0001145549-20-064069.txt : 20201030
0001145549-20-064069.hdr.sgml : 20201030
20201030142804
ACCESSION NUMBER: 0001145549-20-064069
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201030
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RBB FUND, INC.
CENTRAL INDEX KEY: 0000831114
IRS NUMBER: 510312196
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05518
FILM NUMBER: 201276752
BUSINESS ADDRESS:
STREET 1: 615 E. MICHIGAN ST.
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 609-731-6256
MAIL ADDRESS:
STREET 1: 615 E. MICHIGAN ST.
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: RBB FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FUND INC /DE/
DATE OF NAME CHANGE: 19600201
0000831114
S000058213
Campbell Systematic Macro Fund
C000190885
Class A Shares
EBSAX
C000190886
Class I Shares
EBSIX
C000190887
Class P Shares
EBSPX
C000190888
Class C Shares
EBSCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000831114
XXXXXXXX
S000058213
C000190887
C000190886
C000190888
C000190885
RBB Fund, Inc.
811-05518
0000831114
5493005KKD0GVHSW0D29
615 East Michigan Street
Milwaukee
53202
414-765-5366
Campbell Systematic Macro Fund
S000058213
5493002VR7Z8ZNJ4QI11
2020-08-31
2020-08-31
N
168803189.740000000000
32167280.730000000000
136635909.010000000000
0.000000000000
7493625.280000000000
0.000000000000
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0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
28054155.550000000000
JPY
AUD
CAD
EUR
GBP
USD
N
N/A
N/A
LME COPPER FUTURE Sep20
N/A
-198.000000000000
NC
USD
-3598262.650000000000
-2.6334677875
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2020-09-14
-29475162.350000000000
USD
-3598262.650000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Dec20
N/A
89.000000000000
NC
USD
519949.550000000000
0.3805365323
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2020-12-14
14312456.700000000000
USD
519949.550000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Dec20
N/A
-50.000000000000
NC
USD
-190040.000000000000
-0.1390849604
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2020-12-14
-8142772.500000000000
USD
-190040.000000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Sep20
N/A
-433.000000000000
NC
USD
-4666632.150000000000
-3.4153775415
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2020-09-14
-22376924.100000000000
USD
-4666632.150000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Sep20
N/A
433.000000000000
NC
USD
4340207.600000000000
3.1764765437
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2020-09-14
22703348.650000000000
USD
4340207.600000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Dec20
N/A
-18.000000000000
NC
USD
-20525.650000000000
-0.0150221491
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2020-12-14
-1113361.850000000000
USD
-20525.650000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Dec20
N/A
69.000000000000
NC
USD
100958.300000000000
0.0738885559
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2020-12-14
4245610.450000000000
USD
100958.300000000000
N
N
N
N/A
N/A
MXN/USD FWD 20200917
N/A
1.000000000000
NC
USD
-1593371.120000000000
-1.1661437550
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-1248000000.000000000000
MXN
55320717.050000000000
USD
2020-09-17
-1593371.120000000000
N
N
N
N/A
N/A
MXN/USD FWD 20200917
N/A
1.000000000000
NC
USD
1360872.760000000000
0.9959847085
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-63009508.180000000000
USD
1411500000.000000000000
MXN
2020-09-17
1360872.760000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Oct20
N/A
-141.000000000000
NC
USD
-3981.220000000000
-0.0029137436
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Natural Gas
Natural Gas
2020-09-28
-3704318.780000000000
USD
-3981.220000000000
N
N
N
N/A
N/A
NIKKEI 225 (OSE) Sep20
N/A
19.000000000000
NC
12181.410000000000
0.0089152333
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NK_Index
2020-09-10
438749804.000000000045
JPY
12181.410000000000
N
N
N
N/A
N/A
NOK/USD FWD 20200916
N/A
1.000000000000
NC
USD
-2620186.600000000000
-1.9176412840
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-350850000.000000000000
NOK
37547708.620000000000
USD
2020-09-16
-2620186.600000000000
N
N
N
N/A
N/A
NOK/USD FWD 20200916
