0001145549-22-065593.txt : 20221102
0001145549-22-065593.hdr.sgml : 20221102
20221102114419
ACCESSION NUMBER: 0001145549-22-065593
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221102
DATE AS OF CHANGE: 20221102
PERIOD START: 20220831
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05518
FILM NUMBER: 221352877
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
S000061608
ABBEY CAPITAL MULTI ASSET FUND
C000199559
CLASS A SHARES
MAFAX
C000199560
CLASS C SHARES
MAFCX
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CLASS I SHARES
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NPORT-P/A
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2022-09-15
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2022-09-15
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2022-09-01
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N/A
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2022-09-02
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N/A
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6148619.999999999999
EUR
-82255.540000000000
N
N
N
N/A
N/A
EURO-BUND FUTURE Sep22
N/A
-74.000000000000
NC
253328.910000000000
0.0750008358
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Eurex
529900UT4DG0LG5R9O07
Short
Euro-Bund
Euro-Bund
2022-09-08
-11201859.999999999997
EUR
253328.910000000000
N
N
N
N/A
N/A
EURO/JPY FUTURE Sep22
N/A
27.000000000000
NC
755.800000000000
0.0002237630
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Euro/Japanese Yen Cross Currency Rate
Euro/Japanese Yen Cross Currency Rate
2022-09-19
470100000.000000000053
JPY
755.800000000000
N
N
N
N/A
N/A
SOYBEAN FUTURE Jan23
N/A
3.000000000000
NC
USD
1487.500000000000
0.0004403909
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2023-01-13
212675.000000000000
USD
1487.500000000000
N
N
N
N/A
N/A
SOYBEAN FUTURE Mar23
N/A
25.000000000000
NC
USD
20012.500000000000
0.0059249228
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2023-03-14
1767487.500000000000
USD
20012.500000000000
N
N
N
N/A
N/A
BRL/USD FWD 20220921
N/A
1.000000000000
NC
USD
7692.940000000000
0.0022775803
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3097562.470000000000
BRL
600000.000000000000
USD
2022-09-21
7692.940000000000
N
N
N
N/A
N/A
BRL/USD FWD 20220921
N/A
1.000000000000
NC
USD
-20775.700000000000
-0.0061508766
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2050000.000000000000
USD
10612146.080000000000
BRL
2022-09-21
-20775.700000000000
N
N
N
N/A
N/A
Short Euro-BTP Fu Sep22
N/A
-34.000000000000
NC
13084.500000000000
0.0038738115
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Short-term Euro-BTP
Short-term Euro-BTP
2022-09-08
-3682300.000000000000
EUR
13084.500000000000
N
N
N
N/A
N/A
Brent Fin Last Da Nov22
N/A
1.000000000000
NC
USD
-3980.000000000000
-0.0011783232
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Brent Crude Oil
Brent Crude Oil
2022-09-30
99620.000000000000
USD
-3980.000000000000
N
N
N
N/A
N/A
CORN FUTURE Mar23
N/A
62.000000000000
NC
USD
35075.000000000000
0.0103843431
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn No. 2 Yellow
Corn No. 2 Yellow
2023-03-14
2062075.000000000000
USD
35075.000000000000
N
N
N
N/A
N/A
CORN FUTURE May23
N/A
4.000000000000
NC
USD
1712.500000000000
0.0005070046
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn No. 2 Yellow
Corn No. 2 Yellow
2023-05-12
133937.500000000000
USD
1712.500000000000
N
N
N
N/A
N/A
CORN FUTURE Dec22
N/A
-27.000000000000
NC
USD
-88512.500000000000
-0.0262051081
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Corn No. 2 Yellow
Corn No. 2 Yellow
2022-12-14
-816662.500000000000
USD
-88512.500000000000
N
N
N
N/A
N/A
CORN FUTURE Dec22
N/A
30.000000000000
NC
USD
22900.000000000000
0.0067797992
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn No. 2 Yellow
Corn No. 2 Yellow
2022-12-14
982850.000000000000
USD
22900.000000000000
N
N
N
N/A
N/A
CAD/EUR FWD 20220915
N/A
1.000000000000
NC
USD
-18553.360000000000
-0.0054929282
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2875000.000000000000
EUR
3774391.710000000000
CAD
2022-09-15
-18553.360000000000
N
N
N
N/A
N/A
CAD/JPY FWD 20220901
N/A
1.000000000000
NC
USD
-2060.510000000000
-0.0006100369
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-42594856.000000000000
JPY
400000.000000000000
CAD
2022-09-01
-2060.510000000000
N
N
N
N/A
N/A
CAD/JPY FWD 20220915
N/A
1.000000000000
NC
USD
22010.150000000000
0.0065163492
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-271624080.000000000000
JPY
2600000.000000000000
CAD
2022-09-15
22010.150000000000
N
N
N
N/A
N/A
CAD/USD FWD 20220901
N/A
1.000000000000
NC
USD
6922.360000000000
0.0020494415
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3176097.000000000000
CAD
2425232.800000000000
USD
2022-09-01
6922.360000000000
N
N
N
N/A
N/A
CAD/USD FWD 20220915
N/A
1.000000000000
NC
USD
48812.730000000000
0.0144515505
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3700000.000000000000
CAD
2865756.280000000000
USD
2022-09-15
48812.730000000000
N
N
N
N/A
N/A
CAD/USD FWD 20220921
N/A
1.000000000000
NC
USD
31820.660000000000
0.0094208596
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2585318.890000000000
CAD
2000000.000000000000
USD
2022-09-21
31820.660000000000
N
N
N
N/A
N/A
CAD/USD FWD 20220921
N/A
1.000000000000
NC
USD
-14490.330000000000
-0.0042900230
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-600000.000000000000
USD
769101.290000000000
CAD
2022-09-21
-14490.330000000000
N
N
N
N/A
N/A
MILL WHEAT EURO Mar23
N/A
3.000000000000
NC
-100.490000000000
-0.0000297512
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
Milling Wheat No. 2
Milling Wheat No. 2
2023-03-10
48812.499999999999
EUR
-100.490000000000
N
N
N
N/A
N/A
MILL WHEAT EURO Dec22
N/A
-1.000000000000
NC
-929.580000000000
-0.0002752125
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Short
Milling Wheat No. 2
Milling Wheat No. 2
2022-12-12
-15300.000000000000
EUR
-929.580000000000
N
N
N
N/A
N/A
MILL WHEAT EURO Dec22
N/A
4.000000000000
NC
-113.050000000000
-0.0000334697
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
Milling Wheat No. 2
Milling Wheat No. 2
2022-12-12
65012.500000000000
EUR
-113.050000000000
N
N
N
N/A
N/A
COCOA FUTURE Mar23
N/A
-5.000000000000
NC
USD
920.000000000000
0.0002723762
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
US Cocoa
US Cocoa
2023-03-16
-120720.000000000000
USD
920.000000000000
N
N
N
N/A
N/A
COCOA FUTURE Dec22
N/A
-12.000000000000
NC
USD
-6290.000000000000
-0.0018622243
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
US Cocoa
US Cocoa
2022-12-14
-283270.000000000000
USD
-6290.000000000000
N
N
N
N/A
N/A
C$ CURRENCY FUT Sep22
N/A
208.000000000000
NC
USD
-180290.000000000000
-0.0533768557
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Canadian Dollar/US Dollar Cross Currency Rate
Canadian Dollar/US Dollar Cross Currency Rate
2022-09-20
16027810.000000000000
USD
-180290.000000000000
N
N
N
N/A
N/A
C$ CURRENCY FUT Sep22
N/A
-133.000000000000
NC
USD
165140.000000000000
0.0488915301
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Canadian Dollar/US Dollar Cross Currency Rate
Canadian Dollar/US Dollar Cross Currency Rate
2022-09-20
-10298410.000000000000
USD
165140.000000000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT Sep22
N/A
93.000000000000
NC
-413146.820000000000
-0.1223167020
N/A
DE
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
CAC40 10 Euro Index
CF_Index
2022-09-16
6106429.999999999999
EUR
-413146.820000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
6171.250000000000
0.0018270671
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-09-09
-65312.500000000000
USD
6171.250000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-6558.750000000000
-0.0019417907
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-09-09
65700.000000000000
USD
-6558.750000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
6218.750000000000
0.0018411300
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-09-12
-65350.000000000000
USD
6218.750000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-1768.750000000000
-0.0005236581
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-09-12
60900.000000000000
USD
-1768.750000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
2.000000000000
NC
USD
309.000000000000
0.0000914829
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-10-03
118041.000000000000
USD
309.000000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-2.000000000000
NC
USD
3490.500000000000
0.0010334013
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-10-03
-121840.500000000000
USD
3490.500000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
1.000000000000
NC
USD
-1602.000000000000
-0.0004742899
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMNIDP
LMNIDP
2022-10-11
129780.000000000000
USD
-1602.000000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
-1.000000000000
NC
USD
-4263.720000000000
-0.0012623216
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMNIDP
LMNIDP
2022-10-11
-123914.280000000000
USD
-4263.720000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
-1.000000000000
NC
USD
-5931.000000000000
-0.0017559384
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMNIDP
LMNIDP
2022-10-12
-122250.000000000000
USD
-5931.000000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
-186.250000000000
-0.0000551414
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-10-05
-58988.750000000000
USD
-186.250000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-2.000000000000
NC
USD
75.000000000000
0.0000222046
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-10-10
-118425.000000000000
USD
75.000000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
1812.500000000000
0.0005366107
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-10-14
-60987.500000000000
USD
1812.500000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-1612.500000000000
-0.0004773985
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-10-14
60787.500000000000
USD
-1612.500000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
3358.250000000000
0.0009942472
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-10-28
-62225.000000000000
USD
3358.250000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-2458.250000000000
-0.0007277922
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-10-28
61325.000000000000
USD
-2458.250000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-3306.250000000000
-0.0009788520
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-11-04
62262.500000000000
USD
-3306.250000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
-1.000000000000
NC
USD
1818.750000000000
0.0005384611
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMAHDP
LMAHDP
2022-11-04
-60775.000000000000
USD
1818.750000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
1.000000000000
NC
USD
4267.500000000000
0.0012634407
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMNIDP
LMNIDP
2022-10-12
123913.500000000000
USD
4267.500000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
-1.000000000000
NC
USD
5786.640000000000
0.0017131990
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMNIDP
LMNIDP
2022-10-24
-134040.000000000000
USD
5786.640000000000
N
N
N
N/A
N/A
LME ALUMINUM FORWARD
N/A
1.000000000000
NC
USD
-2402.500000000000
-0.0007112868
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMAHDP
LMAHDP
2022-11-08
61375.000000000000
USD
-2402.500000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
-1.000000000000
NC
USD
-4283.000000000000
-0.0012680297
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMCADP
LMCADP
2022-09-26
-191704.500000000000
USD
