0001752724-24-172682.txt : 20240812
0001752724-24-172682.hdr.sgml : 20240812
20240812112031
ACCESSION NUMBER: 0001752724-24-172682
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240812
DATE AS OF CHANGE: 20240812
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN BEACON FUNDS
CENTRAL INDEX KEY: 0000809593
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04984
FILM NUMBER: 241195510
BUSINESS ADDRESS:
STREET 1: 220 EAST LAS COLINAS BOULEVARD
STREET 2: SUITE 1200
CITY: IRVING
STATE: TX
ZIP: 75039
BUSINESS PHONE: 8173916100
MAIL ADDRESS:
STREET 1: 220 EAST LAS COLINAS BOULEVARD
STREET 2: SUITE 1200
CITY: IRVING
STATE: TX
ZIP: 75039
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN AADVANTAGE FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN EAGLE FUNDS
DATE OF NAME CHANGE: 19890813
0000809593
S000081505
American Beacon AHL Multi-Alternatives Fund
C000244411
R6 Class
AHMRX
C000244412
Y Class
AHMYX
C000244413
A Class
AHMAX
C000244414
C Class
AHMCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000809593
XXXXXXXX
S000081505
C000244411
C000244414
C000244413
C000244412
AMERICAN BEACON FUNDS
811-04984
0000809593
549300EXCES9V5RWB620
220 EAST LAS COLINAS BOULEVARD
SUITE 1200
IRVING
75039
817-391-6100
American Beacon AHL Multi-Alternatives Fund
S000081505
5493000IAVDXM5WB4A86
2024-12-31
2024-06-30
N
43829266.30
5009354.26
38819912.04
0.00000000
8452194.99000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3904707.80000000
AUD
CAD
EUR
GBP
JPY
KRW
USD
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
226.68000000
0.000583927134
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
118701.00000000
CHF
132900.47000000
USD
2024-08-06
226.68000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-16.13000000
-0.00004155084
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
60926.11000000
USD
100000.00000000
NZD
2024-07-01
-16.13000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-6.00000000
NC
USD
4249.50000000
0.010946701774
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAN24 Comdty
2024-07-15
-377827.50000000
USD
4249.50000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
12.00000000
NC
31214.01000000
0.080407214647
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPU4 Index
2024-09-12
332238915.00000000
JPY
31214.01000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
10.00000000
NC
USD
-1916.40000000
-0.00493664178
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTN4 Index
2024-07-30
773416.40000000
USD
-1916.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1654.69000000
-0.00426247745
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19543.46000000
USD
100000.00000000
BRL
2024-07-02
-1654.69000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
22482.83000000
0.057915715978
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
21207293.00000000
MXN
1168896.71000000
USD
2024-09-12
22482.83000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold JPY
000000000
1.00000000
NC
N/A
6592.78000000
0.016982985415
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
25481442.00000000
JPY
248355.00000000
AUD
2024-08-07
6592.78000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
-7.37000000
-0.00001898510
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
101679.00000000
MXN
5489.15000000
USD
2024-09-12
-7.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2505.21000000
0.006453414931
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
160710.00000000
BRL
31254.25000000
USD
2024-07-02
2505.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1114.69000000
0.002871438757
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19003.46000000
USD
2024-07-02
1114.69000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold PEN
000000000
1.00000000
NC
1463.02000000
0.003768735999
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
250000.00000000
PEN
66507.05000000
USD
2024-08-14
1463.02000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
45.86000000
0.000118135249
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
CHF
111348.66000000
USD
2024-07-01
45.86000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-20338.30000000
-0.05239141185
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
342460.26000000
USD
5958873.00000000
MXN
2024-09-12
-20338.30000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-3.00000000
NC
USD
457.76000000
0.001179188658
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLQ4 Comdty
2024-08-19
-166414.01000000
USD
457.76000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
569.76000000
0.001467700388
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18393.17000000
USD
2024-08-02
569.76000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Future
000000000
1.00000000
NC
-617.63000000
-0.00159101339
N/A
DCO
FR
N
1
Euronext NV
724500QJ4QSZ3H9QU415
Long
Euronext Rapeseed Futures
IJQ4 Comdty
2024-07-31
24438.78000000
EUR
-617.63000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1539.32000000
0.003965284615
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1120689.00000000
MXN
62121.00000000
USD
2024-09-12
1539.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
118.60000000
0.000305513314
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
GBP
189611.25000000
AUD
2024-07-17
118.60000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1252.77000000
0.003227132505
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19141.54000000
USD
2024-07-02
1252.77000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold JPY
000000000
1.00000000
NC
N/A
138.28000000
0.000356208947
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
10146800.00000000
JPY
50000.00000000
GBP
2024-07-01
138.28000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1056.57000000
-0.00272172177
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26246.04000000
USD
2024-09-27
-1056.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CLP / Sold USD
000000000
1.00000000
NC
-1137.26000000
-0.00292957902
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54257.00000000
USD
50000000.00000000
CLP
2024-08-05
-1137.26000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased SEK / Sold EUR
000000000
1.00000000
NC
N/A
-1058.12000000
-0.00272571457
N/A
DFE
SE
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
EUR
1123859.01000000
SEK
2024-07-17
-1058.12000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LC9
8250000.00000000
PA
USD
8097161.91000000
20.85826959539
Long
DBT
UST
US
N
2
2024-11-07
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1804.70000000
-0.00464890285
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
109010.30000000
USD
100000.00000000
EUR
2024-07-24
-1804.70000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
-431.42000000
-0.00111133688
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
300000.00000000
SGD
221060.92000000
USD
2024-07-26
-431.42000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold CHF
000000000
1.00000000
NC
N/A
-14255.37000000
-0.03672179881
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
634644.94000000
CHF
648263.00000000
EUR
2024-08-12
-14255.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-1575.69000000
-0.00405897364
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
76002.90000000
USD
300000.00000000
PLN
2024-10-08
-1575.69000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2485.41000000
0.006402410179
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
160710.00000000
BRL
31234.45000000
USD
2024-07-02
2485.41000000
N
N
N
Commodities Exchange Center
N/A
Future
000000000
3.00000000
NC
USD
-3517.78000000
-0.00906179281
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGU4 Comdty
2024-09-26
332880.28000000
USD
-3517.78000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-1.66000000
-0.00000427615
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
275.11000000
AUD
181.94000000
USD
2024-07-18
-1.66000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-95.10000000
-0.00024497737
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29878.22000000
USD
2024-07-10
-95.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1450.40000000
0.003736226909
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19339.17000000
USD
2024-07-02
1450.40000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-19.00000000
NC
4344.42000000
0.011191215465
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
3 Month Euro Euribor Futures
ERH5 Comdty
2025-03-17
-4607278.57000000
EUR
4344.42000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
248.38000000
0.000639826282
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107453.98000000
USD
2024-07-24
248.38000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold AUD
000000000
1.00000000
NC
N/A
-2999.14000000
-0.00772577742
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
AUD
10204954.00000000
JPY
2024-08-07
-2999.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
1277.11000000
0.003289832286
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
93713.00000000
EUR
101742.70000000
USD
2024-07-24
1277.11000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
7.00000000
NC
USD
-3561.90000000
-0.00917544582
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU4 Comdty
2024-09-19
831749.40000000
USD
-3561.90000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
637.00000000
0.001640910467
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96502.79000000
CHF
2024-08-12
637.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
-28.72000000
-0.00007398265
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63197.05000000
USD
2024-08-19
-28.72000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1525.93000000
-0.00393079200
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
127977.47000000
USD
100000.00000000
GBP
2024-08-19
-1525.93000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased COP / Sold USD
000000000
1.00000000
NC
-657.82000000
-0.00169454273
N/A
DFE
CO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10900.08000000
USD
42769608.00000000
COP
2024-08-08
-657.82000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
21.00000000
NC
3581.50000000
0.009225935381
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z U4 Index
2024-09-20
1721686.76000000
GBP
3581.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased EUR / Sold CAD
000000000
1.00000000
NC
N/A
-4283.40000000
-0.01103402809
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
481043.24000000
CAD
324092.00000000
EUR
2024-08-02
-4283.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-146.94000000
-0.00037851708
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
60409.43000000
USD
98936.00000000
NZD
2024-08-20
-146.94000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2015.27000000
0.005191330670
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
350000.00000000
BRL
64397.19000000
USD
2024-08-02
2015.27000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GB7
5000000.00000000
PA
USD
4992729.15000000
12.86125827605
Long
DBT
UST
US
N
2
2024-07-11
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1409.54000000
0.003630971648
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19298.31000000
USD
2024-07-02
1409.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
53.29000000
0.000137274911
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
GBP
189513.38000000
AUD
2024-07-17
53.29000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-563.70000000
-0.00145208984
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47483.23000000
USD
500000.00000000
NOK
2024-09-18
-563.70000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
9532.50000000
0.024555697061
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
51093211.00000000
JPY
329560.48000000
USD
2024-08-22
9532.50000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1448.43000000
-0.00373115219
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
191125.73000000
USD
150000.00000000
GBP
2024-08-19
-1448.43000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
-7395.29000000
-0.01905024924
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
436095.80000000
USD
400000.00000000
EUR
2024-07-18
-7395.29000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PHP
000000000
1.00000000
NC
91.33000000
0.000235265860
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20000000.00000000
PHP
341261.99000000
USD
2024-08-16
91.33000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
-137.37000000
-0.00035386478
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
536013.00000000
USD
500000.00000000
EUR
2024-07-18
-137.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
0.35000000
0.000000901599
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
44281.64000000
USD
72700.00000000
NZD
2024-08-20
0.35000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
1280.63000000
0.003298899798
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
73989.40000000
USD
2024-07-17
1280.63000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CNH / Sold USD
000000000
1.00000000
NC
-621.99000000
-0.00160224474
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69156.14000000
USD
500000.00000000
CNY
2024-07-09
-621.99000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-4.55000000
-0.00001172078
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
324.74000000
USD
51390.00000000
JPY
2024-07-18
-4.55000000
N
N
N
FORWARDS HSBC COCLLATERAL
N/A
Collateral Position
000000000
210000.00000000
NS
USD
210000.00000000
0.540959494662
Long
STIV
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1156.17000000
0.002978291137
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19044.94000000
USD
2024-07-02
1156.17000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1032.06000000
0.002658584076
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
856633.00000000
MXN
47339.52000000
USD
2024-09-12
1032.06000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-30.00000000
NC
-8535.53000000
-0.02198750474
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERM5 Comdty
2025-06-16
-7272660.90000000
EUR
-8535.53000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-0.73000000
-0.00000188047
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
689.80000000
PLN
170.59000000
USD
2024-07-18
-0.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-192.92000000
-0.00049696145
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50320.00000000
CAD
36632.41000000
USD
2024-08-22
-192.92000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold USD
000000000
1.00000000
NC
-1720.36000000
-0.00443164322
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
73892.21000000
USD
26706232.00000000
HUF
2024-10-09
-1720.36000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
3280.58000000
0.008450766185
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1136118.00000000
SGD
842085.37000000
USD
2024-07-26
3280.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
80.93000000
0.000208475485
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
138000.00000000
PLN
34317.45000000
USD
2024-10-08
80.93000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
0.34000000
0.000000875839
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
201.06000000
USD
301.78000000
AUD
2024-07-18
0.34000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1808.91000000
-0.00465974780
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
109014.51000000
USD
100000.00000000
EUR
2024-07-24
-1808.91000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
812.95000000
0.002094157243
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96660.10000000
CHF
2024-08-12
812.95000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
0.00000000
OU
Notional Amount
USD
0.00000000
0.000000
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S41
2I65BYED3
Y
buy protection
2028-12-20
268.91000000
USD
0.00000000
USD
0.00000000
USD
-268.91000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2094.75000000
0.005396070959
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
350000.00000000
BRL
64476.67000000
USD
2024-08-02
2094.75000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1171.94000000
-0.00301891461
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26130.67000000
USD
2024-09-27
-1171.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CJY8
1019900.00000000
PA
USD
991883.00000000
2.555088221163
Long
DBT
UST
US
N
2
2034-01-15
Fixed
1.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
4.00000000
NC
USD
11539.25000000
0.029725080232
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXN4 Comdty
2024-07-15
277495.75000000
USD
11539.25000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
10.00000000
NC
2132.67000000
0.005493752788
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Futures
QZN4 Index
2024-07-30
313459.70000000
SGD
2132.67000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-664.73000000
-0.00171234288
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
68921.26000000
USD
1250000.00000000
ZAR
2024-09-27
-664.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-570.73000000
-0.00147019910
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
AUD
66236.35000000
USD
2024-08-26
-570.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CLP / Sold USD
000000000
1.00000000
NC
-1056.72000000
-0.00272210817
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54176.46000000
USD
50000000.00000000
CLP
2024-08-05
-1056.72000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
12.06000000
0.000031066530
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
103959.00000000
EUR
152442.39000000
CAD
2024-08-02
12.06000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
975.48000000
0.002512834132
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18798.89000000
USD
2024-08-02
975.48000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased JPY / Sold EUR
000000000
1.00000000
NC
N/A
-1932.31000000
-0.00497762591
N/A
DFE
JP
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
EUR
16905443.00000000
JPY
2024-07-10
-1932.31000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
-77.14000000
-0.00019871245
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
SGD
73669.17000000
USD
2024-07-01
-77.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
444.71000000
0.001145571889