N/A
1.000000000000
NC
USD
2791942.040000000000
2.0433442865
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-51114438.070000000000
USD
470850000.000000000000
NOK
2020-09-16
2791942.040000000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI Sep20
N/A
-9.000000000000
NC
USD
-25803.900000000000
-0.0188851527
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Nasdaq 100 Index
NQ_Index
2020-09-18
-2154716.100000000000
USD
-25803.900000000000
N
N
N
N/A
N/A
NZD/USD FWD 20200916
N/A
1.000000000000
NC
USD
2951136.700000000000
2.1598544053
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-95662367.150000000000
USD
146400000.000000000000
NZD
2020-09-16
2951136.700000000000
N
N
N
N/A
N/A
NZD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-2306356.450000000000
-1.6879577753
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-129550000.000000000000
NZD
84957164.200000000000
USD
2020-09-16
-2306356.450000000000
N
N
N
N/A
N/A
Euro-OAT Future Sep20
N/A
63.000000000000
NC
-71809.460000000000
-0.0525553352
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
French Government Bonds
French Government Bonds
2020-09-08
10610784.890000000000
EUR
-71809.460000000000
N
N
N
N/A
N/A
EURO-BOBL FUTURE Sep20
N/A
174.000000000000
NC
-34570.310000000000
-0.0253010429
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro-BOBL
Euro-BOBL
2020-09-08
23454589.220000000000
EUR
-34570.310000000000
N
N
N
N/A
N/A
PALLADIUM FUTURE Dec20
N/A
6.000000000000
NC
USD
54375.480000000000
0.0397958929
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Palladium
Palladium
2020-12-29
1313204.520000000000
USD
54375.480000000000
N
N
N
N/A
N/A
PHP/USD FWD 20200916
N/A
1.000000000000
NC
USD
-329156.390000000000
-0.2409003551
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-948000000.000000000000
PHP
19205939.850000000000
USD
2020-09-16
-329156.390000000000
N
N
N
N/A
N/A
PHP/USD FWD 20200916
N/A
1.000000000000
NC
USD
428432.400000000000
0.3135576900
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-14995638.830000000000
USD
748500000.000000000000
PHP
2020-09-16
428432.400000000000
N
N
N
N/A
N/A
PLN/USD FWD 20200916
N/A
1.000000000000
NC
USD
-936531.240000000000
-0.6854210191
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-59475000.000000000000
PLN
15213866.950000000000
USD
2020-09-16
-936531.240000000000
N
N
N
N/A
N/A
PLN/USD FWD 20200916
N/A
1.000000000000
NC
USD
358208.160000000000
0.2621625330
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-14122161.440000000000
USD
53325000.000000000000
PLN
2020-09-16
358208.160000000000
N
N
N
N/A
N/A
PLATINUM FUTURE Oct20
N/A
-9.000000000000
NC
USD
778.220000000000
0.0005695575
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Platinum
Platinum
2020-10-28
-422833.220000000000
USD
778.220000000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT Sep20
N/A
58.000000000000
NC
-93236.130000000000
-0.0682369157
N/A
DE
CA
N
1
Montreal Exchange
N/A
Long
S&P/Toronto Stock Exchange 60 Index
PT_Index
2020-09-17
11594012.540000000000
CAD
-93236.130000000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE Sep20
N/A
-195.000000000000
NC
20891.230000000000
0.0152897069
N/A
DE
SE
N
1
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
Short
OMXS30 Index
QC_Index
2020-09-18
-34598204.799999999997
SEK
20891.230000000000
N
N
N
N/A
N/A
Low Su Gasoil G Oct20
N/A
-207.000000000000
NC
USD
91843.960000000000
0.0672180254
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2020-10-12
-7714618.960000000000
USD
91843.960000000000
N
N
N
N/A
N/A
MSCI SING IX ETS Sep20
N/A
1.000000000000
NC
-189.950000000000
-0.0001390191
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
MSCI Singapore Index
QZ_Index
2020-09-29
29373.430000000000
SGD
-189.950000000000
N
N
N
N/A
N/A
E-Mini Russ 2000 Sep20
N/A
39.000000000000
NC
USD
-13321.900000000000
-0.0097499260
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTY_Index
2020-09-18
3057856.900000000000
USD
-13321.900000000000
N
N
N
N/A
N/A
RUB/USD FWD 20200916
N/A
1.000000000000
NC
USD
-507225.520000000000
-0.3712241706
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-16275233.410000000000
USD
1170000000.000000000000
RUB
2020-09-16
-507225.520000000000
N
N
N
N/A
N/A
RUB/USD FWD 20200916
N/A
1.000000000000