-4283.000000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
1.000000000000
NC
USD
-17498.770000000000
-0.0051807051
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMNIDP
LMNIDP
2022-10-28
145800.000000000000
USD
-17498.770000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
-2.000000000000
NC
USD
4071.230000000000
0.0012053328
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMNIDP
LMNIDP
2022-11-04
-260790.000000000000
USD
4071.230000000000
N
N
N
N/A
N/A
LME NICKEL FORWARD
N/A
1.000000000000
NC
USD
-294.000000000000
-0.0000870420
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMNIDP
LMNIDP
2022-11-28
128760.000000000000
USD
-294.000000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
481.250000000000
0.0001424794
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-09-27
-49250.000000000000
USD
481.250000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
1.000000000000
NC
USD
-15025.000000000000
-0.0044483180
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMCADP
LMCADP
2022-09-26
211012.500000000000
USD
-15025.000000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
1.000000000000
NC
USD
-5628.500000000000
-0.0016663799
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMCADP
LMCADP
2022-10-24
201191.000000000000
USD
-5628.500000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
-2.000000000000
NC
USD
-12067.250000000000
-0.0035726433
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMCADP
LMCADP
2022-10-24
-379057.750000000000
USD
-12067.250000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
1.000000000000
NC
USD
-4389.500000000000
-0.0012995602
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMCADP
LMCADP
2022-11-07
199800.000000000000
USD
-4389.500000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
1.000000000000
NC
USD
-1820.750000000000
-0.0005390532
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMCADP
LMCADP
2022-11-11
197087.500000000000
USD
-1820.750000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
-1.000000000000
NC
USD
5752.000000000000
0.0017029434
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMCADP
LMCADP
2022-11-11
-201018.750000000000
USD
5752.000000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
481.250000000000
0.0001424794
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-09-27
-49250.000000000000
USD
481.250000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
607.500000000000
0.0001798571
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-10-04
-49400.000000000000
USD
607.500000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
1.000000000000
NC
USD
-1755.250000000000
-0.0005196612
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMPBDP
LMPBDP
2022-10-04
50547.750000000000
USD
-1755.250000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
1.000000000000
NC
USD
386.500000000000
0.0001144276
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LMPBDP
LMPBDP
2022-10-12
48437.500000000000
USD
386.500000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
1652.750000000000
0.0004893150
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-10-12
-50476.750000000000
USD
1652.750000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-2.000000000000
NC
USD
3050.000000000000
0.0009029864
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-10-24
-100625.000000000000
USD
3050.000000000000
N
N
N
N/A
N/A
LME COPPER FORWARD
N/A
-1.000000000000
NC
USD
8556.250000000000
0.0025331728
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMCADP
LMCADP
2022-11-23
-203612.500000000000
USD
8556.250000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-2.000000000000
NC
USD
3050.000000000000
0.0009029864
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-10-24
-100625.000000000000
USD
3050.000000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
1356.250000000000
0.0004015329
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-11-21
-50087.500000000000
USD
1356.250000000000
N
N
N
N/A
N/A
LME LEAD FORWARD
N/A
-1.000000000000
NC
USD
775.000000000000
0.0002294474
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LMPBDP
LMPBDP
2022-11-28
-49525.000000000000
USD
775.000000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Sep22
N/A
-1.000000000000
NC
USD
25106.220000000000
0.0074329751
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2022-09-19
-153128.220000000000
USD
25106.220000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Sep22
N/A
1.000000000000
NC
USD
-39924.000000000000
-0.0118199434
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2022-09-19
167946.000000000000
USD
-39924.000000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Sep22
N/A
-181.000000000000
NC
USD
1877225.250000000000
0.5557733725
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2022-09-19
-37387162.750000000000
USD
1877225.250000000000
N
N
N
N/A
N/A
HUF/USD FWD 20220915
N/A
1.000000000000
NC
USD
-13613.990000000000
-0.0040305729
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-205462870.000000000000
HUF
500000.000000000000
USD
2022-09-15
-13613.990000000000
N
N
N
N/A
N/A
MINI HSI IDX FUT Sep22
N/A
-12.000000000000
NC
927.540000000000
0.0002746085
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Short
Hang Seng Index
HU_Index
2022-09-29
-2386160.000000000001
HKD
927.540000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Sep22
N/A
181.000000000000
NC
USD
-2210315.500000000000
-0.6543884383
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2022-09-19
37720253.000000000000
USD
-2210315.500000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Dec22
N/A
92.000000000000
NC
USD
-370891.500000000000
-0.1098065455
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2022-12-19
18298241.500000000000
USD
-370891.500000000000
N
N
N
N/A
N/A
DJIA MICR MIN CBOTSep22
N/A
-2.000000000000
NC
USD
640.000000000000
0.0001894791
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Dow Jones U.S. Micro-Cap Total Stock Index
HWI_Index
2022-09-16
-32172.000000000000
USD
640.000000000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR Sep22
N/A
-1.000000000000
NC
2004.880000000000
0.0005935670
N/A
DE
ES
N
1
Meff Renta Variable (Madrid)
N/A
Short
IBEX 35 Index
IB_Index
2022-09-16
-80899.999999999999
EUR
2004.880000000000
N
N
N
N/A
N/A
IDR/USD FWD 20220921
N/A
1.000000000000
NC
USD
-624.920000000000
-0.0001850145
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2237307248.500000000000
IDR
150000.000000000000
USD
2022-09-21
-624.920000000000
N
N
N
N/A
N/A
IDR/USD FWD 20220921
N/A
1.000000000000
NC
USD
49.240000000000
0.0000145780
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-50000.000000000000
USD
743406375.760000000000
IDR
2022-09-21
49.240000000000
N
N
N
N/A
N/A
SGX Nifty 50 Sep22
N/A
48.000000000000
NC
USD
-5827.000000000000
-0.0017251480
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
SGX Nifty 50 Index
IH_Index
2022-09-29
1686787.000000000000
USD
-5827.000000000000
N
N
N
N/A
N/A
RAPESEED EURO Feb23
N/A
-1.000000000000
NC
2122.970000000000
0.0006285288
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Short
Eurpoean Rapeseed
Eurpoean Rapeseed
2023-01-31
-33274.999999999999
EUR
2122.970000000000
N
N
N
N/A
N/A
RAPESEED EURO Nov22
N/A
-1.000000000000
NC
1683.300000000000
0.0004983596
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Short
Eurpoean Rapeseed
Eurpoean Rapeseed
2022-10-31
-32499.999999999999
EUR
1683.300000000000
N
N
N
N/A
N/A
Euro-BTP Future Sep22
N/A
-26.000000000000
NC
96294.730000000000
0.0285091237
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-BTP Italian Government Bonds
Euro-BTP Italian Government Bonds
2022-09-08
-3203079.999999999997
EUR
96294.730000000000
N
N
N
N/A
N/A
FTSE KLCI FUTURE Sep22
N/A
-1.000000000000
NC
-89.380000000000
-0.0000264619
N/A
DE
MY
N
1
Bursa Malaysia
549300RY3Q0YLHMEXM25
Short
FTSE Bursa Malaysia KLCI Index
IK_Index
2022-09-30
-74024.999999999999
MYR
-89.380000000000
N
N
N
N/A
N/A
ILS/USD FWD 20220915
N/A
1.000000000000
NC
USD
30425.900000000000
0.0090079254
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-4225627.900000000000
ILS
1300000.000000000000
USD
2022-09-15
30425.900000000000
N
N
N
N/A
N/A
ILS/USD FWD 20220915
N/A
1.000000000000
NC
USD
-24674.530000000000
-0.0073051685
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1000000.000000000000
USD
3246256.000000000000
ILS
2022-09-15
-24674.530000000000
N
N
N
N/A
N/A
ILS/USD FWD 20220921
N/A
1.000000000000
NC
USD
-14280.960000000000
-0.0042280367
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-700000.000000000000
USD
2281708.720000000000
ILS
2022-09-21
-14280.960000000000
N
N
N
N/A
N/A
ILS/USD FWD 20220921
N/A
1.000000000000
NC
USD
4791.040000000000
0.0014184406
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3977020.780000000000
ILS
1200000.000000000000
USD
2022-09-21
4791.040000000000
N
N
N
N/A
N/A
INR/USD FWD 20220902
N/A
1.000000000000
NC
USD
-29706.280000000000
-0.0087948739
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-6427363.980000000000
USD
508437440.220000000000
INR
2022-09-02
-29706.280000000000
N
N
N
N/A
N/A
INR/USD FWD 20220902
N/A
1.000000000000
NC
USD
2342.300000000000
0.0006934639
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-508437440.220000000000
INR
6400000.000000000000
USD
2022-09-02
2342.300000000000
N
N
N
N/A
N/A
INR/USD FWD 20220906
N/A
1.000000000000
NC
USD
22563.490000000000
0.0066801717
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-7600000.000000000000
USD
606001474.390000000000
INR
2022-09-06
22563.490000000000
N
N
N
N/A
N/A
INR/USD FWD 20220906
N/A
1.000000000000
NC
USD
30885.830000000000
0.0091440928
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-601752200.000000000000
INR
7600000.000000000000
USD
2022-09-06
30885.830000000000
N
N
N
N/A
N/A
INR/USD FWD 20220912
N/A
1.000000000000
NC
USD
34633.040000000000
0.0102534959
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-7600000.000000000000
USD
607289400.000000000000
INR
2022-09-12
34633.040000000000
N
N
N
N/A
N/A
INR/USD FWD 20220912
N/A
1.000000000000
NC
USD
-24000.260000000000
-0.0071055434
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-606443625.610000000000
INR
7600000.000000000000
USD
2022-09-12
-24000.260000000000
N
N
N
N/A
N/A
INR/USD FWD 20220919
N/A
1.000000000000
NC
USD
3593.950000000000
0.0010640288
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-600000.000000000000
USD
48042600.000000000000
INR
2022-09-19
3593.950000000000
N
N
N
N/A
N/A
INR/USD FWD 20220919
N/A
1.000000000000
NC
USD
-2856.170000000000
-0.0008456008
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-47983876.820000000000
INR
600000.000000000000
USD
2022-09-19
-2856.170000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Mar23
N/A
-4.000000000000
NC
8165.250000000000
0.0024174129
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2023-03-13
-985324.999999999999
EUR
8165.250000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Mar24
N/A
-8.000000000000
NC
14270.350000000000
0.0042248955
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2024-03-18
-1966699.999999999999
EUR
14270.350000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Jun23
N/A
-29.000000000000
NC
31555.570000000000
0.0093423768
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2023-06-19
-7102324.999999999997
EUR
31555.570000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Jun24
N/A
-21.000000000000
NC
20212.130000000000
0.0059840254
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2024-06-17
-5149624.999999999999
EUR
20212.130000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Jun25
N/A
-17.000000000000
NC
7449.230000000000
0.0022054272
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2025-06-16
