Foreign Currency Exchange Contracts | ||||||||||
Counterparty | Currency to Receive (Deliver) | In Exchange For | Settlement Date | Unrealized Appreciation | ||||||
TD | CAD | 7,235,462 | USD | (9,330,000) | 11/18/22 | $481,265 |
Summary of abbreviations: |
ADR – American Depositary Receipt |
CDOR01M – 1 Month Canadian Dollar Offered Rate |
CDOR03M – 3 Month Canadian Dollar Offered Rate |
DAC – Designated Activity Company |
ETF – Exchange-Traded Fund |
ICE – Intercontinental Exchange, Inc. |
LIBOR – London Interbank Offered Rate |
LIBOR01M – ICE LIBOR USD 1 Month |
LIBOR03M – ICE LIBOR USD 3 Month |
LIBOR06M – ICE LIBOR USD 6 Month |
PIK – Payment-in-kind |
SOFR – Secured Overnight Financing Rate |
SOFR01M – Secured Overnight Financing Rate 1 Month |
SOFR03M – Secured Overnight Financing Rate 3 Month |
TD – TD Bank |
Summary of currencies: |
CAD – Canadian Dollar |
USD – US Dollar |