FORWARD
000000000
1.00000000
NC
USD
55089.56000000
0.011092106992
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-9639000.00000000
PLN
2583465.45000000
USD
2021-08-13
55089.56000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
-11.00000000
NC
USD
-91538.92000000
-0.01843106923
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-09-21
-2028023.58000000
USD
-91538.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-38294.12000000
-0.00771039878
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4319250.00000000
CAD
3446054.30000000
USD
2021-07-23
-38294.12000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-25583.74000000
-0.00515120435
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2530767.68000000
USD
36408808000.00000000
IDR
2021-07-09
-25583.74000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
95760000.00000000
PA
4536053.20000000
0.913319827172
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
11752.57000000
0.002366342440
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2773096.85000000
USD
77591250.00000000
TWD
2021-07-09
11752.57000000
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAG7
1300000.00000000
PA
USD
1314326.00000000
0.264635343158
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-5433.07000000
-0.00109393129
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1455407.85000000
USD
1634554000.00000000
KRW
2021-07-09
-5433.07000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
THB/USD FORWARD
000000000
1.00000000
NC
USD
-56134.51000000
-0.01130250433
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2046590.31000000
USD
63812685.87000000
THB
2021-09-10
-56134.51000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/PLN FORWARD
000000000
1.00000000
NC
USD
11400.53000000
0.002295460311
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1035000.00000000
PLN
282888.14000000
USD
2021-08-13
11400.53000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
3825000.00000000
PA
243658.74000000
0.049059909241
Long
DBT
NUSS
EG
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PEN/USD FORWARD
000000000
1.00000000
NC
USD
237985.33000000
0.047917586254
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-17229000.00000000
PEN
4716344.78000000
USD
2021-07-09
237985.33000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
240976000.00000000
PA
3484771.39000000
0.701647591710
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
510000.00000000
PA
USD
498525.00000000
0.100376416846
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
107415000.00000000
PA
5934906.85000000
1.194974542742
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-9600.89000000
-0.00193310854
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-13693804087.00000000
IDR
932629.85000000
USD
2021-07-09
-9600.89000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-2489.23000000
-0.00050119851
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-43467382.97000000
MXN
2173807.39000000
USD
2021-07-16
-2489.23000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
46350000.00000000
PA
2888342.32000000
0.581558502999
Long
DBT
NUSS
EG
N
2
2021-09-14
None
0.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
-12494.16000000
-0.00251565921
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1677802.47000000
USD
123926684.75000000
INR
2021-07-09
-12494.16000000
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
2279120000.00000000
PA
8747325.95000000
1.761246147835
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-13063.89000000
-0.00263037253
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-04
399.00000000
USD
0.00000000
USD
20000000.00000000
CNY
-13462.89000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
MYR/USD FORWARD
000000000
1.00000000
NC
USD
1316.90000000
0.000265153609
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-986000.00000000
MYR
238262.09000000
USD
2021-09-10
1316.90000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
-20515.16000000
-0.00413066195
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-06-21
244.42000000
USD
0.00000000
USD
-6500000.00000000
PLN
-20759.58000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PEN/USD FORWARD
000000000
1.00000000
NC
USD
-59790.54000000
-0.01203863430
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1143444.87000000
USD
4169000.00000000
PEN
2021-07-09
-59790.54000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
970000.00000000
PA
USD
1104354.70000000
0.222358292389
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
MXN/USD FORWARD
000000000
1.00000000
NC
USD
4572.38000000
0.000920634112
N/A
DFE
CORP
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
-1241574.29000000
USD
24889408.06000000
MXN
2021-07-16
4572.38000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RSD/USD FORWARD
000000000
1.00000000
NC
USD
-12306.60000000
-0.00247789461
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-472911.71000000
USD
45688000.00000000
RSD
2021-07-16
-12306.60000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
-8020.69000000
-0.00161494031
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-05-03
250.85000000
USD
0.00000000
USD
-62000000.00000000
CZK
-8271.54000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/EUR FORWARD
000000000
1.00000000
NC
USD
75037.23000000
0.015108506649
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-2564447.46000000
EUR
3118970.76000000
USD
2021-08-20
75037.23000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
183710000.00000000
PA
10192164.26000000
2.052159727856
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS BRL
000000000
1.00000000
NC
4391.13000000
0.000884140003
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2024-07-01
0.00000000
USD
0.00000000
USD
15600000.00000000
BRL
4391.13000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
21933.56000000
0.004416252267
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2024-09-13
399.23000000
USD
0.00000000