-4164762.499999999999
EUR
7449.230000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Sep23
N/A
-10.000000000000
NC
17737.440000000000
0.0052513660
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2023-09-18
-2455274.999999999999
EUR
17737.440000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Sep24
N/A
-9.000000000000
NC
11632.340000000000
0.0034438834
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2024-09-16
-2211512.500000000000
EUR
11632.340000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Dec23
N/A
-8.000000000000
NC
16192.330000000000
0.0047939190
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2023-12-18
-1967112.499999999999
EUR
16192.330000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Dec24
N/A
-9.000000000000
NC
10753.020000000000
0.0031835509
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2024-12-16
-2211649.999999999999
EUR
10753.020000000000
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep22
N/A
-20.000000000000
NC
USD
30330.000000000000
0.0089795332
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
S&P 500 Index
ES_Index
2022-09-16
-3986830.000000000000
USD
30330.000000000000
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep22
N/A
786.000000000000
NC
USD
5367885.000000000000
1.5892219379
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Index
ES_Index
2022-09-16
150122565.000000000000
USD
5367885.000000000000
N
N
N
N/A
N/A
EUR/GBP FWD 20220915
N/A
1.000000000000
NC
USD
3708.260000000000
0.0010978715
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-169946.730000000000
GBP
200000.000000000000
EUR
2022-09-15
3708.260000000000
N
N
N
N/A
N/A
INR/USD FWD 20220921
N/A
1.000000000000
NC
USD
-6645.230000000000
-0.0019673941
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-96059319.530000000000
INR
1200000.000000000000
USD
2022-09-21
-6645.230000000000
N
N
N
N/A
N/A
INR/USD FWD 20220921
N/A
1.000000000000
NC
USD
1022.560000000000
0.0003027402
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-250000.000000000000
USD
19983550.080000000000
INR
2022-09-21
1022.560000000000
N
N
N
N/A
N/A
INR/USD FWD 20220923
N/A
1.000000000000
NC
USD
41736.360000000000
0.0123565127
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-7600000.000000000000
USD
608457459.000000000000
INR
2022-09-23
41736.360000000000
N
N
N
N/A
N/A
PEN/USD FWD 20220921
N/A
1.000000000000
NC
USD
-183.790000000000
-0.0000544131
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-193505.000000000000
PEN
50000.000000000000
USD
2022-09-21
-183.790000000000
N
N
N
N/A
N/A
PEN/USD FWD 20220921
N/A
1.000000000000
NC
USD
108.340000000000
0.0000320753
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-50000.000000000000
USD
193214.050000000000
PEN
2022-09-21
108.340000000000
N
N
N
N/A
N/A
INR/USD FWD 20220923
N/A
1.000000000000
NC
USD
-35656.970000000000
-0.0105566418
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-607973400.000000000000
INR
7600000.000000000000
USD
2022-09-23
-35656.970000000000
N
N
N
N/A
N/A
INR/USD FWD 20220926
N/A
1.000000000000
NC
USD
-3650.320000000000
-0.0010807178
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-48077400.000000000000
INR
600000.000000000000
USD
2022-09-26
-3650.320000000000
N
N
N
N/A
N/A
MEXICAN PESO FUT Sep22
N/A
169.000000000000
NC
USD
-4010.000000000000
-0.0011872050
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Mexican Peso/US Dollar Cross Currency Rate
Mexican Peso/US Dollar Cross Currency Rate
2022-09-19
4183380.000000000000
USD
-4010.000000000000
N
N
N
N/A
N/A
PHP/USD FWD 20220921
N/A
1.000000000000
NC
USD
767.320000000000
0.0002271736
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-5574931.110000000000
PHP
100000.000000000000
USD
2022-09-21
767.320000000000
N
N
N
N/A
N/A
PHP/USD FWD 20220921
N/A
1.000000000000
NC
USD
49.260000000000
0.0000145840
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-50000.000000000000
USD
2811786.950000000000
PHP
2022-09-21
49.260000000000
N
N
N
N/A
N/A
PLN/USD FWD 20220915
N/A
1.000000000000
NC
USD
15675.490000000000
0.0046409028
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-8406243.000000000000
PLN
1800000.000000000000
USD
2022-09-15
15675.490000000000
N
N
N
N/A
N/A
INR/USD FWD 20220926
N/A
1.000000000000
NC
USD
3578.750000000000
0.0010595287
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-600000.000000000000
USD
48071700.000000000000
INR
2022-09-26
3578.750000000000
N
N
N
N/A
N/A
INR/USD FWD 20220929
N/A
1.000000000000
NC
USD
-41479.560000000000
-0.0122804842
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-608765928.000000000000
INR
7600000.000000000000
USD
2022-09-29
-41479.560000000000
N
N
N
N/A
N/A
INR/USD FWD 20220929
N/A
1.000000000000
NC
USD
24235.550000000000
0.0071752036
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-7600000.000000000000
USD
607392167.000000000000
INR
2022-09-29
24235.550000000000
N
N
N
N/A
N/A
INR/USD FWD 20220930
N/A
1.000000000000
NC
USD
-3568.450000000000
-0.0010564792
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-48088200.000000000000
INR
600000.000000000000
USD
2022-09-30
-3568.450000000000
N
N
N
N/A
N/A
PLATINUM FUTURE Oct22
N/A
-5.000000000000
NC
USD
8210.000000000000
0.0024306616
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Platinum
Platinum
2022-10-27
-214960.000000000000
USD
8210.000000000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT Sep22
N/A
7.000000000000
NC
-27624.020000000000
-0.0081783977
N/A
DE
CA
N
1
Montreal Exchange
N/A
Montreal Exchange
N/A
Long
S&P/Toronto Stock Exchange 60 Index
PT_Index
2022-09-15
1667280.000000000000
CAD
-27624.020000000000
N
N
N
N/A
N/A
INR/USD FWD 20221003
N/A
1.000000000000
NC
USD
-24746.390000000000
-0.0073264434
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-607641964.000000000000
INR
7600000.000000000000
USD
2022-10-03
-24746.390000000000
N
N
N
N/A
N/A
INR/USD FWD 20221003
N/A
1.000000000000
NC
USD
3222.900000000000
0.0009541753
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3138764.000000000000
USD
250395619.800000000000
INR
2022-10-03
3222.900000000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT Sep22
N/A
-1.000000000000
NC
3624.320000000000
0.0010730202
N/A
DE
CA
N
1
Montreal Exchange
N/A
Montreal Exchange
N/A
Short
S&P/Toronto Stock Exchange 60 Index
PT_Index
2022-09-15
-237759.999999999999
CAD
3624.320000000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE Sep22
N/A
82.000000000000
NC
-102413.580000000000
-0.0303206772
N/A
DE
SE
N
1
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
Long
OMXS30 Index
QC_Index
2022-09-16
16827528.731199999995
SEK
-102413.580000000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE Sep22
N/A
-32.000000000000
NC
25522.030000000000
0.0075560803
N/A
DE
SE
N
1
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
Short
OMXS30 Index
QC_Index
2022-09-16
-6412864.999999999991
SEK
25522.030000000000
N
N
N
N/A
N/A
COCOA FUTURE - IC Dec22
N/A
-1.000000000000
NC
-1173.310000000000
-0.0003473714
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
London Cocoa
London Cocoa
2022-12-13
-17769.999999999999
GBP
-1173.310000000000
N
N
N
N/A
N/A
Low Su Gasoil G Jan23
N/A
1.000000000000
NC
USD
-10100.000000000000
-0.0029902171
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2023-01-12
108600.000000000000
USD
-10100.000000000000
N
N
N
N/A
N/A
Low Su Gasoil G Oct22
N/A
13.000000000000
NC
USD
-16375.000000000000
-0.0048480005
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2022-10-12
1414200.000000000000
USD
-16375.000000000000
N
N
N
N/A
N/A
Low Su Gasoil G Nov22
N/A
3.000000000000
NC
USD
1775.000000000000
0.0005255085
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2022-11-10
310675.000000000000
USD
1775.000000000000
N
N
N
N/A
N/A
Low Su Gasoil G Dec22
N/A
2.000000000000
NC
USD
5725.000000000000
0.0016949498
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2022-12-12
195175.000000000000
USD
5725.000000000000
N
N
N
N/A
N/A
WHITE SUGAR (ICE) Oct22
N/A
3.000000000000
NC
USD
-375.000000000000
-0.0001110229
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
White Sugar
White Sugar
2022-09-15
82995.000000000000
USD
-375.000000000000
N
N
N
N/A
N/A
WHITE SUGAR (ICE) Dec22
N/A
2.000000000000
NC
USD
90.000000000000
0.0000266455
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
White Sugar
White Sugar
2022-11-15
52210.000000000000
USD
90.000000000000
N
N
N
N/A
N/A
MSCI SING IX ETS Sep22
N/A
-7.000000000000
NC
2622.630000000000
0.0007764587
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Short
MSCI Singapore Index
QZ_Index
2022-09-29
-205754.999999999999
SGD
2622.630000000000
N
N
N
N/A
N/A
ROUGH RICE (CBOT) Nov22
N/A
1.000000000000
NC
USD
470.000000000000
0.0001391487
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Rough Rice
Rough Rice
2022-11-14
35210.000000000000
USD
470.000000000000
N
N
N
N/A
N/A
CANOLA FUTR (WCE) Nov22
N/A
-1.000000000000
NC
59.390000000000
0.0000175831
N/A
DCO
CA
N
1
ICE Futures US-Canadian Grains
5493004R83R1LVX2IL36
Short
Canadian Canola Oil
Canadian Canola Oil
2022-11-14
-16786.000000000000
CAD
59.390000000000
N
N
N
N/A
N/A
E-Mini Russ 2000 Sep22
N/A
1.000000000000
NC
USD
-8910.000000000000
-0.0026379044
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTY_Index
2022-09-16
101140.000000000000
USD
-8910.000000000000
N
N
N
N/A
N/A
E-Mini Russ 2000 Sep22
N/A
-2.000000000000
NC
USD
-12770.000000000000
-0.0037807002
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 Index
RTY_Index
2022-09-16
-171690.000000000000
USD
-12770.000000000000
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.000000000000
NC
USD
-18951.730000000000
-0.0056108700
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-948690.730000000000
USD
800000.000000000000
GBP
2022-09-21
-18951.730000000000
N
N
N
N/A
N/A
GBP/USD FWD 20220921
N/A
1.000000000000
NC
USD
153563.070000000000
0.0454640514
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3300000.000000000000
GBP
3988736.500000000000
USD
2022-09-21
153563.070000000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR Feb23
N/A
-1.000000000000
NC
USD
790.000000000000
0.0002338883
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Gold
Gold
2023-02-24
-174680.000000000000
USD
790.000000000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR Dec22
N/A
-51.000000000000
NC
USD
135120.000000000000
0.0400037758
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Commodity Exchange, Inc.
N/A
Short
Gold
Gold
2022-12-28
-8938740.000000000000
USD
135120.000000000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR Dec22
N/A
21.000000000000
NC
USD
-52600.000000000000
-0.0155728139
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Commodity Exchange, Inc.
N/A
Long
Gold
Gold
2022-12-28
3677620.000000000000
USD
-52600.000000000000
N
N
N
N/A
N/A
DAX INDEX FUTURE Sep22
N/A
-23.000000000000
NC
191355.910000000000
0.0566530412
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
German Stock Index
GX_Index
2022-09-16
-7577437.499999999998
EUR
191355.910000000000
N
N
N
N/A
N/A
HSCEI Futures Sep22
N/A
-26.000000000000
NC
6013.740000000000
0.0017804345
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Short
Hang Seng China Enterprises Index
HC_Index
2022-09-29
-8910599.999999999996
HKD
6013.740000000000
N
N
N
N/A
N/A
COPPER FUTURE Dec22
N/A
-27.000000000000
NC
USD
93062.500000000000
0.0275521861
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Commodity Exchange, Inc.
N/A
Short
Copper
Copper
2022-12-28
-2468050.000000000000
USD
93062.500000000000
N
N
N
N/A
N/A
COPPER FUTURE Dec22
N/A
1.000000000000
NC
USD
-6137.500000000000
-0.0018170750
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Commodity Exchange, Inc.