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107650.31000000
USD
2024-07-24
444.71000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-72.97000000
-0.00018797054
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29888.68000000
USD
2024-07-23
-72.97000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
845.88000000
0.002178984844
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
18684211.00000000
JPY
117876.50000000
USD
2024-08-22
845.88000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-247.00000000
-0.00063627140
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
72461.77000000
USD
2024-07-17
-247.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
687.31000000
0.001770508906
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107892.91000000
USD
2024-07-24
687.31000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
911.63000000
0.002348356686
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1349604.00000000
NOK
127557.19000000
USD
2024-09-18
911.63000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
649.95000000
0.001674269635
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18473.36000000
USD
2024-08-02
649.95000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
67.63000000
0.000174214717
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63293.40000000
USD
2024-08-19
67.63000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
177.06000000
0.000456106133
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
168551.95000000
USD
150959.00000000
CHF
2024-08-06
177.06000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold JPY
000000000
1.00000000
NC
N/A
11464.33000000
0.029532086492
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
44023355.00000000
JPY
429185.00000000
AUD
2024-08-07
11464.33000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
8301.67000000
0.021385081943
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
42577675.00000000
JPY
274991.65000000
USD
2024-08-22
8301.67000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-832.07000000
-0.00214341031
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
82739.91000000
USD
1500000.00000000
ZAR
2024-09-27
-832.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2478.36000000
-0.00638424939
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65114.47000000
USD
10000000.00000000
JPY
2024-08-22
-2478.36000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
587.09000000
0.001512342427
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18410.50000000
USD
2024-08-02
587.09000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold AUD
000000000
1.00000000
NC
N/A
-2395.15000000
-0.00616990063
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
164294.90000000
AUD
100000.00000000
EUR
2024-08-22
-2395.15000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1000.47000000
0.002577208312
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18823.88000000
USD
2024-08-02
1000.47000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold JPY
000000000
1.00000000
NC
N/A
1374.58000000
0.003540914772
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
16995068.00000000
JPY
100000.00000000
EUR
2024-07-10
1374.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-411.65000000
-0.00106040940
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
AUD
66395.43000000
USD
2024-08-26
-411.65000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
221.82000000
0.000571407786
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
27260.14000000
USD
500000.00000000
ZAR
2024-07-01
221.82000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
159.78000000
0.000411592895
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
27142.83000000
USD
500000.00000000
ZAR
2024-09-27
159.78000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
525.56000000
0.001353841295
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69059.71000000
USD
2024-07-09
525.56000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-6.56000000
-0.00001689854
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
175.38000000
USD
27095.00000000
JPY
2024-07-18
-6.56000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2008.47000000
-0.00517381388
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64619.16000000
USD
350000.00000000
BRL
2024-07-02
-2008.47000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SGD / Sold USD
000000000
1.00000000
NC
-1154.39000000
-0.00297370586
N/A
DFE
SG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
148815.95000000
USD
200000.00000000
SGD
2024-07-26
-1154.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-303.32000000
-0.00078135159
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
82511.99000000
USD
65012.00000000
GBP
2024-08-19
-303.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
52.33000000
0.000134801954
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63278.10000000
USD
2024-08-19
52.33000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
-80.86000000
-0.00020829516
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
SEK
47093.40000000
USD
2024-07-01
-80.86000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1029.07000000
-0.00265088184
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26273.54000000
USD
2024-09-27
-1029.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1967.08000000
-0.00506719334
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69049.96000000
USD
375000.00000000
BRL
2024-07-02
-1967.08000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
206.20000000
0.000531170703
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95055.00000000
AUD
2024-07-01
206.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
424.70000000
0.001094026178
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
68958.85000000
USD
2024-07-09
424.70000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
658.64000000
0.001696655055
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
SEK
47997.33000000
USD
2024-09-09
658.64000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
524.12000000
0.001350131858
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69058.27000000
USD
2024-07-09
524.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
522.22000000
0.001345237463
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69056.37000000
USD
2024-07-09
522.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-131.20000000
-0.00033797088
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19298246.00000000
KRW
13926.67000000
USD
2024-08-20
-131.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
336.47000000
0.000866745910
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95220.95000000
AUD
2024-07-17
336.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold PLN
000000000
1.00000000
NC
N/A
-924.30000000
-0.00238099457
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
435875.80000000
PLN
100000.00000000
EUR
2024-08-12
-924.30000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
430.64000000
0.001109327603
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147209.90000000
CAD
2024-08-02
430.64000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-23826.29000000
-0.06137646570
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
391965.69000000
USD
6810141.00000000
MXN
2024-09-12
-23826.29000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
6.00000000
NC
-7409.57000000
-0.01908703448
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKU4 Comdty
2024-09-06
698653.52000000
EUR
-7409.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
587.69000000
0.001513888025
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18411.10000000
USD
2024-08-02
587.69000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
-122.40000000
-0.00031530210
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
26901.95000000
USD
2024-10-09
-122.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PHP
000000000
1.00000000
NC
5225.81000000
0.013461673984
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20000000.00000000
PHP
346470.33000000
USD
2024-07-02
5225.81000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold AUD
000000000
1.00000000
NC
N/A
-2101.03000000
-0.00541224822
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
224346.01000000
AUD
116768.00000000
GBP
2024-07-17
-2101.03000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
499.51000000
0.001286736557
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69033.66000000
USD
2024-07-09
499.51000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
243.87000000
0.000628208533
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
NZD
61154.45000000
USD
2024-08-20
243.87000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold JPY
000000000
1.00000000
NC
N/A
2298.18000000
0.005920106149
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10317117.00000000
JPY
100000.00000000
AUD
2024-08-07
2298.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
547.39000000
0.001410075322
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
20000000.00000000
HUF
54596.09000000
USD
2024-10-09
547.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
11595.09000000
0.029868923937
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
59608745.00000000
JPY
384961.06000000
USD
2024-08-22
11595.09000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1268.10000000
0.003266622548
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19156.87000000
USD
2024-07-02
1268.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
688.21000000
0.001772827303
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
273000.00000000
EUR
293276.31000000
USD
2024-07-18
688.21000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-9197.09000000
-0.02369168170
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
147249.43000000
USD
2553804.00000000
MXN
2024-09-12
-9197.09000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-2.00000000
NC
USD
-2778.10000000
-0.00715637891
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 2000 Index Futures
RTYU4 Index
2024-09-20
-203721.90000000
USD
-2778.10000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1636.92000000
0.004216701980
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1392858.00000000
MXN
76931.38000000
USD
2024-09-12
1636.92000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
1073.60000000
0.002765591016
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
39289760.00000000
HUF
100000.00000000
EUR
2024-08-28
1073.60000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
3781.65000000
0.009741521299
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1000000.00000000
MXN
57839.18000000
USD
2024-09-12
3781.65000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
1.00000000
NC
USD
-8824.62000000
-0.02273219988
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPQ24 Comdty
2024-08-19
247481.87000000
USD
-8824.62000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
5.00000000
NC
-5789.60000000
-0.01491399566
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXU4 Comdty
2024-09-06
663502.00000000
EUR
-5789.60000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
492.26000000
0.001268060575
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69026.41000000
USD
2024-07-09
492.26000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
379.52000000
0.000977642606
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
39546270.00000000
HUF
100000.00000000
EUR
2024-08-28
379.52000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-1174.18000000
-0.00302468485
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50792.32000000
USD
200000.00000000
PLN
2024-10-08
-1174.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ILS
000000000
1.00000000
NC
2635.35000000
0.006788655258
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ILS
135449.45000000
USD
2024-09-16
2635.35000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
19.73000000
0.000050824432
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
34652.00000000
EUR
50834.14000000
CAD
2024-08-02
19.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
6.87000000
0.000017697103
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
53726.62000000
USD
88217.00000000
NZD
2024-08-20
6.87000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-0.43000000
-0.00000110767
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
198.77000000
USD
31833.00000000
JPY
2024-07-18
-0.43000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-8.00000000
NC
USD
-6311.36000000
-0.01625804817
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRU6 Comdty
2026-12-15
-1918788.64000000
USD
-6311.36000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
3687.75000000
0.009499635125
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20000000.00000000
JPY
128959.96000000
USD
2024-08-22
3687.75000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
20584.72000000
0.053026189185
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
110701957.00000000
JPY
713978.67000000
USD
2024-08-22
20584.72000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
399.13000000
0.001028157919
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000000.00000000
CLP
53518.87000000
USD
2024-08-05
399.13000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
0.04000000
0.000000103039
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
35.40000000
PLN
8.83000000
USD
2024-07-18
0.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
426.20000000
0.001097890174
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95355.40000000
AUD
2024-07-17
426.20000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-17.16000000
-0.00004420411
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
29990.48000000
USD
2500000.00000000
INR
2024-07-10
-17.16000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-12.33000000
-0.00003176205
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107193.27000000
USD
2024-07-24
-12.33000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased PEN / Sold USD
000000000
1.00000000
NC
-1125.84000000
-0.00290016113
N/A
DFE
PE
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
34274.88000000
USD
127410.00000000
PEN
2024-08-14
-1125.84000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
12.00000000
NC
25463.16000000
0.065593038886
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX Nikkei 225 Stock Index Futures
NIU4 Index
2024-09-12
233563996.00000000
JPY
25463.16000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
14728.30000000
0.037940065358
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
76639816.00000000
JPY
494770.27000000
USD
2024-08-22
14728.30000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-749.41000000
-0.00193047835
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
18638.18000000
USD
100000.00000000
BRL
2024-07-02
-749.41000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-863.59000000
-0.00222460576
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26439.02000000
USD
2024-09-27
-863.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2129.69000000
0.005486076315
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
350000.00000000
BRL
64511.61000000
USD
2024-08-02
2129.69000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-2537.95000000
-0.00653775309
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
190216.05000000
USD
2000000.00000000
NOK
2024-09-18
-2537.95000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-1530.48000000
-0.00394251279
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
69142.72000000
USD
714133.00000000
SEK
2024-09-09
-1530.48000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
851.34000000
0.002193049791
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
161983.81000000
AUD
2024-08-22
851.34000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased COP / Sold USD
000000000
1.00000000
NC
-1724.66000000
-0.00444272000
N/A
DFE
CO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
29135.19000000
USD
114460784.00000000
COP
2024-08-08
-1724.66000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold JPY
000000000
1.00000000
NC
N/A
246.35000000
0.000634597007
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10645437.00000000
JPY
100000.00000000
AUD
2024-08-07
246.35000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
142.98000000
0.000368316135
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63368.75000000
USD
2024-08-19
142.98000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-691.00000000
-0.00178001433
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
189934.00000000
PLN
46429.86000000
USD
2024-10-08
-691.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
522.27000000
0.001345366263
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
47735.00000000
EUR
77496.45000000
AUD
2024-08-22
522.27000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
376.50000000
0.000969863094
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147135.88000000
CAD
2024-08-02
376.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
149.71000000
0.000385652599
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
SEK
47323.97000000
USD
2024-07-01
149.71000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-2056.74000000
-0.00529815729
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
126102.10000000
USD
500000.00000000
PLN
2024-10-08
-2056.74000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
1367.20000000
0.003521903910
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
162756.05000000
AUD
2024-08-22
1367.20000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1178.49000000
-0.00303578740
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26124.12000000
USD
2024-09-27
-1178.49000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-806.57000000
-0.00207772237
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26496.04000000
USD
2024-09-27
-806.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
286.64000000
0.000738383950
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107492.24000000
USD
2024-07-24
286.64000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Future
000000000
5.00000000
NC
USD
8241.70000000
0.021230599367
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLQ4 Comdty
2024-07-22
399458.30000000
USD
8241.70000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1484.66000000