NC
USD
385520.430000000000
0.2821516194
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-702000000.000000000000
RUB
9846325.190000000000
USD
2020-09-16
385520.430000000000
N
N
N
N/A
N/A
EURO-BUND FUTURE Sep20
N/A
-49.000000000000
NC
33950.120000000000
0.0248471432
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-Bund
Euro-Bund
2020-09-08
-8630889.529999999999
EUR
33950.120000000000
N
N
N
N/A
N/A
SOYBEAN FUTURE Nov20
N/A
49.000000000000
NC
USD
22809.370000000000
0.0166935399
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2020-11-13
2313265.630000000000
USD
22809.370000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) Oct20
N/A
440.000000000000
NC
USD
-88778.400000000000
-0.0649744278
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Sugar #11
Sugar #11
2020-09-30
6327626.400000000000
USD
-88778.400000000000
N
N
N
N/A
N/A
SEK/USD FWD 20200916
N/A
1.000000000000
NC
USD
-2162614.880000000000
-1.5827573408
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-401100000.000000000000
SEK
44217014.710000000000
USD
2020-09-16
-2162614.880000000000
N
N
N
N/A
N/A
SEK/USD FWD 20200916
N/A
1.000000000000
NC
USD
1432682.070000000000
1.0485399339
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-43524685.140000000000
USD
388800000.000000000000
SEK
2020-09-16
1432682.070000000000
N
N
N
N/A
N/A
SGD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-293224.870000000000
-0.2146030806
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-24531000.000000000000
SGD
17736966.180000000000
USD
2020-09-16
-293224.870000000000
N
N
N
N/A
N/A
SGD/USD FWD 20200916
N/A
1.000000000000
NC
USD
19833.750000000000
0.0145157669
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-3128889.840000000000
USD
4284000.000000000000
SGD
2020-09-16
19833.750000000000
N
N
N
N/A
N/A
SILVER FUTURE Dec20
N/A
-4.000000000000
NC
USD
-20864.680000000000
-0.0152702757
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Silver
Silver
2020-12-29
-551015.320000000000
USD
-20864.680000000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR Dec20
N/A
-410.000000000000
NC
USD
-594296.700000000000
-0.4349491318
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Soybean Meal
Soybean Meal
2020-12-14
-12218203.300000000000
USD
-594296.700000000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT Sep20
N/A
10.000000000000
NC
-6620.200000000000
-0.0048451392
N/A
DE
IT
N
1
Borsa Italiana (IDEM)
8156005391EE905D3124
Long
FTSE/MIB Index
ST_Index
2020-09-18
986747.600000000000
EUR
-6620.200000000000
N
N
N
N/A
N/A
TOPIX INDX FUTR Sep20
N/A
1.000000000000
NC
-1658.880000000000
-0.0012140879
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TP_Index
2020-09-10
16335700.000000000052
JPY
-1658.880000000000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Dec20
N/A
661.000000000000
NC
USD
56391.500000000000
0.0412713615
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 2 Year Notes
U.S. Treasury 2 Year Notes
2020-12-31
145988459.720000000000
USD
56391.500000000000
N
N
N
N/A
N/A
TWD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-42085.830000000000
-0.0308014418
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-10394838.880000000000
USD
303750000.000000000000
TWD
2020-09-16
-42085.830000000000
N
N
N
N/A
N/A
TWD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-98837.120000000000
-0.0723361236
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-639900000.000000000000
TWD
21710962.640000000000
USD
2020-09-16
-98837.120000000000
N
N
N
N/A
N/A
MSCI TAIWAN INDEX Sep20
N/A
6.000000000000
NC
USD
-6161.400000000000
-0.0045093563
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
MSCI Taiwan Stock Index
TW_Index
2020-09-29
300821.400000000000
USD
-6161.400000000000
N
N
N
N/A
N/A
IDR/USD FWD 20200916
N/A
1.000000000000
NC
USD
42042.610000000000
0.0307698103
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-4637585.810000000000
USD
68250000000.000000000000
IDR
2020-09-16
42042.610000000000
N
N
N
N/A
N/A
Euro-BTP Future Sep20
N/A
55.000000000000
NC
-25772.270000000000
-0.0188620035
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro-BTP Italian Government Bonds
Euro-BTP Italian Government Bonds
2020-09-08
8063146.650000000000
EUR
-25772.270000000000
N
N
N
N/A
N/A
INR/USD FWD 20200916