N/A
Long
Copper
Copper
2022-12-28
94100.000000000000
USD
-6137.500000000000
N
N
N
N/A
N/A
HANG SENG IDX FUT Sep22
N/A
-55.000000000000
NC
52661.590000000000
0.0155910483
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Short
Hang Seng Index
HI_Index
2022-09-29
-54929324.999999999997
HKD
52661.590000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Jan23
N/A
1.000000000000
NC
USD
1772.400000000000
0.0005247387
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2022-12-30
144534.600000000000
USD
1772.400000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Oct22
N/A
14.000000000000
NC
USD
-58174.200000000000
-0.0172231176
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2022-09-30
2214605.400000000000
USD
-58174.200000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Oct22
N/A
-5.000000000000
NC
USD
35779.800000000000
0.0105930069
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NY Harbor ULSD
NY Harbor ULSD
2022-09-30
-805933.800000000000
USD
35779.800000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Nov22
N/A
4.000000000000
NC
USD
32537.400000000000
0.0096330584
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2022-10-31
573774.600000000000
USD
32537.400000000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE Dec22
N/A
15.000000000000
NC
USD
2880.000000000000
0.0008526560
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
Lean Hogs
2022-12-14
500370.000000000000
USD
2880.000000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Sep22
N/A
10.000000000000
NC
USD
-50448.500000000000
-0.0149358384
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Lead
London Metals - Lead
2022-09-19
539011.000000000000
USD
-50448.500000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Sep22
N/A
-10.000000000000
NC
USD
29030.000000000000
0.0085946537
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Lead
London Metals - Lead
2022-09-19
-517592.500000000000
USD
29030.000000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Dec22
N/A
2.000000000000
NC
USD
-11345.000000000000
-0.0033588132
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Lead
London Metals - Lead
2022-12-19
108845.000000000000
USD
-11345.000000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Dec22
N/A
-12.000000000000
NC
USD
40526.250000000000
0.0119982462
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Lead
London Metals - Lead
2022-12-19
-625526.250000000000
USD
40526.250000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Mar23
N/A
-37.000000000000
NC
-1504.420000000000
-0.0004454002
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2023-03-09
-36653439.439999999999
AUD
-1504.420000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Mar24
N/A
-2.000000000000
NC
248.710000000000
0.0000736334
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2024-03-07
-1981652.519999999999
AUD
248.710000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Jun23
N/A
-5.000000000000
NC
2285.190000000000
0.0006765559
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2023-06-08
-4954748.039999999999
AUD
2285.190000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Jun24
N/A
-2.000000000000
NC
-230.650000000000
-0.0000682865
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2024-06-13
-1981145.560000000000
AUD
-230.650000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Sep23
N/A
-5.000000000000
NC
1838.020000000000
0.0005441662
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2023-09-07
-4954336.380000000000
AUD
1838.020000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Dec23
N/A
-3.000000000000
NC
1573.730000000000
0.0004659202
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2023-12-07
-2973725.410000000000
AUD
1573.730000000000
N
N
N
N/A
N/A
XAV Health Care Sep22
N/A
-1.000000000000
NC
USD
5190.000000000000
0.0015365571
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
XAV Health Care Select Sector Index
IXC_Index
2022-09-16
-131080.000000000000
USD
5190.000000000000
N
N
N
N/A
N/A
XAI Emini Industr Sep22
N/A
-1.000000000000
NC
USD
4310.000000000000
0.0012760233
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Industrial Select Sector Index
IXI_Index
2022-09-16
-97740.000000000000
USD
4310.000000000000
N
N
N
N/A
N/A
XAP Cons Staples Sep22
N/A
-1.000000000000
NC
USD
820.000000000000
0.0002427701
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Consumer Staples Select Sector
IXR_Index
2022-09-16
-74330.000000000000
USD
820.000000000000
N
N
N
N/A
N/A
XAU Utilities Sep22
N/A
1.000000000000
NC
USD
-970.000000000000
-0.0002871793
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Utilities Select Sector Index
IXS_Index
2022-09-16
75890.000000000000
USD
-970.000000000000
N
N
N
N/A
N/A
JPN 10Y BOND(OSE) Sep22
N/A
-5.000000000000
NC
-18067.290000000000
-0.0053490218
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Japanese 10 Year Government Bonds
Japanese 10 Year Government Bonds
2022-09-12
-745140000.000000000024
JPY
-18067.290000000000
N
N
N
N/A
N/A
FCOJ-A FUTURE Nov22
N/A
1.000000000000
NC
USD
3075.000000000000
0.0009103879
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Frozen Concentrated Orange Juice
Frozen Concentrated Orange Juice
2022-11-09
24727.500000000000
USD
3075.000000000000
N
N
N
N/A
N/A
JPY/NZD FWD 20220915
N/A
1.000000000000
NC
USD
-716.110000000000
-0.0002120123
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-152914824.000000000000
JPY
1800000.000000000000
NZD
2022-09-15
-716.110000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220901
N/A
1.000000000000
NC
USD
-4078.870000000000
-0.0012075947
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3424555.390000000000
USD
475157060.000000000000
JPY
2022-09-01
-4078.870000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220901
N/A
1.000000000000
NC
USD
5481.870000000000
0.0016229685
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-523852780.000000000000
JPY
3776500.480000000000
USD
2022-09-01
5481.870000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220902
N/A
1.000000000000
NC
USD
4080.340000000000
0.0012080299
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-475157060.000000000000
JPY
3424791.850000000000
USD
2022-09-02
4080.340000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Dec22
N/A
-101.000000000000
NC
USD
640545.750000000000
0.1896406794
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2022-12-19
-20321658.250000000000
USD
640545.750000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Sep22
N/A
-15.000000000000
NC
USD
-21407.250000000000
-0.0063378540
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2022-09-19
-1301780.250000000000
USD
-21407.250000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Sep22
N/A
15.000000000000
NC
USD
-23135.500000000000
-0.0068495216
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2022-09-19
1346323.000000000000
USD
-23135.500000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Dec22
N/A
9.000000000000
NC
USD
-24517.000000000000
-0.0072585300
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2022-12-19
798967.000000000000
USD
-24517.000000000000
N
N
N
N/A
N/A
EUR/GBP FWD 20220915
N/A
1.000000000000
NC
USD
-63569.810000000000
-0.0188205479
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2400000.000000000000
EUR
2022949.160000000000
GBP
2022-09-15
-63569.810000000000
N
N
N
N/A
N/A
EUR/GBP FWD 20220921
N/A
1.000000000000
NC
USD
45648.030000000000
0.0135146060
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1995681.030000000000
GBP
2350000.000000000000
EUR
2022-09-21
45648.030000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Dec22
N/A
-1.000000000000
NC
USD
1121.250000000000
0.0003319585
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2022-12-19
-87171.250000000000
USD
1121.250000000000
N
N
N
N/A
N/A
MSCI EmgMkt Sep22
N/A
-13.000000000000
NC
USD
3420.000000000000
0.0010125290
N/A
DE
US
N
1
ICE Futures US Indices
5493004R83R1LVX2IL36
Short
MSCI Emerging Markets Index
MES_Index
2022-09-16
-641655.000000000000
USD
3420.000000000000
N
N
N
N/A
N/A
MSCI EAFE Sep22
N/A
-7.000000000000
NC
USD
13285.000000000000
0.0039331717
N/A
DE
US
N
1
ICE Futures US Indices
5493004R83R1LVX2IL36
Short
MSCI EAFE Index
MFS_Index
2022-09-16
-652770.000000000000
USD
13285.000000000000
N
N
N
N/A
N/A
EUR/GBP FWD 20220921
N/A
1.000000000000
NC
USD
-109873.380000000000
-0.0325292337
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-4350000.000000000000
EUR
3672298.400000000000
GBP
2022-09-21
-109873.380000000000
N
N
N
N/A
N/A
EUR/HUF FWD 20220915
N/A
1.000000000000
NC
USD
-5874.780000000000
-0.0017392938
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-123075420.000000000000
HUF
300000.000000000000
EUR
2022-09-15
-5874.780000000000
N
N
N
N/A
N/A
EUR/HUF FWD 20220921
N/A
1.000000000000
NC
USD
-10308.490000000000
-0.0030519429
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-407337238.040000000000
HUF
1000000.000000000000
EUR
2022-09-21
-10308.490000000000
N
N
N
N/A
N/A
EUR/HUF FWD 20220921
N/A
1.000000000000
NC
USD
-225.800000000000
-0.0000668506
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-400000.000000000000
EUR
161192358.410000000000
HUF
2022-09-21
-225.800000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20220901
N/A
1.000000000000
NC
USD
-1921.170000000000
-0.0005687837
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-350703.000000000000
EUR
48695720.000000000000
JPY
2022-09-01
-1921.170000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20220915
N/A
1.000000000000
NC
USD
25286.570000000000
0.0074863697
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-191917516.000000000000
JPY
1400000.000000000000
EUR
2022-09-15
25286.570000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20220921
N/A
1.000000000000
NC
USD
60057.250000000000
0.0177806155
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-382483226.000000000000
JPY
2800000.000000000000
EUR
2022-09-21
60057.250000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20220921
N/A
1.000000000000
NC
USD
-27258.380000000000
-0.0080701460
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1250000.000000000000
EUR
170689414.000000000000
JPY
2022-09-21
-27258.380000000000
N
N
N
N/A
N/A
EUR/NOK FWD 20220915
N/A
1.000000000000
NC
USD
-28697.640000000000
-0.0084962549
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2375000.000000000000
EUR
23451296.010000000000
NOK
2022-09-15
-28697.640000000000
N
N
N
N/A
N/A
EUR/NOK FWD 20220921
N/A
1.000000000000
NC
USD
18849.590000000000
0.0055806304
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-6810804.880000000000
NOK
700000.000000000000
EUR
2022-09-21
18849.590000000000
N
N
N
N/A
N/A
EUR/NOK FWD 20220921
N/A
1.000000000000
NC
USD
-28635.720000000000
-0.0084779228
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3950000.000000000000
EUR
39204562.220000000000
NOK
2022-09-21
-28635.720000000000
N
N
N
N/A
N/A
EUR/PLN FWD 20220915
N/A
1.000000000000
NC
USD
-433.020000000000
-0.0001282004
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-949887.940000000000
PLN
200000.000000000000
EUR
2022-09-15
-433.020000000000
N
N
N
N/A
N/A
EUR/PLN FWD 20220921
N/A
1.000000000000
NC
USD
-487.390000000000
-0.0001442972
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-4150000.000000000000
EUR
19695361.490000000000
PLN
2022-09-21
-487.390000000000
N
N
N
N/A
N/A
EUR/PLN FWD 20220921
N/A
1.000000000000
NC
USD
-21916.170000000000
-0.0064885254
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-10782818.600000000000
PLN
2250000.000000000000
EUR
2022-09-21
-21916.170000000000
N
N
N
N/A
N/A
EUR/SEK FWD 20220915
N/A
1.000000000000
NC
USD
45174.950000000000
0.0133745454
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-33005109.060000000000