-0.00382448058
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
127936.20000000
USD
100000.00000000
GBP
2024-08-19
-1484.66000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold TWD
000000000
1.00000000
NC
-191.88000000
-0.00049428241
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
TWD
77032.11000000
USD
2024-07-22
-191.88000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2259.51000000
-0.00582049232
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64895.62000000
USD
10000000.00000000
JPY
2024-08-22
-2259.51000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
622.71000000
0.001604099461
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147472.47000000
CAD
2024-08-02
622.71000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
342.18000000
0.000881454856
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95229.50000000
AUD
2024-07-17
342.18000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-1184.90000000
-0.00305229954
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
294529.00000000
PLN
71885.01000000
USD
2024-10-08
-1184.90000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CLP / Sold USD
000000000
1.00000000
NC
-3299.66000000
-0.00849991621
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
56419.40000000
USD
50000000.00000000
CLP
2024-08-05
-3299.66000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ILS
000000000
1.00000000
NC
1010.89000000
0.002604050207
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
219166.00000000
ILS
59227.56000000
USD
2024-09-16
1010.89000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-31.00000000
NC
-15955.08000000
-0.04110024768
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Three Month SONIA Index Futures
SFIH5 Index
2025-06-17
-7387853.30000000
GBP
-15955.08000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
5.00000000
NC
-6121.21000000
-0.01576822223
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Long Gilt Futures
G U4 Comdty
2024-09-26
492692.35000000
GBP
-6121.21000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-13.00000000
NC
-6080.64000000
-0.01566371400
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUU4 Comdty
2024-09-06
-1368426.44000000
EUR
-6080.64000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
26.91000000
0.000069320095
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
38287.00000000
EUR
56173.63000000
CAD
2024-08-02
26.91000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
67.20000000
0.000173107038
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
72775.97000000
USD
2024-07-17
67.20000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-65.32000000
-0.00016826416
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29896.33000000
USD
2024-07-23
-65.32000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-874.07000000
-0.00225160221
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26428.54000000
USD
2024-09-27
-874.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
523.00000000
0.001347246741
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69057.15000000
USD
2024-07-09
523.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
-146.27000000
-0.00037679116
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
73328.57000000
USD
100000.00000000
CAD
2024-08-22
-146.27000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GW1
1050000.00000000
PA
USD
1035811.88000000
2.668248910334
Long
DBT
UST
US
N
2
2024-10-03
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-58.42000000
-0.00015048977
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29903.23000000
USD
2024-07-23
-58.42000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1037.00000000
0.002671309504
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18925.77000000
USD
2024-07-02
1037.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
14.27000000
0.000036759485
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
NZD
60924.85000000
USD
2024-08-20
14.27000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
1.00000000
NC
USD
-6352.82000000
-0.01636484903
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXQ4 Comdty
2024-08-19
79241.57000000
USD
-6352.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2089.70000000
-0.00538306217
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64700.39000000
USD
350000.00000000
BRL
2024-07-02
-2089.70000000
N
N
N
FORWARDS CITIBANK COC
N/A
Collateral Position
000000000
110000.00000000
NS
USD
110000.00000000
0.283359735299
Long
STIV
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold AUD
000000000
1.00000000
NC
N/A
-576.22000000
-0.00148434133
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
60432.70000000
AUD
31446.00000000
GBP
2024-07-17
-576.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1148.96000000
0.002959718195
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19037.73000000
USD
2024-07-02
1148.96000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PHP
000000000
1.00000000
NC
461.27000000
0.001188230410
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2500000.00000000
PHP
43113.86000000
USD
2024-07-23
461.27000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
1.00000000
NC
-3172.81000000
-0.00817315092
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 30 Year Euro BUXL Futures
UBU4 Comdty
2024-09-06
133200.40000000
EUR
-3172.81000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-1.57000000
-0.00000404431
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
649.66000000
USD
1064.00000000
NZD
2024-08-20
-1.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
612.28000000
0.001577231806
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
85140562.00000000
KRW
62516.93000000
USD
2024-07-17
612.28000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
1.00000000
NC
USD
-2883.82000000
-0.00742871338
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAQ24 Comdty
2024-08-19
65613.32000000
USD
-2883.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1392.54000000
-0.00358717968
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
127844.08000000
USD
100000.00000000
GBP
2024-08-19
-1392.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1161.03000000
0.002990810486
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19049.80000000
USD
2024-07-02
1161.03000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Future
000000000
9.00000000
NC
-24650.21000000
-0.06349888164
N/A
DE
FR
N
1
Euronext NV
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Futures
CFN4 Index
2024-07-19
697324.95000000
EUR
-24650.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold AUD
000000000
1.00000000
NC
N/A
-2250.59000000
-0.00579751442
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
241649.43000000
AUD
125784.00000000
GBP
2024-07-17
-2250.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-157.33000000
-0.00040528170
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
188700.00000000
PLN
46657.39000000
USD
2024-10-08
-157.33000000
N
N
N
South African Futures Exchange
N/A
Future
000000000
15.00000000
NC
3555.81000000
0.009159758003
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Futures
AIU4 Index
2024-09-19
10996370.94000000
ZAR
3555.81000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
515.52000000
0.001327978279
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
11315789.00000000
JPY
71393.22000000
USD
2024-08-22
515.52000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
508.51000000
0.001309920536
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69042.66000000
USD
2024-07-09
508.51000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-504.05000000
-0.00129843158
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
52608.53000000
USD
46617.00000000
CHF
2024-08-06
-504.05000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
364.99000000
0.000940213361
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
NZD
61275.57000000
USD
2024-08-20
364.99000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
125.42000000
0.000323081618
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10000000.00000000
JPY
62279.69000000
USD
2024-07-01
125.42000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1714.02000000
0.004415311395
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1035416.00000000
MXN
57686.05000000
USD
2024-09-12
1714.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
485.38000000
0.001250337711
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69019.53000000
USD
2024-07-09
485.38000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1133.95000000
-0.00292105247
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26168.66000000
USD
2024-09-27
-1133.95000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-288.75000000
-0.00074381930
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47208.28000000
USD
500000.00000000
NOK
2024-09-18
-288.75000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1009.69000000
0.002600959010
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18833.10000000
USD
2024-08-02
1009.69000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold JPY
000000000
1.00000000
NC
N/A
3255.57000000
0.008386340485
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
12563740.00000000
JPY
122460.00000000
AUD
2024-08-07
3255.57000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
4.21000000
0.000010844949
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4291.76000000
SEK
409.45000000
USD
2024-07-18
4.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
4117.41000000
0.010606438251
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
414436.00000000
EUR
448416.02000000
USD
2024-07-24
4117.41000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
-176.87000000
-0.00045561669
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
SGD
73569.44000000
USD
2024-07-01
-176.87000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
357.15000000
0.000920017540
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
26945.46000000
USD
500000.00000000
ZAR
2024-09-27
357.15000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
602.65000000
0.001552424949
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96472.08000000
CHF
2024-08-12
602.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
-108.37000000
-0.00027916085
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
73290.67000000
USD
100000.00000000
CAD
2024-08-22
-108.37000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold GBP
000000000
1.00000000
NC
8694.18000000
0.022396186758
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1025477.52000000
GBP
1305122.16000000
USD
2024-07-18
8694.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
602.66000000
0.001552450709
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
15235.86000000
USD
290055.00000000
ZAR
2024-09-27
602.66000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
526.86000000
0.001357190092
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69061.01000000
USD
2024-07-09
526.86000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1405.41000000
0.003620332778
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19294.18000000
USD
2024-07-02
1405.41000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-54.74000000
-0.00014101010
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
81098.00000000
EUR
118832.01000000
CAD
2024-08-02
-54.74000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-74.51000000
-0.00019193758
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29881.75000000
USD
2024-07-29
-74.51000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1024.62000000
0.002639418654
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18848.03000000
USD
2024-08-02
1024.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1069.65000000
0.002755415826
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18893.06000000
USD
2024-08-02
1069.65000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
-217.68000000
-0.00056074315
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
MXN
26811.09000000
USD
2024-09-12
-217.68000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1011.89000000
-0.00260662620
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26290.72000000
USD
2024-09-27
-1011.89000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold PLN
000000000
1.00000000
NC
N/A
-696.61000000
-0.00179446568
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
434958.80000000
PLN
100000.00000000
EUR
2024-08-12
-696.61000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
572.64000000
0.001475119262
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18396.05000000
USD
2024-08-02
572.64000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
997.86000000
0.002570484958
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18886.63000000
USD
2024-07-02
997.86000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
8.85000000
0.000022797578
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
68729.00000000
JPY
439.34000000
USD
2024-08-22
8.85000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased EUR / Sold CAD
000000000
1.00000000
NC
N/A
-7564.84000000
-0.01948700963
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
854744.80000000
CAD
575908.00000000
EUR
2024-08-02
-7564.84000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
-56.98000000
-0.00014678034
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
NZD
60853.00000000
USD
2024-07-02
-56.98000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SGD / Sold USD
000000000
1.00000000
NC
-502.59000000
-0.00129467063
N/A
DFE
SG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
148164.15000000
USD
200000.00000000
SGD
2024-07-26
-502.59000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-44.95000000
-0.00011579109
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30006.60000000
USD
2500000.00000000
INR
2024-07-23
-44.95000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-1117.86000000
-0.00287960467
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
506260.00000000
CAD
369374.85000000
USD
2024-08-22
-1117.86000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-434.54000000
-0.00111937399
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47354.07000000
USD
500000.00000000
NOK
2024-09-18
-434.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
12384.23000000
0.031901746678
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
587139.00000000
EUR
962126.48000000
AUD
2024-08-22
12384.23000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
394.83000000
0.001017081129
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
161300.42000000
AUD
2024-08-22
394.83000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-1.13000000
-0.00000291087
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
68.81000000
USD
10862.00000000
JPY
2024-07-18
-1.13000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
1200000.00000000
PA
USD
1197019.33000000
3.083518913609
Long
DBT
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
1.47000000
0.000003786716
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
139950.00000000
HUF
380.70000000
USD
2024-07-18
1.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
510.60000000
0.001315304371
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69044.75000000
USD
2024-07-09
510.60000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1184.67000000
-0.00305170706
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26117.94000000
USD
2024-09-27
-1184.67000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2722.94000000
-0.00701428688
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65359.05000000
USD
10000000.00000000
JPY
2024-08-22
-2722.94000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
505.30000000
0.001301651584
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18328.71000000
USD
2024-08-02
505.30000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1437.77000000
0.003703692060
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
813541.00000000
MXN
45415.79000000
USD
2024-09-12
1437.77000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
373.56000000
0.000962289661
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
44928.00000000
CHF
50590.22000000
USD
2024-08-06
373.56000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold PLN
000000000
1.00000000
NC
N/A
-432.09000000
-0.00111306280
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
420993.68000000
PLN
97015.00000000
EUR
2024-08-12
-432.09000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CLP / Sold USD
000000000
1.00000000
NC
-1710.83000000
-0.00440709396
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54830.57000000
USD
50000000.00000000
CLP
2024-08-05
-1710.83000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2702.48000000
-0.00696158197
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65338.59000000
USD
10000000.00000000
JPY
2024-08-22
-2702.48000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
2.09000000
0.000005383834
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
237.50000000
USD
359.00000000
AUD
2024-07-18
2.09000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
7.00000000
NC
USD
5142.50000000
0.013247067625
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAN24 Comdty
2024-07-15
430698.50000000
USD
5142.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-1070.17000000
-0.00275675534
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
55127.70000000
USD
1000000.00000000
MXN
2024-09-12
-1070.17000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2666.72000000
-0.00686946430
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65302.83000000
USD
10000000.00000000
JPY
2024-08-22
-2666.72000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1149.49000000
0.002961083473
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19038.26000000
USD
2024-07-02
1149.49000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-1385.36000000
-0.00356868402
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
586814.00000000
CAD
428058.62000000
USD
2024-08-22
-1385.36000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1372.74000000
0.003536174936
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19261.51000000
USD
2024-07-02
1372.74000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-6.00000000
NC
USD
1186.38000000
0.003056112025