N/A
1.000000000000
NC
USD
-601130.300000000000
-0.4399504525
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-1655000000.000000000000
INR
21845701.090000000000
USD
2020-09-16
-601130.300000000000
N
N
N
N/A
N/A
INR/USD FWD 20200916
N/A
1.000000000000
NC
USD
833543.170000000000
0.6100469313
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-30347886.050000000000
USD
2299000000.000000000000
INR
2020-09-16
833543.170000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Sep21
N/A
-100.000000000000
NC
-3918.980000000000
-0.0028681918
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2021-09-09
-99957927.479999999999
AUD
-3918.980000000000
N
N
N
N/A
N/A
JPN 10Y BOND(OSE) Sep20
N/A
-66.000000000000
NC
223669.970000000000
0.1636977948
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Japanese 10 Year Government Bonds
Japanese 10 Year Government Bonds
2020-09-14
-10028630004.000000000013
JPY
223669.970000000000
N
N
N
N/A
N/A
JPY/USD FWD 20200916
N/A
1.000000000000
NC
USD
-1739092.940000000000
-1.2727934791
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-22858500000.000000000000
JPY
214124262.960000000000
USD
2020-09-16
-1739092.940000000000
N
N
N
N/A
N/A
JPY/USD FWD 20200916
N/A
1.000000000000
NC
USD
1656077.400000000000
1.2120367274
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-229279042.460000000000
USD
24454500000.000000000000
JPY
2020-09-16
1656077.400000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE Dec20
N/A
5.000000000000
NC
USD
15828.650000000000
0.0115845462
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Arabica Coffee
Arabica Coffee
2020-12-18
226140.100000000000
USD
15828.650000000000
N
N
N
N/A
N/A
KRW/USD FWD 20200916
N/A
1.000000000000
NC
USD
200497.160000000000
0.1467382634
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-20646896.830000000000
USD
24765000000.000000000000
KRW
2020-09-16
200497.160000000000
N
N
N
N/A
N/A
KRW/USD FWD 20200916
N/A
1.000000000000
NC
USD
-177774.510000000000
-0.1301081914
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-31320000000.000000000000
KRW
26187675.890000000000
USD
2020-09-16
-177774.510000000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT Dec20
N/A
157.000000000000
NC
USD
95549.410000000000
0.0699299406
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Hard Red Winter Wheat
Hard Red Winter Wheat
2020-12-14
3635163.090000000000
USD
95549.410000000000
N
N
N
N/A
N/A
90DAY STERLING FU Jun21
N/A
-60.000000000000
NC
-540.850000000000
-0.0003958330
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
90 Day Sterling
90 Day Sterling
2021-06-16
-7495845.399999999999
GBP
-540.850000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Sep20
N/A
-452.000000000000
NC
USD
-2337273.850000000000
-1.7105853556
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2020-09-14
-17680676.150000000000
USD
-2337273.850000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Sep20
N/A
452.000000000000
NC
USD
1403972.400000000000
1.0275281294
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2020-09-14
18613977.600000000000
USD
1403972.400000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Dec20
N/A
-126.000000000000
NC
USD
-65752.800000000000
-0.0481226352
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2020-12-14
-5622359.700000000000
USD
-65752.800000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Dec20
N/A
149.000000000000
NC
USD
55174.550000000000
0.0403807099
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2020-12-14
6671244.200000000000
USD
55174.550000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Oct20
N/A
45.000000000000
NC
USD
-83802.750000000000
-0.0613328887
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
Live Cattle
2020-10-30
1979202.750000000000
USD
-83802.750000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Sep20
N/A
-222.000000000000
NC
USD
-3128441.400000000000
-2.2896187559
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2020-09-14
-17309766.600000000000
USD
-3128441.400000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Sep20
N/A
222.000000000000
NC
USD
3222972.720000000000
2.3588035849
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2020-09-14
17215235.280000000000
USD