SEK
3125000.000000000000
EUR
2022-09-15
45174.950000000000
N
N
N
N/A
N/A
EUR/SEK FWD 20220921
N/A
1.000000000000
NC
USD
16015.420000000000
0.0047415429
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-18047889.360000000000
SEK
1700000.000000000000
EUR
2022-09-21
16015.420000000000
N
N
N
N/A
N/A
EUR/SEK FWD 20220921
N/A
1.000000000000
NC
USD
-21314.150000000000
-0.0063102907
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-700000.000000000000
EUR
7274737.600000000000
SEK
2022-09-21
-21314.150000000000
N
N
N
N/A
N/A
EUR/USD FWD 20220901
N/A
1.000000000000
NC
USD
-70860.450000000000
-0.0209790228
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-14600305.000000000000
EUR
14602728.650000000000
USD
2022-09-01
-70860.450000000000
N
N
N
N/A
N/A
EUR/USD FWD 20220901
N/A
1.000000000000
NC
USD
46637.480000000000
0.0138075436
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-14979414.920000000000
USD
14951008.000000000000
EUR
2022-09-01
46637.480000000000
N
N
N
N/A
N/A
EUR/USD FWD 20220902
N/A
1.000000000000
NC
USD
-46618.600000000000
-0.0138019540
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-14951008.000000000000
EUR
14980404.670000000000
USD
2022-09-02
-46618.600000000000
N
N
N
N/A
N/A
EUR/USD FWD 20220915
N/A
1.000000000000
NC
USD
28286.390000000000
0.0083744997
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2125000.000000000000
EUR
2165950.660000000000
USD
2022-09-15
28286.390000000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796XT1
17272000.000000000000
PA
USD
17041735.040000000000
5.0453948221
Long
DBT
UST
US
N
1
2023-02-02
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796XZ7
33674000.000000000000
PA
USD
33201349.380000000000
9.8296280195
Long
DBT
UST
US
N
1
2023-02-09
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YA1
4503000.000000000000
PA
USD
4435874.270000000000
1.3132898159
Long
DBT
UST
US
N
1
2023-02-16
Fixed
.000000000000
N
N
N
N
N
N
N/A
N/A
AUDUSD Crncy Fut Sep22
N/A
-160.000000000000
NC
USD
223230.000000000000
0.0660897194
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
AUD/USD Cross Currency Rate
AUD/USD Cross Currency Rate
2022-09-19
-11179230.000000000000
USD
223230.000000000000
N
N
N
N/A
N/A
FTSE/JSE TOP 40 Sep22
N/A
1.000000000000
NC
-1803.400000000000
-0.0005339166
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
FTSE/JSE Top 40 Index
AI_Index
2022-09-15
638470.000000000001
ZAR
-1803.400000000000
N
N
N
N/A
N/A
AUD/CAD FWD 20220915
N/A
1.000000000000
NC
USD
-5738.520000000000
-0.0016989525
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-5400000.000000000000
AUD
4846856.400000000000
CAD
2022-09-15
-5738.520000000000
N
N
N
N/A
N/A
AUD/EUR FWD 20220915
N/A
1.000000000000
NC
USD
-29538.270000000000
-0.0087451327
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3000000.000000000000
EUR
4366288.620000000000
AUD
2022-09-15
-29538.270000000000
N
N
N
N/A
N/A
AUD/GBP FWD 20220915
N/A
1.000000000000
NC
USD
66829.510000000000
0.0197856182
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2500000.000000000000
GBP
4342284.000000000000
AUD
2022-09-15
66829.510000000000
N
N
N
N/A
N/A
AUD/JPY FWD 20220915
N/A
1.000000000000
NC
USD
24527.150000000000
0.0072615350
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-262516072.000000000000
JPY
2800000.000000000000
AUD
2022-09-15
24527.150000000000
N
N
N
N/A
N/A
AUD/JPY FWD 20220915
N/A
1.000000000000
NC
USD
-2458.850000000000
-0.0007279698
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-600000.000000000000
AUD
56641560.000000000000
JPY
2022-09-15
-2458.850000000000
N
N
N
N/A
N/A
AUD/NZD FWD 20220915
N/A
1.000000000000
NC
USD
68680.940000000000
0.0203337546
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-8837008.800000000000
NZD
8000000.000000000000
AUD
2022-09-15
68680.940000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220901
N/A
1.000000000000
NC
USD
23717.150000000000
0.0070217255
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3735555.000000000000
AUD
2579811.640000000000
USD
2022-09-01
23717.150000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220901
N/A
1.000000000000
NC
USD
-8930.420000000000
-0.0026439500
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2565024.890000000000
USD
3735555.000000000000
AUD
2022-09-01
-8930.420000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220902
N/A
1.000000000000
NC
USD
3876.050000000000
0.0011475476
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2688720.000000000000
AUD
1843686.490000000000
USD
2022-09-02
3876.050000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220915
N/A
1.000000000000
NC
USD
31512.290000000000
0.0093295632
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2500000.000000000000
AUD
1742542.500000000000
USD
2022-09-15
31512.290000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.000000000000
NC
USD
25734.490000000000
0.0076189814
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2500000.000000000000
AUD
1736946.490000000000
USD
2022-09-21
25734.490000000000
N
N
N
N/A
N/A
AUD/USD FWD 20220921
N/A
1.000000000000
NC
USD
-16385.820000000000
-0.0048512039
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-563973.660000000000
USD
800000.000000000000
AUD
2022-09-21
-16385.820000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Mar23
N/A
-15.000000000000
NC
5900.920000000000
0.0017470329
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2023-03-13
-3600062.499999999999
CAD
5900.920000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Mar24
N/A
-4.000000000000
NC
3997.410000000000
0.0011834776
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2024-03-18
-965000.000000000000
CAD
3997.410000000000
N
N
N
N/A
N/A
MINI H-SHR IDX FU Sep22
N/A
-1.000000000000
NC
12.740000000000
0.0000037718
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Short
Hang Seng China Enterprises Index
MHC_Index
2022-09-29
-68280.000000000001
HKD
12.740000000000
N
N
N
N/A
N/A
ICE ECX EMISSION Dec22
N/A
6.000000000000
NC
-49061.870000000000
-0.0145253112
N/A
DO
NL
N
1
ICE Endex
N/A
Long
ICE European Climate Exchange Emissions
ICE European Climate Exchange Emissions
2022-12-19
528999.999999999999
EUR
-49061.870000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Sep24
N/A
-6.000000000000
NC
USD
5187.500000000000
0.0015358170
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2024-12-17
-1459812.500000000000
USD
5187.500000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Dec22
N/A
-8.000000000000
NC
USD
8725.000000000000
0.0025831331
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2023-03-14
-1933825.000000000000
USD
8725.000000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Dec23
N/A
-124.000000000000
NC
USD
31750.000000000000
0.0093999399
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2024-03-19
-29954500.000000000000
USD
31750.000000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Dec24
N/A
-5.000000000000
NC
USD
4900.000000000000
0.0014506994
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2025-03-18
-1217962.500000000000
USD
4900.000000000000
N
N
N
N/A
N/A
CHF CURRENCY FUT Sep22
N/A
-2.000000000000
NC
USD
381.250000000000
0.0001128733
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Swiss Franc/US Dollar Cross Currency Rate
Swiss Franc/US Dollar Cross Currency Rate
2022-09-19
-256806.250000000000
USD
381.250000000000
N
N
N
N/A
N/A
CHF CURRENCY FUT Sep22
N/A
88.000000000000
NC
USD
-182956.250000000000
-0.0541662286
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Swiss Franc/US Dollar Cross Currency Rate
Swiss Franc/US Dollar Cross Currency Rate
2022-09-19
11465656.250000000000
USD
-182956.250000000000
N
N
N
N/A
N/A
SGD/USD FWD 20220915
N/A
1.000000000000
NC
USD
83436.560000000000
0.0247023197
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-8267651.400000000000
SGD
6000000.000000000000
USD
2022-09-15
83436.560000000000
N
N
N
N/A
N/A
SGD/USD FWD 20220921
N/A
1.000000000000
NC
USD
18085.630000000000
0.0053544515
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2420056.550000000000
SGD
1750000.000000000000
USD
2022-09-21
18085.630000000000
N
N
N
N/A
N/A
SGD/USD FWD 20220921
N/A
1.000000000000
NC
USD
-5124.890000000000
-0.0015172806
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-300000.000000000000
USD
412037.940000000000
SGD
2022-09-21
-5124.890000000000
N
N
N
N/A
N/A
SILVER FUTURE Mar23
N/A
-1.000000000000
NC
USD
7190.000000000000
0.0021286793
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Silver
Silver
2023-03-29
-97370.000000000000
USD
7190.000000000000
N
N
N
N/A
N/A
SILVER FUTURE Dec22
N/A
-87.000000000000
NC
USD
325560.090000000000
0.0963856784
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Silver
Silver
2022-12-28
-8104230.090000000000
USD
325560.090000000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR Jan23
N/A
1.000000000000
NC
USD
-1660.000000000000
-0.0004914614
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Meal
Soybean Meal
2023-01-13
42650.000000000000
USD
-1660.000000000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR Dec22
N/A
11.000000000000
NC
USD
-1650.000000000000
-0.0004885008
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Meal
Soybean Meal
2022-12-14
458260.000000000000
USD
-1650.000000000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT Sep22
N/A
-5.000000000000
NC
1004.960000000000
0.0002975296
N/A
DE
IT
N
1
Borsa Italiana (IDEM)
8156005391EE905D3124
Borsa Italiana (IDEM)
8156005391EE905D3124
Short
FTSE/MIB Index
ST_Index
2022-09-16
-540199.999999999999
EUR
1004.960000000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT Sep22
N/A
19.000000000000
NC
-132794.680000000000
-0.0393153390
N/A
DE
IT
N
1
Borsa Italiana (IDEM)
8156005391EE905D3124
Borsa Italiana (IDEM)
8156005391EE905D3124
Long
FTSE/MIB Index
ST_Index
2022-09-16
2181099.999999999999
EUR
-132794.680000000000
N
N
N
N/A
N/A
STOXX EUROPE 600 Sep22
N/A
-5.000000000000
NC
1356.690000000000
0.0004016631
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
STOXX Europe 600 Index
SXO_Index
2022-09-16
-105149.999999999999
EUR
1356.690000000000
N
N
N
N/A
N/A
THB/USD FWD 20220921
N/A
1.000000000000
NC
USD
15527.040000000000
0.0045969525
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-24927939.780000000000
THB
700000.000000000000
USD
2022-09-21
15527.040000000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE Dec22
N/A
3.000000000000
NC
USD
-11010.000000000000
-0.0032596327
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Crude Oil
Crude Oil
2022-11-21
275940.000000000000
USD
-11010.000000000000
N
N
N
N/A
N/A
CNH/USD FWD 20220915
N/A
1.000000000000
NC
USD
51724.980000000000
0.0153137545
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-25197342.800000000000
CNY
3700000.000000000000
USD
2022-09-15
51724.980000000000
N
N
N
N/A
N/A
CNH/USD FWD 20220921
N/A
1.000000000000
NC
USD
71115.350000000000
0.0210544887
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-20918287.260000000000
CNY
3100000.000000000000
USD
2022-09-21
71115.350000000000
N
N
N
N/A
N/A
CNH/USD FWD 20220921
N/A
1.000000000000
NC
USD
-3088.520000000000
-0.0009143906
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-300000.000000000000
USD
2050550.050000000000
CNY
2022-09-21
-3088.520000000000
N
N
N
N/A
N/A
CAN 10YR BOND FUT Dec22
N/A
-72.000000000000
NC
29253.460000000000
0.0086608115
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
Canadian 10 Year Government Bonds
Canadian 10 Year Government Bonds
2022-12-19
-9008899.999999999998
CAD
29253.460000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Jan23
N/A
2.000000000000
NC
USD
-6920.000000000000
-0.0020487428
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Brent Crude Oil
Brent Crude Oil
2022-11-30