USD
56500000.00000000
MXN
21534.33000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-51032.63000000
-0.01027525709
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2283731.51000000
USD
1881000.00000000
EUR
2021-08-20
-51032.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
75393.17000000
0.015180174031
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2603302.73000000
EUR
3165446.91000000
USD
2021-08-20
75393.17000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
13981.35000000
0.002815100176
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-184492.35000000
USD
994819.63000000
BRL
2021-09-02
13981.35000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
CNH CALL VERSUS USD PUT
000000000
1.00000000
NC
USD
1526.18000000
0.000307291469
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
Put
Purchased
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
CNH CALL VERSUS USD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
31900000.00000000
USD
5000000.00000000
CNY
2021-07-23
5000000.00000000
USD
6.38000000
USD
2021-07-23
XXXX
-21473.82000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
6681.93000000
0.001345385268
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-12-02
250.00000000
USD
0.00000000
USD
13640000.00000000
CNY
6431.93000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
17191.07000000
0.003461367049
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-03-31
249.07000000
USD
0.00000000
USD
-58000000.00000000
CZK
16942.00000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/RON FORWARD
000000000
1.00000000
NC
USD
16305.08000000
0.003282975792
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-10320000.00000000
RON
2498607.85000000
USD
2021-07-16
16305.08000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-90890.18000000
-0.01830044751
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3968234.56000000
USD
2855740000.00000000
CLP
2021-10-08
-90890.18000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-21.00000000
NC
USD
-16107.84000000
-0.00324326214
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-09-21
-2766392.16000000
USD
-16107.84000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
5706.82000000
0.001149049983
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-102407910.00000000
RUB
1403991.78000000
USD
2021-07-09
5706.82000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MYR/USD FORWARD
000000000
1.00000000
NC
USD
-2372.97000000
-0.00047778993
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5146297.83000000
MYR
1234331.38000000
USD
2021-09-10
-2372.97000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/MXN FORWARD
000000000
1.00000000
NC
USD
74308.00000000
0.014961678517
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-4204019.07000000
USD
85451440.65000000
MXN
2021-07-16
74308.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FORWARD
000000000
1.00000000
NC
USD
26598.09000000
0.005355440487
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5739605.43000000
USD
6500231000.00000000
KRW
2021-07-09
26598.09000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PLN CALL VERSUS EUR PUT
000000000
1.00000000
NC
23161.65000000
0.004663524267
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PLN CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
18495000.00000000
EUR
4110000.00000000
PLN
2021-08-12
4110000.00000000
USD
4.50000000
EUR
2021-08-12
XXXX
-7362.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PHP/USD FORWARD
000000000
1.00000000
NC
USD
9165.47000000
0.001845438117
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-24497867.67000000
PHP
508188.41000000
USD
2021-09-10
9165.47000000
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-20122.54000000
-0.00405160917
N/A
DFE
CORP
US
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
-1101664.64000000
USD
9496000.00000000
TRY
2021-07-16
-20122.54000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MYR/USD FORWARD
000000000
1.00000000
NC
USD
24661.33000000
0.004965480046
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-7382966.09000000
USD
30825360.00000000
MYR
2021-09-10
24661.33000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
COP/USD FORWARD
000000000
1.00000000
NC
USD
-47578.70000000
-0.00957981931
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1900726.04000000
USD
6980188305.38000000
COP
2021-09-10
-47578.70000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
RUB/USD FORWARD
000000000
1.00000000
NC
USD
19583.51000000
0.003943077203
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-373430.49000000
USD
28783648.40000000
RUB
2021-07-09
19583.51000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
22081.66000000
0.004446071729
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-6391000.00000000
ZAR
468745.99000000
USD
2021-07-16
22081.66000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
BRL/USD FORWARD
000000000
1.00000000
NC
USD
29116.34000000
0.005862482083
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-2479886.42000000
USD
12576000.00000000
BRL
2021-09-02
29116.34000000
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
30000000.00000000
PA
1074984.90000000
0.216444776944
Long
DBT
NUSS
UA
N
2
2023-02-15
Fixed
9.84000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
2135000.00000000
PA
USD
2256161.25000000
0.454270863252
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
RON/USD FORWARD
000000000
1.00000000
NC
USD
4339.43000000
0.000873730373
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-18547230.24000000
RON
4465564.33000000
USD
2021-07-16
4339.43000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-6990.81000000
-0.00140757727
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-1307696.26000000
USD
27976200.00000000
CZK
2021-07-16
-6990.81000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-7958.21000000
-0.00160236017
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-347453.00000000
USD
250044554.00000000