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
KCBT Hard Red Winter Wheat Futures
KWU4 Comdty
2024-09-13
-177061.38000000
USD
1186.38000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
21.29000000
0.000054842988
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
77810.00000000
EUR
114115.04000000
CAD
2024-08-02
21.29000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
790.80000000
0.002037098897
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
27815.15000000
USD
2024-10-09
790.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CKL4
1013580.00000000
PA
USD
1015219.28000000
2.615202422287
Long
DBT
UST
US
N
2
2029-04-15
Fixed
2.12500000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1076.24000000
-0.00277239165
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26226.37000000
USD
2024-09-27
-1076.24000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
315.87000000
0.000813680359
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147053.00000000
CAD
2024-08-02
315.87000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-959.58000000
-0.00247187577
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54774.18000000
USD
216915.00000000
PLN
2024-10-08
-959.58000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-504.14000000
-0.00129866342
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
44764.34000000
USD
818761.00000000
MXN
2024-09-12
-504.14000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Future
000000000
3.00000000
NC
USD
3244.72000000
0.008358390912
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Platinum Futures
PLV4 Comdty
2024-10-29
148870.28000000
USD
3244.72000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-10765.71000000
-0.02773244305
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
171826.72000000
USD
2979437.00000000
MXN
2024-09-12
-10765.71000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
2404.59000000
0.006194218053
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
486000.00000000
EUR
523275.71000000
USD
2024-07-18
2404.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
135.44000000
0.000348893114
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
94919.72000000
AUD
2024-07-17
135.44000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-18.00000000
NC
USD
22921.76000000
0.059046398601
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C Z4 Comdty
2024-12-13
-401596.76000000
USD
22921.76000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
-874.44000000
-0.00225255533
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1424957.00000000
SEK
134036.74000000
USD
2024-09-09
-874.44000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-1676.22000000
-0.00431793868
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
184439.25000000
USD
163515.00000000
CHF
2024-08-06
-1676.22000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold EUR
000000000
1.00000000
NC
N/A
-2619.17000000
-0.00674697561
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
183300.00000000
EUR
71777438.85000000
HUF
2024-08-28
-2619.17000000
N
N
N
FORWARDS JP MORGAN COC
N/A
Collateral Position
000000000
400000.00000000
NS
USD
400000.00000000
1.030399037452
Long
STIV
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
528.37000000
0.001361079848
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69062.52000000
USD
2024-07-09
528.37000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
738.51000000
0.001902399982
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
27762.86000000
USD
2024-10-09
738.51000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1661.19000000
-0.00427922144
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19549.96000000
USD
100000.00000000
BRL
2024-07-02
-1661.19000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
9.00000000
NC
-6401.56000000
-0.01649040315
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng China Enterprises Index Futures
HCN4 Index
2024-07-30
2869229.56000000
HKD
-6401.56000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-15.97000000
-0.00004113868
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
27044.74000000
USD
500000.00000000
MXN
2024-09-12
-15.97000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2247.18000000
0.005788730272
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
375000.00000000
BRL
69084.95000000
USD
2024-08-02
2247.18000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
-1460.80000000
-0.00376301728
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2493677.00000000
SEK
234633.98000000
USD
2024-09-09
-1460.80000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-798.41000000
-0.00205670223
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
66492.06000000
USD
58775.00000000
CHF
2024-08-06
-798.41000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1640.95000000
-0.00422708325
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19529.72000000
USD
100000.00000000
BRL
2024-07-02
-1640.95000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
136.19000000
0.000350825112
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
NOK
46965.82000000
USD
2024-07-01
136.19000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
441.37000000
0.001136968057
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
380727.00000000
MXN
21022.53000000
USD
2024-09-12
441.37000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-73.43000000
-0.00018915550
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30035.08000000
USD
2500000.00000000
INR
2024-07-23
-73.43000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-3.00000000
-0.00000772799
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1548.00000000
PLN
381.47000000
USD
2024-07-18
-3.00000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
35.36000000
0.000091087274
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
NOK
46954.89000000
USD
2024-09-18
35.36000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
7714.12000000
0.019871554556
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
207991.59000000
USD
3950276.00000000
ZAR
2024-09-27
7714.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-308.54000000
-0.00079479829
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
188310.00000000
PLN
46409.42000000
USD
2024-10-08
-308.54000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HP5
1500000.00000000
PA
USD
1467786.66000000
3.781014904123
Long
DBT
UST
US
N
2
2024-11-29
None
0.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-634.41000000
-0.00163423863
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
68890.94000000
USD
1250000.00000000
ZAR
2024-09-27
-634.41000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
90.78000000
0.000233849061
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
29180.00000000
NZD
17864.49000000
USD
2024-08-20
90.78000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-956.74000000
-0.00246455993
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26345.87000000
USD
2024-09-27
-956.74000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1561.82000000
0.004023244561
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
13552083.00000000
JPY
86446.79000000
USD
2024-08-22
1561.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
2796.76000000
0.007204447029
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
285564.00000000
EUR
308937.36000000
USD
2024-07-24
2796.76000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ILS
000000000
1.00000000
NC
3112.84000000
0.008018668349
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
683111.00000000
ILS
184566.38000000
USD
2024-09-16
3112.84000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KV8
1000000.00000000
PA
USD
983424.03000000
2.533297934798
Long
DBT
UST
US
N
2
2024-10-24
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1632.57000000
-0.00420549639
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19521.34000000
USD
100000.00000000
BRL
2024-07-02
-1632.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
525.95000000
0.001354845934
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18349.36000000
USD
2024-08-02
525.95000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-397.83000000
-0.00102480912
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47736.52000000
USD
500000.00000000
SEK
2024-09-09
-397.83000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold TWD
000000000
1.00000000
NC
604.33000000
0.001556752625
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
12500000.00000000
TWD
386032.42000000
USD
2024-07-05
604.33000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-463.49000000
-0.00119394912
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47802.18000000
USD
500000.00000000
SEK
2024-09-09
-463.49000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1073.39000000
0.002765050057
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18962.16000000
USD
2024-07-02
1073.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
684.57000000
0.001763450672
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
13485915.00000000
JPY
85155.09000000
USD
2024-08-22
684.57000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-3.92000000
-0.00001009791
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
29977.24000000
USD
2500000.00000000
INR
2024-07-10
-3.92000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
-107.62000000
-0.00027722886
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
26916.73000000
USD
2024-10-09
-107.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2806.83000000
0.007230387325
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
178580.00000000
BRL
34752.59000000
USD
2024-07-02
2806.83000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1200.40000000
-0.00309222751
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26102.21000000
USD
2024-09-27
-1200.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-51.29000000
-0.00013212291
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000.00000000
PLN
49566.85000000
USD
2024-10-08
-51.29000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
158.18000000
0.000407471299
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63383.95000000
USD
2024-08-19
158.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
4181.37000000
0.010771199058
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
113476.34000000
USD
2154697.00000000
ZAR
2024-09-27
4181.37000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-2.00000000
NC
USD
-7714.50000000
-0.01987253343
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXN4 Comdty
2024-07-15
-136803.00000000
USD
-7714.50000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
1.00000000
NC
USD
-14142.26000000
-0.03643042772
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Futures
CCU4 Comdty
2024-09-13
91452.26000000
USD
-14142.26000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-789.92000000
-0.00203483201
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26512.69000000
USD
2024-09-27
-789.92000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
270.18000000
0.000695983029
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
12861.00000000
EUR
21073.28000000
AUD
2024-08-22
270.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
-463.63000000
-0.00119430976
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
20000000.00000000
HUF
53585.07000000
USD
2024-10-09
-463.63000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-1590.90000000
-0.00409815457
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
75994.72000000
USD
785867.00000000
SEK
2024-09-09
-1590.90000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
6.00000000
NC
USD
-1427.65000000
-0.00367762296
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
661333.90000000
USD
-1427.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
3501.79000000
0.009020602613
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
347048.00000000
BRL
65357.56000000
USD
2024-08-02
3501.79000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-3.00000000
NC
USD
-1856.78000000
-0.00478306081
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTZ4 Comdty
2024-12-06
-107178.22000000
USD
-1856.78000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-95.24000000
-0.00024533801
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
23175.00000000
CAD
16864.76000000
USD
2024-08-22
-95.24000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CLP / Sold USD
000000000
1.00000000
NC
-2325.54000000
-0.00599058544
N/A
DFE
CL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
55445.28000000
USD
50000000.00000000
CLP
2024-08-05
-2325.54000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-84.62000000
-0.00021798091
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30046.27000000
USD
2500000.00000000
INR
2024-07-23
-84.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
904.15000000
0.002329088224
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000000.00000000
CLP
54023.89000000
USD
2024-08-05
904.15000000
N
N
N
Italian Derivatives Market
N/A
Future
000000000
5.00000000
NC
5808.99000000
0.014963944261
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STU4 Index
2024-09-20
828729.90000000
EUR
5808.99000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
-894.46000000
-0.00230412680
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
95133.60000000
CHF
2024-08-12
-894.46000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-0.52000000
-0.00000133951
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
349.38000000
AUD
232.65000000
USD
2024-07-18
-0.52000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
533.65000000
0.001374681115
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69067.80000000
USD
2024-07-09
533.65000000
N
N
N
Korea Exchange (Futures Market)
N/A
Future
000000000
5.00000000
NC
689.16000000
0.001775274501
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Long
KFE 3 Year Treasury Bond Futures
KEU4 Comdty
2024-09-13
525051375.00000000
KRW
689.16000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNY
000000000
1.00000000
NC
329.65000000
0.000849177606
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
126183.00000000
CNY
17731.55000000
USD
2024-07-22
329.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-25.42000000
-0.00006548185
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
35847.54000000
USD
58811.00000000
NZD
2024-08-20
-25.42000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
-809.04000000
-0.00208408509
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
95209.97000000
CHF
2024-08-12
-809.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-488.59000000
-0.00125860666
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
25297.66000000
USD
100000.00000000
PLN
2024-10-08
-488.59000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
4.00000000
NC
USD
5503.46000000
0.014176899716
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Futures
KCU4 Comdty
2024-09-18
334696.54000000
USD
5503.46000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold JPY
000000000
1.00000000
NC
N/A
6057.12000000
0.015603126544
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
36535228.00000000
JPY
185399.00000000
GBP
2024-08-08
6057.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1281.91000000
0.003302197075
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19170.68000000
USD
2024-07-02
1281.91000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
27.00000000
NC
-25805.23000000
-0.06647421038
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGU4 Index
2024-09-20
1354097.65000000
EUR
-25805.23000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KM8
4200000.00000000
PA
USD
4146966.26000000
10.68257510662
Long
DBT
UST
US
N
2
2024-09-26
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1437.82000000
0.003703820860
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1262640.00000000
MXN
69693.02000000
USD
2024-09-12
1437.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2472.22000000
-0.00636843277
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65108.33000000
USD
10000000.00000000
JPY
2024-08-22
-2472.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
801.32000000
0.002064198391
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96649.70000000
CHF
2024-08-12
801.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-172.05000000
-0.00044320038
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
106923.00000000
USD
2024-07-01
-172.05000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased SEK / Sold EUR
000000000
1.00000000
NC
N/A
-386.91000000
-0.00099667922
N/A
DFE
SE
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
EUR
1130967.96000000
SEK
2024-07-17
-386.91000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
214.44000000
0.000552396923
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
111556.98000000
USD
100000.00000000
CHF
2024-08-06
214.44000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-25.02000000
-0.00006445145
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29948.30000000
USD
2024-07-10
-25.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
-54.98000000
-0.00014162834
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
NZD
60855.00000000
USD
2024-07-01
-54.98000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1841.82000000
0.004744523887
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
22573248.00000000
JPY
143231.86000000
USD
2024-08-22
1841.82000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
4.00000000
NC
-17256.04000000
-0.04445151751
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Japanese 10 Year Bond Futures
JBU4 Comdty
2024-09-12
574215806.00000000
JPY
-17256.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
859.19000000
0.002213271372
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
81935.00000000
BRL
15516.35000000
USD
2024-07-02
859.19000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-563.34000000
-0.00145116248
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
18386.75000000
USD
100000.00000000
BRL
2024-08-02
-563.34000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
197.84000000
0.000509635363
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
68911.34000000
USD
2024-08-14
197.84000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
1601.82000000
0.004126284465