192780.000000000000
USD
-6920.000000000000
N
N
N
N/A
N/A
COP/USD FWD 20220921
N/A
1.000000000000
NC
USD
-713.820000000000
-0.0002113343
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-50000.000000000000
USD
218999075.000000000000
COP
2022-09-21
-713.820000000000
N
N
N
N/A
N/A
COP/USD FWD 20220921
N/A
1.000000000000
NC
USD
2866.110000000000
0.0008485437
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1320289828.680000000000
COP
300000.000000000000
USD
2022-09-21
2866.110000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Nov22
N/A
5.000000000000
NC
USD
-7710.000000000000
-0.0022826311
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Brent Crude Oil
Brent Crude Oil
2022-09-30
485910.000000000000
USD
-7710.000000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Nov22
N/A
-1.000000000000
NC
USD
5240.000000000000
0.0015513602
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
Brent Crude Oil
Brent Crude Oil
2022-09-30
-100880.000000000000
USD
5240.000000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Dec22
N/A
5.000000000000
NC
USD
-15340.000000000000
-0.0045415773
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Brent Crude Oil
Brent Crude Oil
2022-10-31
486390.000000000000
USD
-15340.000000000000
N
N
N
N/A
N/A
Micro, EUR/USD Sep22
N/A
-2.000000000000
NC
USD
467.500000000000
0.0001384086
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Euro/US Dollar Cross Currency Rate
Euro/US Dollar Cross Currency Rate
2022-09-19
-25607.500000000000
USD
467.500000000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR Dec22
N/A
18.000000000000
NC
USD
-33620.000000000000
-0.0099535742
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Cotton No.2
Cotton No.2
2022-12-07
1052510.000000000000
USD
-33620.000000000000
N
N
N
N/A
N/A
CZK/EUR FWD 20220921
N/A
1.000000000000
NC
USD
9796.610000000000
0.0029003951
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1450000.000000000000
EUR
35922507.950000000000
CZK
2022-09-21
9796.610000000000
N
N
N
N/A
N/A
CZK/EUR FWD 20220921
N/A
1.000000000000
NC
USD
-3357.170000000000
-0.0009939274
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-12386558.020000000000
CZK
500000.000000000000
EUR
2022-09-21
-3357.170000000000
N
N
N
N/A
N/A
MILK FUTURE Sep22
N/A
-1.000000000000
NC
USD
360.000000000000
0.0001065820
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Class III Milk
Class III Milk
2022-10-04
-39620.000000000000
USD
360.000000000000
N
N
N
N/A
N/A
SX5E Dividend Fut Dec23
N/A
1.000000000000
NC
-221.090000000000
-0.0000654561
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro STOXX 50 Dividend Index
DED_Index
2023-12-15
11320.000000000000
EUR
-221.090000000000
N
N
N
N/A
N/A
DAX Mini Future Sep22
N/A
-1.000000000000
NC
577.850000000000
0.0001710789
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
DAX Index
DFW_Index
2022-09-16
-64809.999999999999
EUR
577.850000000000
N
N
N
N/A
N/A
COFF ROBUSTA 10tn Nov22
N/A
1.000000000000
NC
USD
-140.000000000000
-0.0000414486
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Robusta Coffee
Robusta Coffee
2022-11-24
22640.000000000000
USD
-140.000000000000
N
N
N
N/A
N/A
DJIA MINI e-CBOT Sep22
N/A
50.000000000000
NC
USD
-479649.500000000000
-0.1420055586
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones Industrial Average Index
DM_Index
2022-09-16
8362649.500000000000
USD
-479649.500000000000
N
N
N
N/A
N/A
DJIA MINI e-CBOT Sep22
N/A
-20.000000000000
NC
USD
75600.000000000000
0.0223822192
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Dow Jones Industrial Average Index
DM_Index
2022-09-16
-3228800.000000000000
USD
75600.000000000000
N
N
N
N/A
N/A
EURO-SCHATZ FUT Sep22
N/A
-112.000000000000
NC
78049.750000000000
0.0231074948
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-Schatz
Euro-Schatz
2022-09-08
-12241984.999999999998
EUR
78049.750000000000
N
N
N
N/A
N/A
DOLLAR INDEX Sep22
N/A
4.000000000000
NC
USD
15989.000000000000
0.0047337209
N/A
DFE
US
N
1
ICE Futures US Currencies
5493004R83R1LVX2IL36
Long
Dollar Index
Dollar Index
2022-09-19
418671.000000000000
USD
15989.000000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Jun23
N/A
-8.000000000000
NC
5605.890000000000
0.0016596860
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2023-06-19
-1923162.500000000000
CAD
5605.890000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Jun24
N/A
-3.000000000000
NC
2484.110000000000
0.0007354483
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2024-06-17
-723787.500000000000
CAD
2484.110000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Sep23
N/A
-6.000000000000
NC
5015.810000000000
0.0014849862
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2023-09-18
-1443887.500000000000
CAD
5015.810000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Dec23
N/A
-5.000000000000
NC
4635.100000000000
0.0013722728
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2023-12-18
-1204587.499999999999
CAD
4635.100000000000
N
N
N
N/A
N/A
SET50 FUTURES Sep22
N/A
33.000000000000
NC
1755.790000000000
0.0005198211
N/A
DE
TH
N
1
Thailand Futures Exchange
5493006G4X6OUMF0CE07
Long
SET50 Index
BC_Index
2022-09-29
6466019.999999999987
THB
1755.790000000000
N
N
N
N/A
N/A
10YR MINI JGB FUT Sep22
N/A
-26.000000000000
NC
-3807.820000000000
-0.0011273474
N/A
DIR
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Short
10 Year Japanese Government Bonds
10 Year Japanese Government Bonds
2022-09-09
-388222999.999999999934
JPY
-3807.820000000000
N
N
N
N/A
N/A
10YR MINI JGB FUT Sep22
N/A
86.000000000000
NC
-57095.550000000000
-0.0169037713
N/A
DIR
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
10 Year Japanese Government Bonds
10 Year Japanese Government Bonds
2022-09-09
1293803999.999999999933
JPY
-57095.550000000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR Jan23
N/A
1.000000000000
NC
USD
-426.000000000000
-0.0001261220
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Crude Soybean Oil
Crude Soybean Oil
2023-01-13
40362.000000000000
USD
-426.000000000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR Dec22
N/A
8.000000000000
NC
USD
3234.000000000000
0.0009574616
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Crude Soybean Oil
Crude Soybean Oil
2022-12-14
320670.000000000000
USD
3234.000000000000
N
N
N
N/A
N/A
BP CURRENCY FUT Sep22
N/A
-142.000000000000
NC
USD
371650.000000000000
0.1100311078
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
British Pound/US Dollar Cross Currency Rate
British Pound/US Dollar Cross Currency Rate
2022-09-19
-10682625.000000000000
USD
371650.000000000000
N
N
N
N/A
N/A
EURO FX CURR FUT Sep22
N/A
-273.000000000000
NC
USD
977380.000000000000
0.2893641979
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Euro/US Dollar Cross Currency Rate
Euro/US Dollar Cross Currency Rate
2022-09-19
-35293480.000000000000
USD
977380.000000000000
N
N
N
N/A
N/A
E-MINI CRUDE OIL Oct22
N/A
2.000000000000
NC
USD
-5287.500000000000
-0.0015654231
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Light Sweet Crude Oil
Light Sweet Crude Oil
2022-09-19
94837.500000000000
USD
-5287.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Mar23
N/A
-8.000000000000
NC
USD
26062.500000000000
0.0077160924
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2023-03-13
-1943462.500000000000
USD
26062.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Jun23
N/A
-164.000000000000
NC
USD
151237.500000000000
0.0447755406
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2023-06-19
-39472287.500000000000
USD
151237.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Jun24
N/A
-5.000000000000
NC
USD
5150.000000000000
0.0015247147
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2024-06-17
-1212837.500000000000
USD
5150.000000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Jun25
N/A
-2.000000000000
NC
USD
2987.500000000000
0.0008844825
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2025-06-16
-487412.500000000000
USD
2987.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Jun26
N/A
-1.000000000000
NC
USD
287.500000000000
0.0000851176
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2026-06-15
-242650.000000000000
USD
287.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Sep23
N/A
-1.000000000000
NC
USD
-100.000000000000
-0.0000296061
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2023-09-18
-240087.500000000000
USD
-100.000000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Sep26
N/A
-1.000000000000
NC
USD
312.500000000000
0.0000925191
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2026-09-14
-242687.500000000000
USD
312.500000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Dec22
N/A
-8.000000000000
NC
USD
17075.000000000000
0.0050552433
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2022-12-19
-1935775.000000000000
USD
17075.000000000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE Oct22
N/A
1.000000000000
NC
USD
-4950.000000000000
-0.0014655024
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
WTI Light Sweet Crude Oil
WTI Light Sweet Crude Oil
2022-09-19
94500.000000000000
USD
-4950.000000000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT Sep22
N/A
53.000000000000
NC
-500129.630000000000
-0.1480689284
N/A
DE
NL
N
1
Euronext Derivatives Amsterdam
724500V6UOK62XEZ2L78
Long
Amsterdam Exchanges Index
EO_Index
2022-09-16
7706405.999999999997
EUR
-500129.630000000000
N
N
N
N/A
N/A
E-MINI NATURAL GA Oct22
N/A
2.000000000000
NC
USD
-2065.000000000000
-0.0006113662
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
Natural Gas
2022-09-27
47700.000000000000
USD
-2065.000000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220908
N/A
1.000000000000
NC
USD
-15560.240000000000
-0.0046067818
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-900000.000000000000
USD
26907522.270000000000
TWD
2022-09-08
-15560.240000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220915
N/A
1.000000000000
NC
USD
15597.930000000000
0.0046179403
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-26898570.000000000000
TWD
900000.000000000000
USD
2022-09-15
15597.930000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220921
N/A
1.000000000000
NC
USD
-3388.550000000000
-0.0010032178
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-300000.000000000000
USD
9019019.300000000000
TWD
2022-09-21
-3388.550000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220921
N/A
1.000000000000
NC
USD
16934.170000000000
0.0050135490
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-35973302.630000000000
TWD
1200000.000000000000
USD
2022-09-21
16934.170000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220930
N/A
1.000000000000
NC
USD
826.430000000000
0.0002446738
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-36449480.250000000000
TWD
1200000.000000000000
USD
2022-09-30
826.430000000000
N
N
N
N/A
N/A
FTSE Taiwan Index Sep22
N/A
-2.000000000000
NC
USD
920.000000000000
0.0002723762
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Short
SGX FTSE Taiwan Index
TWT_Index
2022-09-29
-105480.000000000000
USD
920.000000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec22
N/A
-163.000000000000
NC
USD
87203.140000000000
0.0258174576
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2022-12-20
-19142921.880000000000
USD
87203.140000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec22
N/A
4.000000000000
NC
USD
-1000.010000000000
-0.0002960641
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2022-12-20
468625.000000000000
USD
-1000.010000000000
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Sep22
N/A
-11.000000000000
NC
82647.450000000000
0.0244686950
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro BUXL 30 Year Bonds