CLP
2021-10-08
-7958.21000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
IDR/USD FORWARD
000000000
1.00000000
NC
USD
20079.31000000
0.004042904950
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-33312379200.00000000
IDR
2312207.01000000
USD
2021-07-09
20079.31000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
4800000000.00000000
PA
1297545.59000000
0.261256661188
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
10700000.00000000
PA
3114935.69000000
0.627182354484
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/IDR FORWARD
000000000
1.00000000
NC
USD
1110.87000000
0.000223670127
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3547497052.00000000
IDR
241753.92000000
USD
2021-10-08
1110.87000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
12665000.00000000
PA
3423955.71000000
0.689402548740
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
20110000000.00000000
PA
5255896.82000000
1.058258041435
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
RON/USD FORWARD
000000000
1.00000000
NC
USD
71161.43000000
0.014328126695
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9993000.00000000
RON
2474809.84000000
USD
2021-07-16
71161.43000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
250949000.00000000
PA
13298131.69000000
2.677536351828
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
HUF/USD FORWARD
000000000
1.00000000
NC
USD
50374.41000000
0.010142726596
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-3078690.73000000
USD
927511000.00000000
HUF
2021-07-16
50374.41000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
356587.78000000
0.071797810837
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2023-09-25
398.88000000
USD
0.00000000
USD
25000000.00000000
PLN
356188.90000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-8007.17000000
-0.00161221811
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-378961.53000000
USD
3257000.00000000
TRY
2021-07-16
-8007.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
9108.06000000
0.001833878796
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3639071.14000000
USD
52624000.00000000
ZAR
2021-09-17
9108.06000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RUB/USD FORWARD
000000000
1.00000000
NC
USD
-49314.12000000
-0.00992924059
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-118433900.00000000
RUB
1567790.86000000
USD
2021-07-09
-49314.12000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
8209000.00000000
PA
2358069.16000000
0.474789695515
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-120906.32000000
-0.02434410145
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-8019387.55000000
USD
69349105.96000000
TRY
2021-07-16
-120906.32000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/BRL FORWARD
000000000
1.00000000
NC
USD
26777.54000000
0.005391572172
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-376184.21000000
USD
2019785.32000000
BRL
2021-09-02
26777.54000000
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAD3
915000.00000000
PA
USD
927498.90000000
0.186748941800
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
2.69400000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 30 Year Euro BUXL
000000000
-5.00000000
NC
-18955.20000000
-0.00381656899
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-09-08
-1213959.94000000
USD
-18955.20000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
12700000.00000000
PA
2294201.29000000
0.461930103836
Long
DBT
NUSS
GH
N
2
2023-01-16
Fixed
20.75000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
MYR/USD FORWARD
000000000
1.00000000
NC
USD
-6162.53000000
-0.00124080573
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1129698.02000000
USD
4675368.24000000
MYR
2021-09-10
-6162.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-19230.11000000
-0.00387192124
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-802247.70000000
USD
3012400.00000000
PEN
2021-07-09
-19230.11000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
MYR/USD FORWARD
000000000
1.00000000
NC
USD
-17211.71000000
-0.00346552284
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-3334527.97000000
USD
13804348.15000000
MYR
2021-09-10
-17211.71000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/CHF FORWARD
000000000
1.00000000
NC
USD
38305.81000000
0.007712752524
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1301000.00000000
CHF
1445269.71000000
USD
2021-07-23
38305.81000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-3352.02000000
-0.00067491852
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-72213000.00000000
TWD
2588465.12000000
USD
2021-07-09
-3352.02000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RUB CALL VERSUS EUR PUT
000000000
1.00000000
NC
43334.79000000
0.008725321588
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
RUB CALL VERSUS EUR PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
273615000.00000000
EUR
3145000.00000000
RUB
2021-08-10
3145000.00000000
USD
87.00000000
EUR
2021-08-10
XXXX
14470.96000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
4009.41000000
0.000807281900
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-98681631810.00000000
IDR
6794004.83000000
USD
2021-07-09
4009.41000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
INR/USD FORWARD
000000000
1.00000000
NC
USD
-2275.95000000
-0.00045825526
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-423781.02000000
USD
31367000.00000000
INR
2021-07-09
-2275.95000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/RON FORWARD
000000000
1.00000000
NC
USD
-80770.83000000
-0.01626294870
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-4563478.99000000
USD
18636545.38000000
RON
2021-07-16
-80770.83000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
91880000.00000000
PA
7320159.38000000
1.473890716232
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
2021-08-23
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President