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1500000.00000000
CNY
207204.27000000
USD
2024-07-09
1601.82000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
100.44000000
0.000258733198
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
CHF
111403.24000000
USD
2024-07-01
100.44000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
450.07000000
0.001159379236
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18273.48000000
USD
2024-08-02
450.07000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1088.84000000
-0.00280484921
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26213.77000000
USD
2024-09-27
-1088.84000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-373.15000000
-0.00096123350
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
72472.17000000
USD
2024-08-20
-373.15000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
3886.61000000
0.010011898007
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
CLP
110126.09000000
USD
2024-08-05
3886.61000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold JPY
000000000
1.00000000
NC
N/A
1460.37000000
0.003761909605
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
9880840.00000000
JPY
50000.00000000
GBP
2024-08-08
1460.37000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-1039.51000000
-0.00267777525
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
103328.24000000
USD
91516.00000000
CHF
2024-08-06
-1039.51000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased PEN / Sold USD
000000000
1.00000000
NC
-1083.25000000
-0.00279044939
N/A
DFE
PE
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
32978.24000000
USD
122590.00000000
PEN
2024-08-14
-1083.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2390.14000000
0.006156994888
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
375000.00000000
BRL
69227.91000000
USD
2024-08-02
2390.14000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
191.87000000
0.000494256658
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
50102.38000000
USD
921052.00000000
ZAR
2024-09-27
191.87000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Future
000000000
-15.00000000
NC
USD
28603.60000000
0.073682804769
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGQ24 Comdty
2024-07-29
-418753.60000000
USD
28603.60000000
N
N
N
Commodities Exchange Center
N/A
Future
000000000
3.00000000
NC
USD
-4065.28000000
-0.01047215149
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIU4 Comdty
2024-09-26
447465.28000000
USD
-4065.28000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold JPY
000000000
1.00000000
NC
N/A
2433.54000000
0.006268793184
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
19119270.00000000
JPY
113327.00000000
EUR
2024-07-10
2433.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold AUD
000000000
1.00000000
NC
N/A
-1138.93000000
-0.00293388093
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
121258.11000000
AUD
63110.00000000
GBP
2024-07-17
-1138.93000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-1.00000000
NC
-600.61000000
-0.00154716991
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU4 Comdty
2024-09-06
-115879.60000000
EUR
-600.61000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
2159.49000000
0.005562841043
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
891891.00000000
MXN
50372.91000000
USD
2024-09-12
2159.49000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1005.44000000
0.002590011020
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18828.85000000
USD
2024-08-02
1005.44000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1085.16000000
-0.00279536954
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
108290.76000000
USD
100000.00000000
EUR
2024-07-24
-1085.16000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-576.42000000
-0.00148485653
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
60243.36000000
USD
53383.00000000
CHF
2024-08-06
-576.42000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-1775.25000000
-0.00457303972
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
180780.53000000
USD
160153.00000000
CHF
2024-08-06
-1775.25000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
21.66000000
0.000055796107
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
29934.60000000
USD
2500000.00000000
INR
2024-07-29
21.66000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
192.67000000
0.000496317456
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
27217.02000000
USD
2024-10-09
192.67000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
0.07000000
0.000000180319
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
198.79000000
CAD
145.43000000
USD
2024-07-18
0.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1614.06000000
0.004157814675
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10000000.00000000
JPY
64250.17000000
USD
2024-08-22
1614.06000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-185.55000000
-0.00047797635
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
72669.00000000
EUR
106294.47000000
CAD
2024-08-02
-185.55000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
22286.57000000
0.057410150690
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
110701956.00000000
JPY
715680.52000000
USD
2024-08-22
22286.57000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
-0.69000000
-0.00000177743
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
74601.60000000
HUF
201.46000000
USD
2024-07-18
-0.69000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
12.00000000
NC
USD
31511.40000000
0.081173290571
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESU4 Index
2024-09-20
3281388.60000000
USD
31511.40000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
3328.58000000
0.008574414070
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1378379.00000000
MXN
77840.34000000
USD
2024-09-12
3328.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
628.39000000
0.001618731127
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96495.10000000
CHF
2024-08-12
628.39000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-908.32000000
-0.00233983013
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
48247.01000000
USD
500000.00000000
SEK
2024-09-09
-908.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-382.92000000
-0.00098640099
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
61293.50000000
USD
100000.00000000
NZD
2024-08-20
-382.92000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold THB
000000000
1.00000000
NC
218.24000000
0.000562185714
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
THB
68397.21000000
USD
2024-07-12
218.24000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold GBP
000000000
1.00000000
NC
N/A
-538.88000000
-0.00138815358
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
85223.15000000
GBP
100000.00000000
EUR
2024-07-24
-538.88000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-170.13000000
-0.00043825447
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
36016.34000000
USD
32071.00000000
CHF
2024-08-06
-170.13000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
2096.06000000
0.005399445516
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1379311.00000000
MXN
76658.21000000
USD
2024-09-12
2096.06000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-631.61000000
-0.00162702584
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
411690.00000000
PLN
101504.86000000
USD
2024-10-08
-631.61000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-2271.17000000
-0.00585052845
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
35710.51000000
USD
618588.00000000
MXN
2024-09-12
-2271.17000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-18.00000000
NC
USD
-13850.56000000
-0.03567900923
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRU5 Comdty
2025-12-16
-4300749.44000000
USD
-13850.56000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-41.75000000
-0.00010754789
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30015.07000000
USD
2500000.00000000
INR
2024-07-10
-41.75000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold JPY
000000000
1.00000000
NC
N/A
829.12000000
0.002135811124
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
9981832.00000000
JPY
50000.00000000
GBP
2024-08-08
829.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-3494.78000000
-0.00900254487
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65577.39000000
USD
347048.00000000
BRL
2024-07-02
-3494.78000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-22148.11000000
-0.05705347806
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
367278.84000000
USD
6384508.00000000
MXN
2024-09-12
-22148.11000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1179.19000000
-0.00303759060
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26123.42000000
USD
2024-09-27
-1179.19000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
292.36000000
0.000753118656
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
80178.54000000
USD
1473685.00000000
ZAR
2024-09-27
292.36000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
483.54000000
0.001245597876
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69017.69000000
USD
2024-07-09
483.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1378.33000000
-0.00355057476
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
361750.03000000
USD
284988.00000000
GBP
2024-08-19
-1378.33000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold AUD
000000000
1.00000000
NC
N/A
-1099.68000000
-0.00283277303
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
120786.35000000
AUD
62892.00000000
GBP
2024-07-17
-1099.68000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
2.00000000
NC
USD
1196.76000000
0.003082850880
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSN4 Comdty
2024-07-11
155903.24000000
USD
1196.76000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
344.30000000
0.000886915971
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
23610.47000000
USD
438690.00000000
ZAR
2024-09-27
344.30000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
679.82000000
0.001751214684
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
63441.00000000
BRL
12028.63000000
USD
2024-07-02
679.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
5192.24000000
0.013375197745
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
26672548.00000000
JPY
172258.70000000
USD
2024-08-22
5192.24000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2062.46000000
0.005312891996
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
350000.00000000
BRL
64444.38000000
USD
2024-08-02
2062.46000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1513.45000000
0.003898643558
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19402.22000000
USD
2024-07-02
1513.45000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-2.00000000
NC
USD
-1327.14000000
-0.00341870944
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LMZSDP Comdty
2024-07-17
-143190.36000000
USD
-1327.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1016.07000000
0.002617393874
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18904.84000000
USD
2024-07-02
1016.07000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-10.00000000
NC
-2510.25000000
-0.00646639795
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
3 Month Euro Euribor Futures
ERU6 Comdty
2026-09-14
-2432657.80000000
EUR
-2510.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
966.34000000
0.002489289514
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18789.75000000
USD
2024-08-02
966.34000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
3.00000000
NC
-5654.38000000
-0.01456566927
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Futures
HIN4 Index
2024-07-30
2688646.02000000
HKD
-5654.38000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1148.70000000
0.002959048435
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19037.47000000
USD
2024-07-02
1148.70000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
282.69000000
0.000728208759
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18106.10000000
USD
2024-08-02
282.69000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold EUR
000000000
1.00000000
NC
N/A
-1695.56000000
-0.00436775847
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
260115.00000000
EUR
1117266.76000000
PLN
2024-08-12
-1695.56000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
17768.56000000
0.045771767802
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
91314921.00000000
JPY
589729.67000000
USD
2024-08-22
17768.56000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
6276.47000000
0.016168171616
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
172064.47000000
USD
3266005.00000000
ZAR
2024-09-27
6276.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
527.41000000
0.001358606890
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69061.56000000
USD
2024-07-09
527.41000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold EUR
000000000
1.00000000
NC
N/A
-1147.78000000
-0.00295667851
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
173411.00000000
EUR
744778.74000000
PLN
2024-08-12
-1147.78000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold TWD
000000000
1.00000000
NC
1638.54000000
0.004220875097
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
7500000.00000000
TWD
233310.52000000
USD
2024-07-22
1638.54000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
543380.00000000
PA
555154.89000000
1.430077660732
Long
DBT
NUSS
FR
Y
2
2034-07-25
Fixed
0.60000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
6.00000000
NC
-6347.96000000
-0.01635232968
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMU4 Comdty
2024-09-16
690918.88000000
AUD
-6347.96000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
743.15000000
0.001914352611
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
443750.00000000
MXN
24731.18000000
USD
2024-09-12
743.15000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-9.00000000
NC
6233.53000000
0.016057558279
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Three Month SONIA Index Futures
SFIZ4 INDEX
2025-03-18
-2148618.70000000
GBP
6233.53000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1121.19000000
0.002888182742
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19009.96000000
USD
2024-07-02
1121.19000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1681.67000000
0.004331977873
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10000000.00000000
JPY
64317.78000000
USD
2024-08-22
1681.67000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LP0
2500000.00000000
PA
USD
2441680.35000000
6.289762706015
Long
DBT
UST
US
N
2
2024-12-12
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-257.42000000
-0.00066311330
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
411300.00000000
PLN
101782.29000000
USD
2024-10-08
-257.42000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
1687.20000000
0.004346223139
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
110871.10000000
USD
2061310.00000000
ZAR
2024-09-27
1687.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2164.08000000
-0.00557466487
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69246.96000000
USD
375000.00000000
BRL
2024-07-02
-2164.08000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-4.00000000
NC
USD
4400.96000000
0.011336862369
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Meal Futures
SMZ4 Comdty
2024-12-13
-138600.96000000
USD
4400.96000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-2389.66000000
-0.00615575840
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1006926.00000000
CAD
734501.95000000
USD
2024-08-22
-2389.66000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1093.11000000
0.002815848729
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18981.88000000
USD
2024-07-02
1093.11000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
204.93000000
0.000527899186
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96116.50000000
CHF
2024-08-12
204.93000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
-130.37000000
-0.00033583280
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
6296823.85000000
HUF
15745.00000000
EUR
2024-08-28
-130.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
76.16000000
0.000196187976
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63301.93000000
USD
2024-08-19
76.16000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-15.00000000
NC
USD
-4598.08000000
-0.01184464301
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
-3058683.17000000
USD
-4598.08000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-73.18000000
-0.00018851150
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29888.47000000
USD
2024-07-23
-73.18000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
682.53000000
0.001758195637
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96543.50000000
CHF
2024-08-12
682.53000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-949.62000000
-0.00244621883
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
61860.20000000
USD
100000.00000000
NZD
2024-08-20
-949.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNY
000000000
1.00000000
NC
2286.26000000
0.005889400258
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
873817.00000000
CNY
122794.37000000
USD
2024-07-22
2286.26000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
3.00000000
NC
USD
-1252.43000000
-0.00322625666
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
320986.81000000
USD
-1252.43000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
93.59000000
0.000241087614
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63319.36000000
USD
2024-08-19
93.59000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
5.00000000
NC
USD
24667.25000000
0.063542776641
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini NASDAQ 100 Index Futures
NQU4 Index
2024-09-20
1968057.75000000
USD
24667.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1406.84000000
0.003624016454
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19295.61000000
USD
2024-07-02
1406.84000000
N
N
N
ICE Futures Canada, Inc.
549300QVU6WVGZWEYS03
Future
000000000
-13.00000000
NC
3788.50000000
0.009759166883
N/A
DCO
CA
N
1
ICE Futures Canada, Inc.