Euro BUXL 30 Year Bonds
2022-09-08
-1892839.999999999998
EUR
82647.450000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20220915
N/A
1.000000000000
NC
USD
46673.060000000000
0.0138180775
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-23212140.000000000000
ZAR
1400000.000000000000
USD
2022-09-15
46673.060000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20220921
N/A
1.000000000000
NC
USD
-15598.680000000000
-0.0046181624
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-400000.000000000000
USD
6597150.500000000000
ZAR
2022-09-21
-15598.680000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20220921
N/A
1.000000000000
NC
USD
30107.510000000000
0.0089136625
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-24368398.570000000000
ZAR
1450000.000000000000
USD
2022-09-21
30107.510000000000
N
N
N
N/A
N/A
US LONG BOND(CBT) Dec22
N/A
-63.000000000000
NC
USD
49382.820000000000
0.0146203320
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Long Bonds
U.S. Treasury Long Bonds
2022-12-20
-8607539.076000000000
USD
49382.820000000000
N
N
N
N/A
N/A
US 10yr Ultra Fut Dec22
N/A
-13.000000000000
NC
USD
11078.130000000000
0.0032798034
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year U.S. Ultra Treasury Notes
10 Year U.S. Ultra Treasury Notes
2022-12-20
-1638515.626000000000
USD
11078.130000000000
N
N
N
N/A
N/A
EURO STOXX 50 Sep22
N/A
-19.000000000000
NC
7597.460000000000
0.0022493124
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Eurex
529900UT4DG0LG5R9O07
Short
Euro STOXX 50 Quanto Index
VG_Index
2022-09-16
-676359.999999999999
EUR
7597.460000000000
N
N
N
N/A
N/A
EURO STOXX 50 Sep22
N/A
216.000000000000
NC
-415639.070000000000
-0.1230545603
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Eurex
529900UT4DG0LG5R9O07
Long
Euro STOXX 50 Quanto Index
VG_Index
2022-09-16
8016790.000000000000
EUR
-415639.070000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) Mar23
N/A
-4.000000000000
NC
USD
-6050.000000000000
-0.0017911697
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Wheat
Wheat
2023-03-14
-163500.000000000000
USD
-6050.000000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) May23
N/A
1.000000000000
NC
USD
25.000000000000
0.0000074015
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
Wheat
2023-05-12
42812.500000000000
USD
25.000000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) Dec22
N/A
1.000000000000
NC
USD
-100.000000000000
-0.0000296061
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
Wheat
2022-12-14
41675.000000000000
USD
-100.000000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) Dec22
N/A
-75.000000000000
NC
USD
-44750.000000000000
-0.0132487342
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Wheat
Wheat
2022-12-14
-3073375.000000000000
USD
-44750.000000000000
N
N
N
N/A
N/A
US ULTRA BOND CBT Dec22
N/A
-12.000000000000
NC
USD
-1499.990000000000
-0.0004440887
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Ultra Bonds
U.S. Treasury Ultra Bonds
2022-12-20
-1792500.003000000000
USD
-1499.990000000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT Oct22
N/A
10.000000000000
NC
USD
-112681.800000000000
-0.0333606977
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Reformulated Gasoline Blendstock
Reformulated Gasoline Blendstock
2022-09-30
1133617.800000000000
USD
-112681.800000000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT Oct22
N/A
-1.000000000000
NC
USD
5275.200000000000
0.0015617815
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Reformulated Gasoline Blendstock
Reformulated Gasoline Blendstock
2022-09-30
-107368.800000000000
USD
5275.200000000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796R27
2812000.000000000000
PA
USD
2784362.990000000000
0.8243415697
Long
DBT
UST
US
N
1
2022-12-29
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796S34
15603000.000000000000
PA
USD
15411385.330000000000
4.5627116936
Long
DBT
UST
US
N
1
2023-01-26
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796T33
23961000.000000000000
PA
USD
23587380.440000000000
6.9833057996
Long
DBT
UST
US
N
1
2023-02-23
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796T66
1900000.000000000000
PA
USD
1900000.000000000000
0.5625160900
Long
DBT
UST
US
N
1
2022-09-01
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796U49
6193000.000000000000
PA
USD
6187823.770000000000
1.8319739121
Long
DBT
UST
US
N
1
2022-09-15
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796U56
6056000.000000000000
PA
USD
6048747.450000000000
1.7907988238
Long
DBT
UST
US
N
1
2022-09-22
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796U64
11001000.000000000000
PA
USD
10982862.770000000000
3.2515984330
Long
DBT
UST
US
N
1
2022-09-29
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796V55
11055000.000000000000
PA
USD
11025206.790000000000
3.2641348502
Long
DBT
UST
US
N
1
2022-10-13
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796V63
8985000.000000000000
PA
USD
8954756.220000000000
2.6511549769
Long
DBT
UST
US
N
1
2022-10-20
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796V71
11465000.000000000000
PA
USD
11419433.050000000000
3.3808499103
Long
DBT
UST
US
N
1
2022-10-27
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796W54
12001000.000000000000
PA
USD
11940530.560000000000
3.5351266124
Long
DBT
UST
US
N
1
2022-11-10
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796W62
6433000.000000000000
PA
USD
6396120.000000000000
1.8936423230
Long
DBT
UST
US
N
1
2022-11-17
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796W70
13739000.000000000000
PA
USD
13647959.070000000000
4.0406297752
Long
DBT
UST
US
N
1
2022-11-25
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796X61
2894000.000000000000
PA
USD
2872148.100000000000
0.8503313259
Long
DBT
UST
US
N
1
2022-12-08
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796X79
6677000.000000000000
PA
USD
6623230.650000000000
1.9608809519
Long
DBT
UST
US
N
1
2022-12-15
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796X87
15090000.000000000000
PA
USD
14949735.130000000000
4.4260350275
Long
DBT
UST
US
N
1
2022-12-22
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796X95
7651000.000000000000
PA
USD
7571579.400000000000
2.2416501260
Long
DBT
UST
US
N
1
2023-01-05
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796XR5
6721000.000000000000
PA
USD
6647191.730000000000
1.9679748956
Long
DBT
UST
US
N
1
2023-01-12
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796XS3
12305000.000000000000
PA
USD
12161322.020000000000
3.6004943749
Long
DBT
UST
US
N
1
2023-01-19
Fixed
.000000000000
N
N
N
N
N
N
N/A
N/A
SOYBEAN FUTURE Nov22
N/A
14.000000000000
NC
USD
-3700.000000000000
-0.0010954261
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2022-11-14
999450.000000000000
USD
-3700.000000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) Mar23
N/A
-56.000000000000
NC
USD
5006.400000000000
0.0014822003
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
Sugar #11
Sugar #11
2023-02-28
-1119540.800000000000
USD
5006.400000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) May23
N/A
-1.000000000000
NC
USD
-302.400000000000
-0.0000895289
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
Sugar #11
Sugar #11
2023-04-28
-19017.600000000000
USD
-302.400000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) Oct22
N/A
-266.000000000000
NC
USD
30350.160000000000
0.0089855018
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
Sugar #11
Sugar #11
2022-09-30
-5360138.957600000000
USD
30350.160000000000
N
N
N
N/A
N/A
SGX Iron Ore 62% Oct22
N/A
-14.000000000000
NC
USD
616.000000000000
0.0001823736
N/A
DCO
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Short
SGX TSI Iron Ore
SGX TSI Iron Ore
2022-10-31
-141470.000000000000
USD
616.000000000000
N
N
N
N/A
N/A
SEK/USD FWD 20220915
N/A
1.000000000000
NC
USD
51837.590000000000
0.0153470939
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-22882524.560000000000
SEK
2200000.000000000000
USD
2022-09-15
51837.590000000000
N
N
N
N/A
N/A
1 MONTH SOFR FUT Jan23
N/A
-2.000000000000
NC
USD
1666.800000000000
0.0004934746
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
1 Month Secured Overnight Financing Rate
1 Month Secured Overnight Financing Rate
2023-01-31
-804397.680000000000
USD
1666.800000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Mar23
N/A
-131.000000000000
NC
454368.550000000000
0.1345208527
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2023-06-20
-31745974.999999999998
GBP
454368.550000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Mar24
N/A
-28.000000000000
NC
73709.650000000000
0.0218225601
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2024-06-18
-6783099.999999999999
GBP
73709.650000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Mar25
N/A
-22.000000000000
NC
32701.750000000000
0.0096817161
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2025-06-17
-5346100.000000000000
GBP
32701.750000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Jun23
N/A
-23.000000000000
NC
53655.860000000000
0.0158854129
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2023-09-19
-5544050.000000000000
GBP
53655.860000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Jun24
N/A
-7.000000000000
NC
16684.860000000000
0.0049397380
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2024-09-17
-1697687.500000000000
GBP
16684.860000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Sep23
N/A
-8.000000000000
NC
24366.600000000000
0.0072140024
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2023-12-19
-1934075.000000000000
GBP
24366.600000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Sep24
N/A
-7.000000000000
NC
16234.710000000000
0.0048064661
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2024-12-17
-1700712.499999999999
GBP
16234.710000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Dec22
N/A
-20.000000000000
NC
36056.160000000000
0.0106748264
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2023-03-14
-4846287.499999999999
GBP
36056.160000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Dec23
N/A
-38.000000000000
NC
89290.900000000000
0.0264355621
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2024-03-19
-9178337.499999999999
GBP
89290.900000000000
N
N
N
N/A
N/A
ICE 3MTH SONIA FU Dec24
N/A
-6.000000000000
NC
13461.150000000000
0.0039853229
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
ICE 3 Month SONIA Rate
ICE 3 Month SONIA Rate
2025-03-18
-1459837.499999999999
GBP
13461.150000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Mar23
N/A
-41.000000000000
NC
USD
21262.500000000000
0.0062949991
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2023-06-20
-9874587.500000000000
USD
21262.500000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Mar24
N/A
-39.000000000000
NC
USD
20250.000000000000
0.0059952373
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2024-06-18
-9450450.000000000000
USD
20250.000000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Mar25
N/A
-21.000000000000
NC
USD
6562.500000000000
0.0019429010
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2025-06-17
-5104575.000000000000
USD
6562.500000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Jun23
N/A
-121.000000000000
NC
USD
50312.500000000000
0.0148955741
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2023-09-19
-29143250.000000000000
USD
50312.500000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Jun24
N/A
-6.000000000000
NC
USD
4912.500000000000
0.0014544002
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2024-09-17
-1458037.500000000000
USD
4912.500000000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT Sep23
N/A
-11.000000000000
NC
USD
10150.000000000000
0.0030050202