3222972.720000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Dec20
N/A
93.000000000000
NC
USD
426318.060000000000
0.3120102637
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2020-12-14
8157395.940000000000
USD
426318.060000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Dec20
N/A
-6.000000000000
NC
USD
-27706.500000000000
-0.0202776124
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2020-12-14
-526081.500000000000
USD
-27706.500000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Sep20
N/A
198.000000000000
NC
USD
4109107.350000000000
3.0073407348
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2020-09-14
28964317.650000000000
USD
4109107.350000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec20
N/A
258.000000000000
NC
USD
68629.140000000000
0.0502277480
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2020-12-21
35857870.860000000000
USD
68629.140000000000
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Sep20
N/A
8.000000000000
NC
-47218.590000000000
-0.0345579653
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro BUXL 30 Year Bonds
Euro BUXL 30 Year Bonds
2020-09-08
1774928.239999999999
EUR
-47218.590000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20200916
N/A
1.000000000000
NC
USD
39883.620000000000
0.0291897059
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-40256670.270000000000
USD
684400000.000000000000
ZAR
2020-09-16
39883.620000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20200916
N/A
1.000000000000
NC
USD
-569438.230000000000
-0.4167559129
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-579200000.000000000000
ZAR
33533080.790000000000
USD
2020-09-16
-569438.230000000000
N
N
N
N/A
N/A
US LONG BOND(CBT) Dec20
N/A
19.000000000000
NC
USD
12841.870000000000
0.0093986055
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury Long Bonds
U.S. Treasury Long Bonds
2020-12-21
3325814.380000000000
USD
12841.870000000000
N
N
N
N/A
N/A
EURO STOXX 50 Sep20
N/A
31.000000000000
NC
-28146.200000000000
-0.0205994165
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro STOXX 50 Quanto Index
VG_Index
2020-09-18
1035735.959999999999
EUR
-28146.200000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) Dec20
N/A
193.000000000000
NC
USD
77821.090000000000
0.0569550791
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
Wheat
2020-12-14
5251391.410000000000
USD
77821.090000000000
N
N
N
N/A
N/A
US ULTRA BOND CBT Dec20
N/A
24.000000000000
NC
USD
-93003.980000000000
-0.0680670116
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury Ultra Bonds
U.S. Treasury Ultra Bonds
2020-12-21
5394753.980000000000
USD
-93003.980000000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT Oct20
N/A
-91.000000000000
NC
USD
64279.180000000000
0.0470441339
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Reformulated Gasoline Blendstock
Reformulated Gasoline Blendstock
2020-09-30
-4703040.580000000000
USD
64279.180000000000
N
N
N
N/A
N/A
AUST 10Y BOND FUT Sep20
N/A
-59.000000000000
NC
-20779.920000000000
-0.0152082422
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Austrailian Government 10 Year Bonds
Austrailian Government 10 Year Bonds
2020-09-15
-8672464.727209600000
AUD
-20779.920000000000
N
N
N
N/A
N/A
SPI 200 FUTURES Sep20
N/A
49.000000000000
NC
-68009.310000000000
-0.0497741117
N/A
DE
AU
N
1
ASX Trade24
N/A
Long
ASX SPI 200 Index
XP_Index
2020-09-17
7478959.759999999999
AUD
-68009.310000000000
N
N
N
N/A
N/A
AUST 3YR BOND FUT Sep20
N/A
80.000000000000
NC
-3708.700000000000
-0.0027142938
N/A
DIR
AU
N
1
ASX Trade24
N/A
Long
Austrailian Government 3 Year Bonds
Austrailian Government 3 Year Bonds
2020-09-15
9360614.648476800000
AUD
-3708.700000000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT Sep20
N/A
-10.000000000000
NC
201.710000000000
0.0001476259
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z_Index
2020-09-18
-596300.900000000000
GBP
201.710000000000
N
N
N
N/A
N/A
DJIA MINI e-CBOT Sep20
N/A
18.000000000000
NC
USD
49117.560000000000
0.0359477683
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones Industrial Average Index
DM_Index
2020-09-18
2508322.440000000000
USD
49117.560000000000
N
N
N
N/A
N/A
EURO-SCHATZ FUT Sep20
N/A
235.000000000000
NC
-17055.370000000000
-0.0124823483
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro-Schatz