549300QVU6WVGZWEYS03
Short
WCE Canola Futures
RSX4 Comdty
2024-11-14
-168229.99000000
CAD
3788.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-13.00000000
NC
USD
1986.62000000
0.005117528339
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Oil Futures
BOZ4 Comdty
2024-12-13
-343548.62000000
USD
1986.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
3.38000000
0.000008706871
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
63229.15000000
USD
2024-08-19
3.38000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
1016.50000000
0.002618501553
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
108222.10000000
USD
2024-07-24
1016.50000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1154.50000000
0.002973989221
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19043.27000000
USD
2024-07-02
1154.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-86.81000000
-0.00022362235
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
146502.50000000
CAD
2024-08-02
-86.81000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Future
000000000
-1.00000000
NC
USD
-7991.76000000
-0.02058675452
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Palladium Futures
PAU4 Comdty
2024-09-26
-89798.24000000
USD
-7991.76000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
19.61000000
0.000050515312
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
23102.00000000
EUR
33899.24000000
CAD
2024-08-02
19.61000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold PLN
000000000
1.00000000
NC
N/A
-14.26000000
-0.00003673372
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
12957.23000000
PLN
2985.00000000
EUR
2024-08-12
-14.26000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-24795.24000000
-0.06387247857
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
415943.37000000
USD
7235775.00000000
MXN
2024-09-12
-24795.24000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold COP
000000000
1.00000000
NC
-350.32000000
-0.00090242347
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000000.00000000
COP
47305.93000000
USD
2024-09-12
-350.32000000
N
N
N
FORWARDS RBS COC
N/A
Collateral Position
000000000
240000.00000000
NS
USD
240000.00000000
0.618239422471
Long
STIV
CORP
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-6.90000000
-0.00001777438
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
299.57000000
USD
3099.57000000
SEK
2024-07-18
-6.90000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
3.00000000
NC
USD
-6294.81000000
-0.01621541541
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLQ4 Comdty
2024-08-19
172251.06000000
USD
-6294.81000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-1714.19000000
-0.00441574931
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
301182.23000000
USD
267929.00000000
CHF
2024-08-06
-1714.19000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased COP / Sold USD
000000000
1.00000000
NC
-650.51000000
-0.00167571219
N/A
DFE
CO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10892.77000000
USD
42769608.00000000
COP
2024-08-08
-650.51000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Future
000000000
-4.00000000
NC
369.63000000
0.000952165990
N/A
DCO
FR
N
1
Euronext NV
724500QJ4QSZ3H9QU415
Short
Euronext Milling Wheat Futures
CAZ4 Comdty
2024-12-10
-46644.88000000
EUR
369.63000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
979.51000000
0.002523215402
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18868.28000000
USD
2024-07-02
979.51000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-63.21000000
-0.00016282880
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
74314.00000000
EUR
108873.65000000
CAD
2024-08-02
-63.21000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
1.00000000
NC
USD
73.38000000
0.000189026703
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSQ4 Comdty
2024-08-12
78326.62000000
USD
73.38000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
-868.91000000
-0.00223831006
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
76959.00000000
CHF
85149.25000000
USD
2024-08-06
-868.91000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
857.81000000
0.002209716495
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
16514085.00000000
JPY
104295.61000000
USD
2024-08-22
857.81000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
2.00000000
NC
8075.32000000
0.020802004887
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXU4 Index
2024-09-20
912615.30000000
EUR
8075.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2057.42000000
-0.00529990896
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64668.11000000
USD
350000.00000000
BRL
2024-07-02
-2057.42000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Future
000000000
3.00000000
NC
USD
-815.58000000
-0.00210093211
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBQ4 Comdty
2024-07-31
316004.58000000
USD
-815.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
536.13000000
0.001381069589
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69070.28000000
USD
2024-07-09
536.13000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
-385.53000000
-0.00099312435
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1398321.00000000
MXN
75204.25000000
USD
2024-09-12
-385.53000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold CHF
000000000
1.00000000
NC
N/A
-12280.13000000
-0.03163358532
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
540278.42000000
CHF
551737.00000000
EUR
2024-08-12
-12280.13000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
471.84000000
0.001215458704
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18295.25000000
USD
2024-08-02
471.84000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
1284.43000000
0.003308688589
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
126323.10000000
USD
191009.00000000
AUD
2024-08-26
1284.43000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
105.68000000
0.000272231425
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
200000.00000000
SGD
147767.24000000
USD
2024-07-26
105.68000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
321.14000000
0.000827255867
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95197.97000000
AUD
2024-07-17
321.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-97.72000000
-0.00025172648
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
125474.85000000
USD
205838.00000000
NZD
2024-08-20
-97.72000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
380.89000000
0.000981171723
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
494500.00000000
PLN
123061.75000000
USD
2024-10-08
380.89000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
1.00000000
NC
USD
-5979.37000000
-0.01540284273
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPU24 Comdty
2024-09-16
245783.12000000
USD
-5979.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1120.11000000
0.002885400664
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19008.88000000
USD
2024-07-02
1120.11000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold PLN
000000000
1.00000000
NC
N/A
36.42000000
0.000093817832
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
432006.60000000
PLN
100000.00000000
EUR
2024-08-12
36.42000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
749.21000000
0.001929963157
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18572.62000000
USD
2024-08-02
749.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1081.52000000
0.002785992917
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18970.29000000
USD
2024-07-02
1081.52000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold USD
000000000
1.00000000
NC
-2.05000000
-0.00000528079
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
244.93000000
USD
89630.00000000
HUF
2024-07-18
-2.05000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
2191.14000000
0.005644371367
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
14589744.00000000
JPY
93575.62000000
USD
2024-08-22
2191.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-617.36000000
-0.00159031787
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000.00000000
CAD
145747.24000000
USD
2024-08-22
-617.36000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased TWD / Sold USD
000000000
1.00000000
NC
-524.48000000
-0.00135105921
N/A
DFE
TW
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
308866.95000000
USD
10000000.00000000
TWD
2024-07-05
-524.48000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold EUR
000000000
1.00000000
NC
N/A
-472.04000000
-0.00121597390
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
66474.00000000
EUR
285368.49000000
PLN
2024-08-12
-472.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-553.09000000
-0.00142475850
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
80701754.00000000
KRW
58234.36000000
USD
2024-08-20
-553.09000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
-32.00000000
NC
7393.53000000
0.019045715488
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 3 Year Australian Bond Futures
YMU4 Comdty
2024-09-16
-3385687.92000000
AUD
7393.53000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
-6796.62000000
-0.01750807676
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
585552.00000000
CHF
647683.14000000
USD
2024-08-06
-6796.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
9.95000000
0.000025631176
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
70070.00000000
JPY
446.52000000
USD
2024-07-18
9.95000000
N
N
N
Minneapolis Grain Exchange
549300RGCVWZUN04IA69
Future
000000000
-6.00000000
NC
USD
14262.70000000
0.036740680878
N/A
DCO
US
N
1
Minneapolis Grain Exchange
549300RGCVWZUN04IA69
Short
MGE Red Wheat Futures
MWU4 Comdty
2024-09-13
-198162.70000000
USD
14262.70000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased JPY / Sold GBP
000000000
1.00000000
NC
N/A
-1898.24000000
-0.00488986167
N/A
DFE
JP
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
50000.00000000
GBP
9810785.00000000
JPY
2024-08-08
-1898.24000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
6.00000000
NC
USD
10212.20000000
0.026306602625
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COU4 Comdty
2024-07-31
499787.80000000
USD
10212.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
736.04000000
0.001896037268
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18559.45000000
USD
2024-08-02
736.04000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
7446.17000000
0.019181316001
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2000000.00000000
MXN
115561.23000000
USD
2024-09-12
7446.17000000
N
N
N
Commodities Exchange Center
N/A
Future
000000000
3.00000000
NC
USD
-12465.28000000
-0.03211053128
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCQ4 Comdty
2024-08-28
714345.28000000
USD
-12465.28000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
7.00000000
NC
USD
-1781.21000000
-0.00458839267
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU4 Comdty
2024-09-19
879187.46000000
USD
-1781.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2384.08000000
-0.00614138434
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69466.96000000
USD
375000.00000000
BRL
2024-07-02
-2384.08000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1556.95000000
0.004010699453
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19445.72000000
USD
2024-07-02
1556.95000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
12.00000000
NC
6147.71000000
0.015836486166
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Futures
XPU4 Index
2024-09-19
2322394.78000000
AUD
6147.71000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
-79.67000000
-0.00020522972
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
26944.68000000
USD
2024-10-09
-79.67000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-504.33000000
-0.00129915286
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47423.86000000
USD
500000.00000000
NOK
2024-09-18
-504.33000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
41.57000000
0.000107084219
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
122190.00000000
EUR
179213.24000000
CAD
2024-08-02
41.57000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold JPY
000000000
1.00000000
NC
N/A
3585.39000000
0.009235956012
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
27783691.00000000
JPY
164730.00000000
EUR
2024-07-10
3585.39000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
-4566.55000000
-0.01176342181
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
366388.00000000
CHF
404950.51000000
USD
2024-08-06
-4566.55000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2239.61000000
-0.00576922997
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69322.49000000
USD
375000.00000000
BRL
2024-07-02
-2239.61000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
4691.72000000
0.012085859429
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
800000000.00000000
KRW
586999.57000000
USD
2024-08-06
4691.72000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
10.86000000
0.000027975333
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29984.18000000
USD
2024-07-10
10.86000000
N
N
N
National Stock Exchange Of India
N/A
Future
000000000
2.00000000
NC
USD
535.08000000
0.001378364792
N/A
DE
IN
N
1
National Stock Exchange Of India
N/A
Long
IFSC NIFTY 50 Index Futures
JGSN4 Index
2024-07-25
96022.92000000
USD
535.08000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1202.20000000
0.003096864307
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19090.97000000
USD
2024-07-02
1202.20000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-80.19000000
-0.00020656924
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29876.07000000
USD
2024-07-29
-80.19000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
1.00000000
NC
-0.54000000
-0.00000139103
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Future on STOXX Europe 600 ESG-X
FUEU4 Index
2024-09-20
19180.50000000
EUR
-0.54000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
-265.90000000
-0.00068495776
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
39784800.00000000
HUF
100000.00000000
EUR
2024-08-28
-265.90000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
185.20000000
0.000477074754
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18008.61000000
USD
2024-08-02
185.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
-0.75000000
-0.00000193199
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
625.05000000
USD
935.45000000
AUD
2024-07-18
-0.75000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-3439.47000000
-0.00886006644
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
197715.59000000
USD
783085.00000000
PLN
2024-10-08
-3439.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-2.40000000
-0.00000618239
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
45340.58000000
USD
74434.00000000
NZD
2024-08-20
-2.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-1025.02000000
-0.00264044905
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
61935.60000000
USD
100000.00000000
NZD
2024-08-20
-1025.02000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-334.49000000
-0.00086164543
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
127331.00000000
EUR
186236.92000000
CAD
2024-08-02
-334.49000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
5.00000000
NC
-9691.07000000
-0.02496417299
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATU4 Comdty
2024-09-06
624642.28000000
EUR
-9691.07000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-8.12000000
-0.00002091710
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
46927.65000000
USD
500000.00000000
NOK
2024-09-18
-8.12000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold SEK
000000000
1.00000000
NC
N/A
-1683.95000000
-0.00433785114
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
1152900.98000000
SEK
100000.00000000
EUR
2024-07-17
-1683.95000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-1942.44000000
-0.00500372076
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
113713.86000000
USD
100000.00000000
CHF
2024-08-06
-1942.44000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-649.72000000
-0.00167367715
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
72195.60000000
USD
2024-08-20
-649.72000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
859.54000000
0.002214172971
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
200000.00000000
SGD
148521.10000000
USD
2024-07-26
859.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-444.22000000
-0.00114430965
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
CAD
72679.48000000
USD
2024-07-18
-444.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-187.25000000
-0.00048235554
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
72521.52000000
USD
2024-07-17
-187.25000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-838.41000000
-0.00215974214
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
48177.10000000
USD
500000.00000000
SEK
2024-09-09
-838.41000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-293.78000000
-0.00075677657
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
112065.20000000
USD
100000.00000000
CHF
2024-08-06
-293.78000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
972.13000000
0.002504204540
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18795.54000000
USD
2024-08-02
972.13000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
-81.48000000
-0.00020989228
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
SGD
73664.83000000
USD
2024-07-01
-81.48000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold HUF
000000000
1.00000000
NC
134.92000000
0.000347553595
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
10000000.00000000
HUF
27159.27000000
USD
2024-10-09
134.92000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
2351.82000000
0.006058282660
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
700000000.00000000
KRW
511757.63000000
USD
2024-08-02
2351.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
-248.39000000
-0.00063985204
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
73430.69000000
USD
100000.00000000
CAD
2024-08-22
-248.39000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
576.07000000
0.001483954933
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
158694.00000000
CHF
177950.60000000
USD
2024-08-06
576.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
695.15000000
0.001790704727
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
95758.40000000
AUD
2024-07-17
695.15000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
156.20000000
0.000402370824
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
81299.00000000
CHF
91025.24000000
USD
2024-08-06
156.20000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
20.00000000
NC
USD
-1141.00000000
-0.00293921325
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUN4 Index
2024-07-30
239181.00000000
USD
-1141.00000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ILS
