Futures Contracts Exchange-Traded | |||||||||||
Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Depreciation | Variation Margin Due from (Due to) Brokers | ||||||
(2) | E-Mini Russell 2000 Index | $(214,590) | $(209,404) | 6/21/24 | $(5,186) | $(750) | |||||
(11) | E-Mini S&P 500 Index | (2,919,675) | (2,846,110) | 6/21/24 | (73,565) | (138) | |||||
Total Futures Contracts | $(3,055,514) | $(78,751) | $(888) |
Summary of abbreviations: |
S&P – Standard & Poor’s Financial Services LLC |