Euro-Schatz
2020-09-08
26337817.049999999999
EUR
-17055.370000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Dec21
N/A
-19.000000000000
NC
USD
-278.730000000000
-0.0002039947
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2021-12-13
-4739271.270000000000
USD
-278.730000000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT Sep20
N/A
17.000000000000
NC
-69499.770000000000
-0.0508649377
N/A
DE
NL
N
1
Euronext Derivatives Amsterdam
724500V6UOK62XEZ2L78
Long
Amsterdam Exchanges Index
EO_Index
2020-09-18
1924329.409999999999
EUR
-69499.770000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Jun21
N/A
-507.000000000000
NC
-7312.790000000000
-0.0053520265
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2021-06-14
-127358609.520000000000
EUR
-7312.790000000000
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep20
N/A
8.000000000000
NC
USD
-1131.800000000000
-0.0008283328
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Index
ES_Index
2020-09-18
1400691.800000000000
USD
-1131.800000000000
N
N
N
N/A
N/A
EUR/USD FWD 20200916
N/A
1.000000000000
NC
USD
-2421161.960000000000
-1.7719807169
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-64500000.000000000000
EUR
74576954.750000000000
USD
2020-09-16
-2421161.960000000000
N
N
N
N/A
N/A
EUR/USD FWD 20200916
N/A
1.000000000000
NC
USD
2696438.410000000000
1.9734478510
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-77465166.800000000000
USD
67150000.000000000000
EUR
2020-09-16
2696438.410000000000
N
N
N
N/A
N/A
S&P MID 400 EMINI Sep20
N/A
19.000000000000
NC
USD
390.100000000000
0.0002855033
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P Mid Cap 400 Index
FA_Index
2020-09-18
3658629.900000000000
USD
390.100000000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT Oct20
N/A
39.000000000000
NC
USD
-102277.550000000000
-0.0748540781
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Feeder Cattle
Feeder Cattle
2020-10-29
2844465.050000000000
USD
-102277.550000000000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Dec20
N/A
526.000000000000
NC
USD
75197.680000000000
0.0550350787
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 5 Year Note
U.S. Treasury 5 Year Note
2020-12-31
66217239.820000000000
USD
75197.680000000000
N
N
N
N/A
N/A
LONG GILT FUTURE Dec20
N/A
413.000000000000
NC
-245797.000000000000
-0.1798919492
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Long
Long Gilt
Long Gilt
2020-12-29
55943005.829999999999
GBP
-245797.000000000000
N
N
N
N/A
N/A
GBP/USD FWD 20200916
N/A
1.000000000000
NC
USD
-3907433.780000000000
-2.8597414899
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-61300000.000000000000
GBP
78043866.250000000000
USD
2020-09-16
-3907433.780000000000
N
N
N
N/A
N/A
GBP/USD FWD 20200916
N/A
1.000000000000
NC
USD
3277509.930000000000
2.3987178435
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-76534767.600000000000
USD
59700000.000000000000
GBP
2020-09-16
3277509.930000000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR Dec20
N/A
33.000000000000
NC
USD
126420.140000000000
0.0925233644
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Long
Gold
Gold
2020-12-29
6402959.860000000000
USD
126420.140000000000
N
N
N
N/A
N/A
DAX INDEX FUTURE Sep20
N/A
7.000000000000
NC
-23194.200000000000
-0.0169751862
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
German Stock Index
GX_Index
2020-09-18
2281486.269999999999
EUR
-23194.200000000000
N
N
N
N/A
N/A
COPPER FUTURE Dec20
N/A
82.000000000000
NC
USD
155464.060000000000
0.1137797971
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Long
Copper
Copper
2020-12-29
6120610.940000000000
USD
155464.060000000000
N
N
N
N/A
N/A
HANG SENG IDX FUT Sep20
N/A
71.000000000000
NC
-168761.290000000000
-0.1235116678
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Long
Hang Seng Index
HI_Index
2020-09-29
90324183.819999999996
HKD
-168761.290000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Oct20
N/A
35.000000000000
NC
USD
-70716.100000000000
-0.0517551356
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2020-09-30
1860147.100000000000
USD
-70716.100000000000
N
N
N
N/A
N/A
HUF/USD FWD 20200916
N/A
1.000000000000
NC
USD
-554584.730000000000
-0.4058850518