000000000
1.00000000
NC
2718.90000000
0.007003879857
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
597723.00000000
ILS
161490.98000000
USD
2024-09-16
2718.90000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1048.59000000
-0.00270116531
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26254.02000000
USD
2024-09-27
-1048.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1976.51000000
0.005091485003
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
375000.00000000
BRL
68814.28000000
USD
2024-08-02
1976.51000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
85.46000000
0.000220144754
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
6287.00000000
EUR
6825.48000000
USD
2024-07-24
85.46000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CHP9
516135.00000000
PA
USD
488298.33000000
1.257855323053
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
420.05000000
0.001082047789
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
73128.82000000
USD
2024-07-17
420.05000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1161.75000000
0.002992665204
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19050.52000000
USD
2024-07-02
1161.75000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-659.60000000
-0.00169912801
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26643.01000000
USD
2024-09-27
-659.60000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-868.88000000
-0.00223823278
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26433.73000000
USD
2024-09-27
-868.88000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
2619.80000000
0.006748598495
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
863882.00000000
SGD
640430.63000000
USD
2024-07-26
2619.80000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
3.52000000
0.000009067511
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
SEK
47177.78000000
USD
2024-07-01
3.52000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
-38.05000000
-0.00009801670
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
SGD
73708.26000000
USD
2024-07-01
-38.05000000
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
U.K. Inflation-Linked Gilts
000000000
886405.00000000
PA
1191185.47000000
3.068490904287
Long
DBT
NUSS
GB
Y
2
2032-11-22
Fixed
1.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
2973.39000000
0.007659445484
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4150396.00000000
NOK
392442.62000000
USD
2024-09-18
2973.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-750.11000000
-0.00193228155
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
127201.65000000
USD
100000.00000000
GBP
2024-08-19
-750.11000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
37.25000000
0.000095955910
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000000.00000000
CLP
53156.99000000
USD
2024-08-05
37.25000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold EUR
000000000
1.00000000
NC
N/A
-2181.03000000
-0.00561832803
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
173523.00000000
EUR
68059208.41000000
HUF
2024-08-28
-2181.03000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
981.65000000
0.002528728037
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18870.42000000
USD
2024-07-02
981.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1740.45000000
0.004483395011
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
14791667.00000000
JPY
94389.69000000
USD
2024-08-22
1740.45000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-1057.49000000
-0.00272409169
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26245.12000000
USD
2024-09-27
-1057.49000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-1.00000000
NC
USD
-120.30000000
-0.00030989251
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNU4 Comdty
2024-09-16
-103516.26000000
USD
-120.30000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
35.17000000
0.000090597835
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000.00000000
CAD
146399.77000000
USD
2024-08-22
35.17000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
184.68000000
0.000475735235
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
SEK
47523.37000000
USD
2024-09-09
184.68000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold THB
000000000
1.00000000
NC
190.50000000
0.000490727541
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
THB
68369.47000000
USD
2024-07-12
190.50000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-2012.37000000
-0.00518386027
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
123833.54000000
USD
200000.00000000
NZD
2024-08-20
-2012.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
107.10000000
0.000275889342
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
14859438.00000000
KRW
10911.21000000
USD
2024-07-17
107.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
2020.85000000
0.005205704737
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10843114.00000000
JPY
69937.89000000
USD
2024-08-22
2020.85000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
-542.65000000
-0.00139786509
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
800168.00000000
SEK
75215.15000000
USD
2024-09-09
-542.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold EUR
000000000
1.00000000
NC
N/A
467.13000000
0.001203325755
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
434034.60000000
PLN
2024-08-12
467.13000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-31.00000000
NC
USD
-14694.02000000
-0.03785176016
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRH COMDTY
2025-06-17
-7381518.48000000
USD
-14694.02000000
N
N
N
Bursa Malaysia
N/A
Future
000000000
5.00000000
NC
-38.58000000
-0.00009938198
N/A
DCO
MY
N
1
Bursa Malaysia
N/A
Long
MDE Crude Palm Oil Futures
KOU4 Comdty
2024-09-13
489682.00000000
MYR
-38.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
72.68000000
0.000187223505
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
66734.40000000
USD
100000.00000000
AUD
2024-08-26
72.68000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NZD / Sold USD
000000000
1.00000000
NC
-898.52000000
-0.00231458535
N/A
DFE
NZ
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
61809.10000000
USD
100000.00000000
NZD
2024-08-20
-898.52000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold EUR
000000000
1.00000000
NC
9217.12000000
0.023743278940
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1588411.84000000
EUR
1711599.53000000
USD
2024-07-18
9217.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold CHF
000000000
1.00000000
NC
N/A
-1545.74000000
-0.00398182252
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
97315.25000000
CHF
100000.00000000
EUR
2024-08-12
-1545.74000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2693.44000000
-0.00693829495
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65329.55000000
USD
10000000.00000000
JPY
2024-08-22
-2693.44000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-6.00000000
NC
USD
2806.38000000
0.007229228126
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHQ4 Comdty
2024-08-14
-217606.38000000
USD
2806.38000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1422.80000000
0.003665129376
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1392857.00000000
MXN
76717.21000000
USD
2024-09-12
1422.80000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
306.50000000
0.000789543262
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18129.91000000
USD
2024-08-02
306.50000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-72.02000000
-0.00018552334
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
107133.58000000
USD
2024-07-24
-72.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
268.79000000
0.000692402393
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96173.60000000
CHF
2024-08-12
268.79000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
3660.39000000
0.009429155831
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
104274.10000000
USD
1976633.00000000
ZAR
2024-09-27
3660.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1503.47000000
0.003872935102
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19392.24000000
USD
2024-07-02
1503.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-1697.88000000
-0.00437373479
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64333.99000000
USD
10000000.00000000
JPY
2024-08-22
-1697.88000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Swap
000000000
4149771.20000000
OU
Notional Amount
USD
-33019.70000000
-0.08505866774
N/A
DCO
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Bloomberg Commodity ex-Agriculture & Livestock Capped Index
BBUXALC INDEX
Y
equity-performance leg
equity-performance leg
2024-07-03
0.00000000
USD
-305.80000000
USD
4149771.20000000
USD
-32713.90000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2604.34000000
0.006708773572
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
252952.00000000
BRL
47689.00000000
USD
2024-08-02
2604.34000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1081.16000000
0.002785065558
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18969.93000000
USD
2024-07-02
1081.16000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
12.00000000
NC
USD
11552.18000000
0.029758387881
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT FINEX U.S. Dollar Index Futures
DXU4 Curncy
2024-09-16
1254987.82000000
USD
11552.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ILS
000000000
1.00000000
NC
579.72000000
0.001493357324
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ILS
132952.91000000
USD
2024-07-01
579.72000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
3.00000000
NC
USD
-4883.45000000
-0.01257975544
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Robusta Coffee Futures 10-Tonne
DFU4 Comdty
2024-09-24
125213.45000000
USD
-4883.45000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1447.49000000
0.003728730756
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19336.26000000
USD
2024-07-02
1447.49000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
1749.01000000
0.004505445551
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
729730.00000000
MXN
41196.41000000
USD
2024-09-12
1749.01000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
524.32000000
0.001350647058
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69058.47000000
USD
2024-07-09
524.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased COP / Sold USD
000000000
1.00000000
NC
-3460.07000000
-0.00891313199
N/A
DFE
CO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
51116.32000000
USD
200000000.00000000
COP
2024-09-12
-3460.07000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-779.04000000
-0.00200680516
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
AUD
66028.04000000
USD
2024-08-26
-779.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
580.78000000
0.001496087882
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54624.00000000
BRL
10352.34000000
USD
2024-07-02
580.78000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-44.10000000
-0.00011360149
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29917.55000000
USD
2024-07-23
-44.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-1964.20000000
-0.00505977447
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
101200.49000000
USD
400000.00000000
PLN
2024-10-08
-1964.20000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-779.39000000
-0.00200770676
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
500000.00000000
ZAR
26523.22000000
USD
2024-09-27
-779.39000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold EUR
000000000
1.00000000
NC
N/A
-3445.21000000
-0.00887485266
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
243177.00000000
EUR
95235262.60000000
HUF
2024-08-28
-3445.21000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
181.88000000
0.000468522442
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
NOK
47101.41000000
USD
2024-09-18
181.88000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NZD
000000000
1.00000000
NC
225.28000000
0.000580320737
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
70820.00000000
NZD
43362.15000000
USD
2024-08-20
225.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
126.36000000
0.000325503055
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
73055.94000000
USD
100000.00000000
CAD
2024-08-22
126.36000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-85.24000000
-0.00021957803
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30046.89000000
USD
2500000.00000000
INR
2024-07-23
-85.24000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-404.28000000
-0.00104142430
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
58500000.00000000
KRW
42210.23000000
USD
2024-08-20
-404.28000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-1.00000000
NC
USD
-372.27000000
-0.00095896662
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHV4 Comdty
2024-10-14
-29917.73000000
USD
-372.27000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-1648.59000000
-0.00424676387
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19537.36000000
USD
100000.00000000
BRL
2024-07-02
-1648.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
610.12000000
0.001571667651
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
7426752.00000000
JPY
47128.40000000
USD
2024-08-22
610.12000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold JPY
000000000
1.00000000
NC
N/A
7141.70000000
0.018397002014
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
42268968.00000000
JPY
214601.00000000
GBP
2024-08-08
7141.70000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-13.00000000
NC
USD
-19808.58000000
-0.05102685441
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBV4 Comdty
2024-09-30
-275759.42000000
USD
-19808.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
602.20000000
0.001551265750
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
52265.00000000
EUR
84896.24000000
AUD
2024-08-22
602.20000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-20713.54000000
-0.05335802919
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
342835.55000000
USD
5958874.00000000
MXN
2024-09-12
-20713.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1300.04000000
0.003348899911
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19188.81000000
USD
2024-07-02
1300.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1466.32000000
0.003777236791
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19355.09000000
USD
2024-07-02
1466.32000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-0.12000000
-0.00000030911
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
373.66000000
CAD
273.11000000
USD
2024-07-18
-0.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-403.98000000
-0.00104065150
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
108534.00000000
PLN
26522.30000000
USD
2024-10-08
-403.98000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-115.04000000
-0.00029634276
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
9912.37000000
USD
181239.00000000
MXN
2024-09-12
-115.04000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
904.28000000
0.002329423103
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147857.40000000
CAD
2024-08-02
904.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CNY / Sold USD
000000000
1.00000000
NC
-2638.13000000
-0.00679581653
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
140548.14000000
USD
1000000.00000000
CNY
2024-07-22
-2638.13000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
-9012.25000000
-0.02321553431
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
752851.00000000
CHF
832459.98000000
USD
2024-08-06
-9012.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1460.38000000
0.003761935365
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19349.15000000
USD
2024-07-02
1460.38000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
2811.25000000
0.007241773235
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
46397000.00000000
JPY
291889.84000000
USD
2024-07-18
2811.25000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SEK
000000000
1.00000000
NC
-1107.25000000
-0.00285227333
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1781198.00000000
SEK
167531.89000000
USD
2024-09-09
-1107.25000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
15000000.00000000
OU
Notional Amount
USD
308620.05000000
0.795004506146
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S42
2I65BYEE1
Y
sell protection
2029-06-20
331795.47000000
USD
0.00000000
USD
15000000.00000000
USD
-23175.42000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-564.13000000
-0.00145319752
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
46641.90000000
USD
41225.00000000
CHF
2024-08-06
-564.13000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
-340.31000000
-0.00087663774
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
MXN
26688.46000000
USD
2024-09-12
-340.31000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2124.40000000
-0.00547244928
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64735.09000000
USD
350000.00000000
BRL
2024-07-02
-2124.40000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
1.00000000
NC
USD
554.18000000
0.001427566346
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLN4 Comdty
2024-07-15
54174.32000000
USD
554.18000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
281.38000000
0.000724834202
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
500000.00000000
NOK
47200.91000000
USD
2024-09-18
281.38000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-81.12000000
-0.00020896492
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30042.77000000
USD
2500000.00000000
INR
2024-07-23
-81.12000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased GBP / Sold EUR
000000000
1.00000000
NC
N/A
1309.27000000
0.003372676369
N/A
DFE
GB
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
227121.00000000
EUR
193627.19000000
GBP
2024-07-24
1309.27000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
1361.76000000
0.003507890483
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
39183264.00000000
HUF
100000.00000000
EUR
2024-08-28
1361.76000000
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Future
000000000
40.00000000
NC
-5009.82000000
-0.01290528426
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Futures
QCN4 Index
2024-07-19
10365055.00000000
SEK
-5009.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2114.67000000
-0.00544738483
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64750.78000000
USD
10000000.00000000
JPY
2024-08-22
-2114.67000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
204.09000000
0.000525735348
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18027.50000000
USD
2024-08-02
204.09000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
618.05000000
0.001592095312
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147466.10000000
CAD
2024-08-02
618.05000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
1362.28000000
0.003509230001
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
11656250.00000000
JPY
74372.49000000
USD
2024-08-22
1362.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
5.28000000
0.000013601267
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5500.00000000
PLN
1369.78000000
USD
2024-10-08
5.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold COP
000000000
1.00000000
NC
2121.83000000
0.005465828974
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000000.00000000
COP
50016.88000000
USD
2024-08-08
2121.83000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-22.85000000
-0.00005886154
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
146589.94000000
CAD
2024-08-02
-22.85000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
523.85000000
0.001349436339
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69058.00000000
USD
2024-07-09
523.85000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
2581.95000000
0.006651096986
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19931271.00000000
JPY
127423.67000000
USD
2024-08-22
2581.95000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-2600.03000000
-0.00669767102
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
47850.03000000
USD
252952.00000000
BRL
2024-07-02
-2600.03000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-9.00000000
NC
-6802.50000000
-0.01752322363
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Three Month SONIA Index Futures
SFIZ5 Index
2026-03-17
-2154281.20000000
GBP
-6802.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SGD / Sold USD
000000000
1.00000000
NC
-1931.57000000
-0.00497571967
N/A
DFE
SG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
223423.91000000
USD
300000.00000000
SGD
2024-07-26
-1931.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-99.70000000
-0.00025682696
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
26505.00000000
CAD
19297.27000000
USD
2024-08-22
-99.70000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
7966.82000000
0.020522509148
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
224507.39000000
USD
4257362.00000000
ZAR
2024-09-27
7966.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
471.50000000
0.001214582865
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
18294.91000000
USD
2024-08-02
471.50000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
-5209.78000000
-0.01342038074
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
418250.00000000
CHF
462274.17000000
USD
2024-08-06
-5209.78000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold EUR
000000000
1.00000000
NC
N/A
-22.53000000
-0.00005803722
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
431036.50000000
PLN
2024-07-01
-22.53000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold MXN
000000000
1.00000000
NC
4402.51000000
0.011340855165
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3714285.00000000
MXN
205187.58000000
USD
2024-09-12
4402.51000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased TWD / Sold USD
000000000
1.00000000
NC
-638.61000000
-0.00164505782
N/A
DFE
TW
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
77724.23000000
USD
2500000.00000000
TWD
2024-07-05
-638.61000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-713.95000000
-0.00183913348
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
189935.00000000
PLN
46407.16000000
USD
2024-10-08
-713.95000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased GBP / Sold EUR
000000000
1.00000000
NC
N/A
2573.12000000
0.006628350928
N/A
DFE
GB
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
436773.00000000
EUR
372405.28000000
GBP
2024-07-24
2573.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
522.98000000
0.001347195221
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69057.13000000
USD
2024-07-09
522.98000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-0.23000000
-0.00000059247
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
138.42000000
AUD
92.15000000
USD
2024-07-18
-0.23000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2240.15000000
-0.00577062100
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
64876.26000000
USD
10000000.00000000
JPY
2024-08-22
-2240.15000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased INR / Sold USD
000000000
1.00000000
NC
-60.64000000
-0.00015620849
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
30033.96000000
USD
2500000.00000000
INR
2024-07-10
-60.64000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
355.14000000
0.000914839785
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20000000.00000000
JPY
125627.35000000
USD
2024-08-22
355.14000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold USD
000000000
1.00000000
NC
-214.92000000
-0.00055363340
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
9116.11000000
USD
3293768.00000000
HUF
2024-10-09
-214.92000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
429.99000000
0.001107653205
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
55072.00000000
CHF
61984.74000000
USD
2024-08-06
429.99000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-362.22000000
-0.00093307784
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
63587.99000000
USD
50000.00000000
GBP
2024-08-19
-362.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
-119.59000000
-0.00030806355
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
160359.00000000
AUD
2024-07-01
-119.59000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
5.00000000
NC
3028.10000000
0.007800378313
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNU4 Comdty
2024-09-18
596206.50000000
CAD
3028.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
253.06000000
0.000651881951
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
462000.00000000
PLN
114870.97000000
USD
2024-10-08
253.06000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
6439.27000000
0.016587544024
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
34062141.00000000
JPY
219791.26000000
USD
2024-08-22
6439.27000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2173.18000000
0.005598106450
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
375000.00000000
BRL
69010.95000000
USD
2024-08-02
2173.18000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased GBP / Sold EUR
000000000
1.00000000
NC
N/A
4048.15000000
0.010428024658
N/A
DFE
GB
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
736106.00000000
EUR
627397.13000000
GBP
2024-07-24
4048.15000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
-488.03000000
-0.00125716410
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000000.00000000
CLP
52615.52000000
USD
2024-09-23
-488.03000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
2355.25000000
0.006067118332
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000.00000000
BRL
38132.79000000
USD
2024-07-02
2355.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CNH / Sold USD
000000000
1.00000000
NC
-541.20000000
-0.00139412989
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69075.35000000
USD
500000.00000000
CNY
2024-07-09
-541.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1389.27000000
-0.00357875617
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
191066.57000000
USD
150000.00000000
GBP
2024-08-19
-1389.27000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GK7
5000000.00000000
PA
USD
4972381.40000000
12.80884252101
Long
DBT
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased BRL / Sold USD
000000000
1.00000000
NC
-5427.22000000
-0.01398050566
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
76982.29000000
USD
400000.00000000
BRL
2024-07-02
-5427.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
-0.40000000
-0.00000103039
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
477.93000000
USD
653.04000000
CAD
2024-07-18
-0.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-289.39000000
-0.00074546794
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41500000.00000000
KRW
29941.42000000
USD
2024-08-20
-289.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
18418.18000000
0.047445187359
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
93670887.00000000
JPY
605136.14000000
USD
2024-08-22
18418.18000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-16.00000000
NC
USD
25926.28000000
0.066786034891
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Futures
S X4 Comdty
2024-11-14
-909126.28000000
USD
25926.28000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
5.00000000
NC
USD
453.20000000
0.001167442109
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. mini MSCI EAFE Index Futures
MFSU4 Index
2024-09-20
585346.80000000
USD
453.20000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased USD / Sold CHF
000000000
1.00000000
NC
153.09000000
0.000394359471
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
41306.00000000
CHF
46321.39000000
USD
2024-08-06
153.09000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
1580.81000000
0.004072162755
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
97346.60000000
CHF
2024-08-12
1580.81000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
152.92000000
0.000393921552
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
94945.90000000
AUD
2024-07-17
152.92000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold USD
000000000
1.00000000
NC
-16.41000000
-0.00004227212
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
287245.75000000
USD
268000.00000000
EUR
2024-07-18
-16.41000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
231.41000000
0.000596111603
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
60121.72000000
USD
1105263.00000000
ZAR
2024-09-27
231.41000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
-31.01000000
-0.00007988168
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
44588.00000000
EUR
65333.06000000
CAD
2024-08-02
-31.01000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
1159.58000000
0.002987075289
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
EUR
96970.00000000
CHF
2024-08-12
1159.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
0.07000000
0.000000180319
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
85.74000000
USD
345.50000000
PLN
2024-07-18
0.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-12.00000000
NC
USD
-67.04000000
-0.00017269487
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRZ4 Comdty
2025-03-18
-2854282.96000000
USD
-67.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
21.54000000
0.000055486988
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
73160.76000000
USD
100000.00000000
CAD
2024-08-22
21.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
-3868.43000000
-0.00996506637
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
152722.86000000
USD
600000.00000000
PLN
2024-10-08
-3868.43000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
-809.64000000
-0.00208563069
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
47729.17000000
USD
500000.00000000
NOK
2024-09-18
-809.64000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
6525.25000000
0.016809028297
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
169961.24000000
USD
3232044.00000000
ZAR
2024-09-27
6525.25000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold HUF
000000000
1.00000000
NC
N/A
-701.96000000
-0.00180824727
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
33697310.37000000
HUF
84255.00000000
EUR
2024-08-28
-701.96000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
529.39000000
0.001363707366
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69063.54000000
USD
2024-07-09
529.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PHP / Sold USD
000000000
1.00000000
NC
-183.50000000
-0.00047269555
N/A
DFE
PH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
341428.02000000
USD
20000000.00000000
PHP
2024-07-02
-183.50000000
N
N
N
Korea Exchange (Futures Market)
N/A
Future
000000000
3.00000000
NC
889.09000000
0.002290293700
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Long
KFE 10 Year Treasury Bond Futures
KAAU4 Comdty
2024-09-13
342636172.00000000
KRW
889.09000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold EUR
000000000
1.00000000
NC
N/A
466.27000000
0.001201110397
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
147258.60000000
CAD
2024-08-02
466.27000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
Future
000000000
-1.00000000
NC
USD
2068.00000000
0.005327163023
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLN4 Comdty
2024-07-15
-56796.50000000
USD
2068.00000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold TWD
000000000
1.00000000
NC
-407.96000000
-0.00105090397
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
10000000.00000000
TWD
309526.61000000
USD
2024-08-22
-407.96000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold USD
000000000
1.00000000
NC
-615.05000000
-0.00158436731
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
27639.40000000
USD
10000000.00000000
HUF
2024-10-09
-615.05000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CNH
000000000
1.00000000
NC
523.02000000
0.001347298261
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
500000.00000000
CNY
69057.17000000
USD
2024-07-09
523.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
-664.33000000
-0.00171131248
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
63890.10000000
USD
50000.00000000
GBP
2024-08-19
-664.33000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-633.10000000
-0.00163086407
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
400000.00000000
PLN
98603.19000000
USD
2024-10-08
-633.10000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-799.39000000
-0.00205922671
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
217068.00000000
PLN
53053.16000000
USD
2024-10-08
-799.39000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-19.00000000
NC
-6158.74000000
-0.01586489941
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERZ5 Comdty
2025-12-15
-4615291.07000000
EUR
-6158.74000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
805.25000000
0.002074322062
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5410256.00000000
JPY
34692.99000000
USD
2024-08-22
805.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CAD / Sold USD
000000000
1.00000000
NC
-0.66000000
-0.00000170015
N/A
DFE
CA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
241.60000000
USD
329.50000000
CAD
2024-07-18
-0.66000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold JPY
000000000
1.00000000
NC
6105.21000000
0.015727006268
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
32113029.00000000
JPY
207248.72000000
USD
2024-08-22
6105.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
422.19000000
0.001087560424
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000000.00000000
KRW
73130.96000000
USD
2024-07-17
422.19000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SEK / Sold USD
000000000
1.00000000
NC
-1683.93000000
-0.00433779962
N/A
DFE
SE
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
96361.30000000
USD
1000000.00000000
SEK
2024-09-09
-1683.93000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CLP
000000000
1.00000000
NC
-168.54000000
-0.00043415863
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000000.00000000
CLP
52935.01000000
USD
2024-09-23
-168.54000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
-939.85000000
-0.00242105133
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
95739.89000000
USD
84816.00000000
CHF
2024-08-06
-939.85000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
12.00000000
NC
USD
1803.68000000
0.004646275339
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESU4 Index
2024-09-20
651116.32000000
USD
1803.68000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-207.89000000
-0.00053552413
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
27510.50000000
USD
500000.00000000
ZAR
2024-09-27
-207.89000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased HUF / Sold USD
000000000
1.00000000
NC
-3085.98000000
-0.00794947705
N/A
DFE
HU
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
138207.72000000
USD
50000000.00000000
HUF
2024-10-09
-3085.98000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased EUR / Sold JPY
000000000
1.00000000
NC
N/A
4938.04000000
0.012720379157
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
37416092.00000000
JPY
221943.00000000
EUR
2024-07-10
4938.04000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
9.00000000
NC
18723.59000000
0.048231922784
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTU4 Index
2024-09-19
2333279.57000000
CAD
18723.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold BRL
000000000
1.00000000
NC
1407.68000000
0.003626180292
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
100000.00000000
BRL
19296.45000000
USD
2024-07-02
1407.68000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
180.38000000
0.000464658445
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
GBP
94987.05000000
AUD
2024-07-17
180.38000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold INR
000000000
1.00000000
NC
-19.21000000
-0.00004948491
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2500000.00000000
INR
29954.11000000
USD
2024-07-10
-19.21000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
-2725.62000000
-0.00702119056
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
65361.73000000
USD
10000000.00000000
JPY
2024-08-22
-2725.62000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased ZAR / Sold USD
000000000
1.00000000
NC
6104.12000000
0.015724198431
N/A
DFE
ZA
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
150772.76000000
USD
2872928.00000000
ZAR
2024-09-27
6104.12000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold SGD
000000000
1.00000000
NC
207.48000000
0.000534467980
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
100000.00000000
SGD
74038.26000000
USD
2024-07-26
207.48000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
1.00000000
NC
-12161.81000000
-0.03132879329
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Cocoa Futures
QCU4 Comdty
2024-09-13
73260.93000000
GBP
-12161.81000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-13.00000000
NC
873.26000000
0.002249515658
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Short term Euro-BTP Futures
BTSU4 Comdty
2024-09-06
-1365944.80000000
EUR
873.26000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold USD
000000000
1.00000000
NC
2821.53000000
0.007268254490
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
270413.40000000
USD
408991.00000000
AUD
2024-08-26
2821.53000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
Purchased CHF / Sold USD
000000000
1.00000000
NC
62.42000000
0.000160793769
N/A
DFE
CH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
54751.40000000
USD
49041.00000000
CHF
2024-08-06
62.42000000
N
N
N
2024-07-15
AMERICAN BEACON FUNDS
Sonia Bates
Sonia Bates
Treasurer