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-5265000000.000000000000
HUF
17115467.180000000000
USD
2020-09-16
-554584.730000000000
N
N
N
N/A
N/A
HUF/USD FWD 20200916
N/A
1.000000000000
NC
USD
-16955.970000000000
-0.0124096002
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-16539209.600000000000
USD
4923000000.000000000000
HUF
2020-09-16
-16955.970000000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR Sep20
N/A
-6.000000000000
NC
8506.420000000000
0.0062256109
N/A
DE
ES
N
1
Meff Renta Variable (Madrid)
N/A
Short
IBEX 35 Index
IB_Index
2020-09-18
-424452.220000000000
EUR
8506.420000000000
N
N
N
N/A
N/A
IDR/USD FWD 20200916
N/A
1.000000000000
NC
USD
-4906.640000000000
-0.0035910326
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-12425000000.000000000000
IDR
847025.720000000000
USD
2020-09-16
-4906.640000000000
N
N
N
U.S. Bank Money Market Deposit Account
N/A
U.S. Bank Money Market Deposit Account
8AMMF0A92
15719455.970000000000
NS
USD
15719455.970000000000
11.5046301400
Long
STIV
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127962J7
20000000.000000000000
PA
USD
19998458.400000000000
14.6363123317
Long
DBT
UST
US
N
1
2020-10-01
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Z1
13000000.000000000000
PA
USD
12997530.000000000000
9.5125286568
Long
DBT
UST
US
N
1
2020-11-12
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963U1
20000000.000000000000
PA
USD
19991375.000000000000
14.6311281894
Long
DBT
UST
US
N
1
2021-01-14
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964C0
5000000.000000000000
PA
USD
4997622.900000000000
3.6576204134
Long
DBT
UST
US
N
1
2021-02-11
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TJ8
20000000.000000000000
PA
USD
19999606.200000000000
14.6371523744
Long
DBT
UST
US
N
1
2020-09-10
Fixed
.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283X6
8500000.000000000000
PA
USD
8580409.070000000000
6.2797613981
Long
DBT
UST
US
N
1
2021-02-15
Fixed
2.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M98
8750000.000000000000
PA
USD
8782361.970000000000
6.4275650769
Long
DBT
UST
US
N
1
2020-11-30
Fixed
1.625000000000
N
N
N
N
N
N
N/A
N/A
FTSE/JSE TOP 40 Sep20
N/A
31.000000000000
NC
-18352.330000000000
-0.0134315570
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
FTSE/JSE Top 40 Index
AI_Index
2020-09-17
16149615.500000000002
ZAR
-18352.330000000000
N
N
N
N/A
N/A
AUD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-3644636.750000000000
-2.6674076942
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-94050000.000000000000
AUD
65725636.750000000000
USD
2020-09-16
-3644636.750000000000
N
N
N
N/A
N/A
AUD/USD FWD 20200916
N/A
1.000000000000
NC
USD
2489802.580000000000
1.8222168667
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-52386841.200000000000
USD
74400000.000000000000
AUD
2020-09-16
2489802.580000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Dec21
N/A
-129.000000000000
NC
-3949.690000000000
-0.0028906676
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2021-12-13
-32064248.229999999999
CAD
-3949.690000000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR Dec20
N/A
-105.000000000000
NC
USD
-111037.350000000000
-0.0812651307
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Crude Soybean Oil
Crude Soybean Oil
2020-12-14
-1959142.650000000000
USD
-111037.350000000000
N
N
N
N/A
N/A
BRL/USD FWD 20200916
N/A
1.000000000000
NC
USD
360734.300000000000
0.2640113442
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-65000000.000000000000
BRL
12219531.290000000000
USD
2020-09-16
360734.300000000000
N
N
N
N/A
N/A
BRL/USD FWD 20200916
N/A
1.000000000000
NC
USD
-612268.060000000000
-0.4481018675
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-13793777.060000000000
USD
72250000.000000000000
BRL
2020-09-16
-612268.060000000000
N
N
N
N/A
N/A
CORN FUTURE Dec20
N/A
-65.000000000000
NC
USD
-92174.050000000000
-0.0674596090
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Corn No. 2 Yellow
Corn No. 2 Yellow
2020-12-14
-1070513.450000000000
USD
-92174.050000000000
N
N
N
N/A
N/A
CAD/USD FWD 20200916
N/A
1.000000000000
NC
USD
-2584738.720000000000
-1.8916979722
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-110100000.000000000000
CAD
81828891.070000000000
USD
2020-09-16
-2584738.720000000000
N
N
N
N/A
N/A
CAD/USD FWD 20200916
N/A
1.000000000000
NC
USD
4313662.160000000000
3.1570486787
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-144081052.130000000000
USD
193550000.000000000000
CAD
2020-09-16
4313662.160000000000
N
N
N
N/A
N/A
COCOA FUTURE Dec20
N/A
45.000000000000
NC
USD
69484.100000000000
0.0508534693
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
US Cocoa
US Cocoa
2020-12-15
1124815.900000000000
USD
69484.100000000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT Sep20
N/A
36.000000000000
NC
-34797.930000000000
-0.0254676316
N/A
DE
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
CAC40 10 Euro Index
CF_Index
2020-09-18
1808459.959999999999
EUR
-34797.930000000000
N
N
N
N/A
N/A
CHF/USD FWD 20200916
N/A
1.000000000000
NC
USD
-839102.700000000000
-0.6141157958
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-24250000.000000000000
CHF
25999756.140000000000
USD
2020-09-16
-839102.700000000000
N
N
N
N/A
N/A
CHF/USD FWD 20200916
N/A
1.000000000000
NC
USD
883412.840000000000
0.6465451479
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-24295310.370000000000
USD
22750000.000000000000
CHF
2020-09-16
883412.840000000000
N
N
N
N/A
N/A
CLP/USD FWD 20200916
N/A
1.000000000000
NC
USD
152593.750000000000
0.1116790975
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-17853006.410000000000
USD
14000000000.000000000000
CLP
2020-09-16
152593.750000000000
N
N
N
N/A
N/A
CLP/USD FWD 20200916
N/A
1.000000000000
NC
USD
-219518.760000000000
-0.1606596403
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-17120000000.000000000000
CLP
21798758.030000000000
USD
2020-09-16
-219518.760000000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE Oct20
N/A
-48.000000000000
NC
USD
14013.840000000000
0.0102563375
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Crude Oil
Crude Oil
2020-09-22
-2059293.840000000000
USD
14013.840000000000
N
N
N
N/A
N/A
CNH/USD FWD 20200916
N/A
1.000000000000
NC
USD
390515.390000000000
0.2858072909
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-16317395.980000000000
USD
114600000.000000000000
CNY
2020-09-16
390515.390000000000
N
N
N
N/A
N/A
CNH/USD FWD 20200916
N/A
1.000000000000
NC
USD
-149591.900000000000
-0.1094821274
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-69400000.000000000000
CNY
9968462.650000000000
USD
2020-09-16
-149591.900000000000
N
N
N
N/A
N/A
CAN 10YR BOND FUT Dec20
N/A
449.000000000000
NC
-221061.010000000000
-0.1617883700
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Long
Canadian 10 Year Government Bonds
Canadian 10 Year Government Bonds
2020-12-18
68060400.869999999999
CAD
-221061.010000000000
N
N
N
N/A
N/A
COP/USD FWD 20200916
N/A
1.000000000000
NC
USD
-20603.190000000000
-0.0150788985
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-63840000000.000000000000
COP
17025585.510000000000
USD
2020-09-16
-20603.190000000000
N
N
N
N/A
N/A
COP/USD FWD 20200916
N/A
1.000000000000
NC
USD
-310453.610000000000
-0.2272123135
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-19158988.390000000000
USD
70590000000.000000000000
COP
2020-09-16
-310453.610000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Dec20
N/A
18.000000000000
NC
USD
-13120.960000000000
-0.0096028636
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Brent Crude Oil
Brent Crude Oil
2020-10-30
835000.960000000000
USD
-13120.960000000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR Dec20
N/A
60.000000000000
NC
USD
54398.800000000000
0.0398129601
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Cotton No.2
Cotton No.2
2020-12-08
1900401.200000000000
USD
54398.800000000000
N
N
N
N/A
N/A
CZK/USD FWD 20200916
N/A
1.000000000000
NC
USD
-681900.720000000000
-0.4990640637
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-276400000.000000000000
CZK
11876323.120000000000
USD
2020-09-16
-681900.720000000000
N
N
N
N/A
N/A
CZK/USD FWD 20200916
N/A
1.000000000000
NC
USD
287138.010000000000
0.2101482781
N/A
DFE
US
N
2
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
UBS GLOBAL ASSET MGMT. (AMERICAS) INC.
F88SLSBEMHN5FUSNRO91
-6709846.330000000000
USD
154000000.000000000000
CZK
2020-09-16
287138.010000000000
N
N
N
2020-10-29
RBB Fund, Inc.
/s/ James G. Shaw
RBB Fund, Inc.
Treasurer