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
3-Month Secured Overnight Financing Rate
3-Month Secured Overnight Financing Rate
2023-12-19
-2659362.500000000000
USD
10150.000000000000
N
N
N
N/A
N/A
THB/USD FWD 20220921
N/A
1.000000000000
NC
USD
-6282.440000000000
-0.0018599861
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-200000.000000000000
USD
7055033.310000000000
THB
2022-09-21
-6282.440000000000
N
N
N
N/A
N/A
MINI TPX IDX FUT Sep22
N/A
4.000000000000
NC
-129.570000000000
-0.0000383606
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Tokyo Price Index
TMI_Index
2022-09-08
7865999.999999999935
JPY
-129.570000000000
N
N
N
N/A
N/A
TOPIX INDX FUTR Sep22
N/A
37.000000000000
NC
.000000000000
0.0000000000
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TP_Index
2022-09-08
725939999.999999999930
JPY
.000000000000
N
N
N
N/A
N/A
TRY/USD FWD 20220915
N/A
1.000000000000
NC
USD
-4334.000000000000
-0.0012831288
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-700000.000000000000
USD
12791451.800000000000
TRY
2022-09-15
-4334.000000000000
N
N
N
N/A
N/A
TRY/USD FWD 20220915
N/A
1.000000000000
NC
USD
-84111.920000000000
-0.0249022676
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-43837492.000000000000
TRY
2300000.000000000000
USD
2022-09-15
-84111.920000000000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Dec22
N/A
-79.000000000000
NC
USD
25476.470000000000
0.0075425917
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 2 Year Notes
U.S. Treasury 2 Year Notes
2022-12-30
-16483398.436000000000
USD
25476.470000000000
N
N
N
N/A
N/A
TWD/USD FWD 20220908
N/A
1.000000000000
NC
USD
-15560.240000000000
-0.0046067818
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-900000.000000000000
USD
26907522.270000000000
TWD
2022-09-08
-15560.240000000000
N
N
N
N/A
N/A
JPN YEN CURR FUT Sep22
N/A
1.000000000000
NC
USD
-118.750000000000
-0.0000351573
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
2022-09-19
90343.750000000000
USD
-118.750000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE Mar23
N/A
1.000000000000
NC
USD
-1575.000000000000
-0.0004662962
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Arabica Coffee
Arabica Coffee
2023-03-21
87300.000000000000
USD
-1575.000000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE May23
N/A
1.000000000000
NC
USD
-1387.500000000000
-0.0004107848
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Arabica Coffee
Arabica Coffee
2023-05-18
85762.500000000000
USD
-1387.500000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE Dec22
N/A
20.000000000000
NC
USD
14568.750000000000
0.0043132402
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Arabica Coffee
Arabica Coffee
2022-12-19
1749806.250000000000
USD
14568.750000000000
N
N
N
N/A
N/A
CRUDE PALM OIL FU Dec22
N/A
1.000000000000
NC
-363.090000000000
-0.0001074968
N/A
DCO
MY
N
1
Bursa Malaysia
549300RY3Q0YLHMEXM25
Long
Crude Palm Oil
Crude Palm Oil
2022-12-15
106025.000000000000
MYR
-363.090000000000
N
N
N
N/A
N/A
KRW/USD FWD 20220906
N/A
1.000000000000
NC
USD
39974.170000000000
0.0118347967
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2755158000.000000000000
KRW
2100000.000000000000
USD
2022-09-06
39974.170000000000
N
N
N
N/A
N/A
KRW/USD FWD 20220906
N/A
1.000000000000
NC
USD
2942.980000000000
0.0008713019
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2100000.000000000000
USD
2812557060.000000000000
KRW
2022-09-06
2942.980000000000
N
N
N
N/A
N/A
KRW/USD FWD 20220919
N/A
1.000000000000
NC
USD
1831.760000000000
0.0005423129
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3072992665.000000000000
KRW
2300000.000000000000
USD
2022-09-19
1831.760000000000
N
N
N
N/A
N/A
KRW/USD FWD 20220921
N/A
1.000000000000
NC
USD
-1903.370000000000
-0.0005635138
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-550000.000000000000
USD
732861926.000000000000
KRW
2022-09-21
-1903.370000000000
N
N
N
N/A
N/A
KRW/USD FWD 20220921
N/A
1.000000000000
NC
USD
67995.840000000000
0.0201309232
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-3920392947.000000000000
KRW
3000000.000000000000
USD
2022-09-21
67995.840000000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT Mar23
N/A
-1.000000000000
NC
USD
-1200.000000000000
-0.0003552733
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Hard Red Winter Wheat
Hard Red Winter Wheat
2023-03-14
-44362.500000000000
USD
-1200.000000000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT Dec22
N/A
-2.000000000000
NC
USD
-5987.500000000000
-0.0017726658
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Hard Red Winter Wheat
Hard Red Winter Wheat
2022-12-14
-85262.500000000000
USD
-5987.500000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Sep22
N/A
-414.000000000000
NC
USD
2293578.500000000000
0.6790393737
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2022-09-19
-26768741.000000000000
USD
2293578.500000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Sep22
N/A
414.000000000000
NC
USD
-2372930.500000000000
-0.7025324141
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2022-09-19
26848093.000000000000
USD
-2372930.500000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Dec22
N/A
269.000000000000
NC
USD
-429919.250000000000
-0.1272823661
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2022-12-19
16314369.250000000000
USD
-429919.250000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Dec22
N/A
-276.000000000000
NC
USD
478773.250000000000
0.1417461351
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2022-12-19
-16776573.250000000000
USD
478773.250000000000
N
N
N
N/A
N/A
LUMBER FUTURE Nov22
N/A
-2.000000000000
NC
USD
374.000000000000
0.0001107269
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lumber
Lumber
2022-11-15
-106766.000000000000
USD
374.000000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Feb23
N/A
3.000000000000
NC
USD
-2070.000000000000
-0.0006128465
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
Live Cattle
2023-02-28
186060.000000000000
USD
-2070.000000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Oct22
N/A
16.000000000000
NC
USD
-13480.000000000000
-0.0039909036
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
Live Cattle
2022-10-31
925960.000000000000
USD
-13480.000000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Dec22
N/A
2.000000000000
NC
USD
-1610.000000000000
-0.0004766584
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
Live Cattle
2022-12-30
120390.000000000000
USD
-1610.000000000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE Feb23
N/A
-1.000000000000
NC
USD
.000000000000
0.0000000000
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lean Hogs
Lean Hogs
2023-02-14
-35120.000000000000
USD
.000000000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE Oct22
N/A
-4.000000000000
NC
USD
-1410.000000000000
-0.0004174462
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lean Hogs
Lean Hogs
2022-10-14
-145030.000000000000
USD
-1410.000000000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE Dec22
N/A
15.000000000000
NC
USD
2880.000000000000
0.0008526560
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
Lean Hogs
2022-12-14
500370.000000000000
USD
2880.000000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220915
N/A
1.000000000000
NC
USD
55019.470000000000
0.0162891248
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-250000000.000000000000
JPY
1856648.860000000000
USD
2022-09-15
55019.470000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220921
N/A
1.000000000000
NC
USD
129032.940000000000
0.0382016342
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-550741707.000000000000
JPY
4100000.000000000000
USD
2022-09-21
129032.940000000000
N
N
N
N/A
N/A
JPY/USD FWD 20220921
N/A
1.000000000000
NC
USD
-16792.280000000000
-0.0049715409
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-800000.000000000000
USD
108624717.000000000000
JPY
2022-09-21
-16792.280000000000
N
N
N
N/A
N/A
JPN YEN CURR FUT Sep22
N/A
-202.000000000000
NC
USD
478030.000000000000
0.1415260876
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
2022-09-19
-18703480.000000000000
USD
478030.000000000000
N
N
N
N/A
N/A
RED WHEAT FUT MGE Dec22
N/A
-1.000000000000
NC
USD
-550.000000000000
-0.0001628336
N/A
DCO
US
N
1
Minneapolis Grain Exchange
549300RGCVWZUN04IA69
Short
Red Spring Wheat
Red Spring Wheat
2022-12-14
-45925.000000000000
USD
-550.000000000000
N
N
N
N/A
N/A
MXN/USD FWD 20220915
N/A
1.000000000000
NC
USD
-5957.310000000000
-0.0017637278
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-1936194.200000000000
USD
39000000.000000000000
MXN
2022-09-15
-5957.310000000000
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.000000000000
NC
USD
16226.540000000000
0.0048040473
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-4250000.000000000000
USD
86301087.010000000000
MXN
2022-09-21
16226.540000000000
N
N
N
N/A
N/A
MXN/USD FWD 20220921
N/A
1.000000000000
NC
USD
8829.060000000000
0.0026139412
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-30164754.080000000000
MXN
1500000.000000000000
USD
2022-09-21
8829.060000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Oct22
N/A
22.000000000000
NC
USD
-52170.000000000000
-0.0154455076
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
Natural Gas
2022-09-28
2060110.000000000000
USD
-52170.000000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Nov22
N/A
15.000000000000
NC
USD
170110.000000000000
0.0503629537
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
Natural Gas
2022-10-27
1208240.000000000000
USD
170110.000000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Dec22
N/A
2.000000000000
NC
USD
-7560.000000000000
-0.0022382219
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
Natural Gas
2022-11-28
194080.000000000000
USD
-7560.000000000000
N
N
N
N/A
N/A
YEN DENOM NIKKEI Sep22
N/A
4.000000000000
NC
971.740000000000
0.0002876944
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Nikkei 225 Index
NH_Index
2022-09-08
55574999.999999999940
JPY
971.740000000000
N
N
N
N/A
N/A
NIKKEI 225 (SGX) Sep22
N/A
-20.000000000000
NC
3239.160000000000
0.0009589893
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Short
Nikkei 225 Index
NI_Index
2022-09-08
-281199999.999999999989
JPY
3239.160000000000
N
N
N
N/A
N/A
NIKKEI 225 (SGX) Sep22
N/A
37.000000000000
NC
-116447.720000000000
-0.0344756401
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
Nikkei 225 Index
NI_Index
2022-09-08
535565000.000000000061
JPY
-116447.720000000000
N
N
N
N/A
N/A
NIKKEI 225 (OSE) Sep22
N/A
26.000000000000
NC
-14756.160000000000
-0.0043687250
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NK_Index
2022-09-08
733169999.999999999991
JPY
-14756.160000000000
N
N
N
N/A
N/A
NOK/SEK FWD 20220915
N/A
1.000000000000
NC
USD
7061.390000000000
0.0020906029
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-27265263.000000000000
SEK
25500000.000000000000
NOK
2022-09-15
7061.390000000000
N
N
N
N/A
N/A
NOK/USD FWD 20220915
N/A
1.000000000000
NC
USD
50573.210000000000
0.0149727602
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-19367687.540000000000
NOK
2000000.000000000000
USD
2022-09-15
50573.210000000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI Sep22
N/A
-12.000000000000
NC
USD
-59815.000000000000
-0.0177088947
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Nasdaq 100 Index
NQ_Index
2022-09-16
-2888645.000000000000
USD
-59815.000000000000
N
N
N
N/A
N/A
NEW ZEALAND $ FUT Sep22
N/A
-32.000000000000
NC
USD
78055.000000000000
0.0231090492
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
New Zealand Dollar/US Dollar Cross Currency Rate
New Zealand Dollar/US Dollar Cross Currency Rate
2022-09-19
-2037255.000000000000
USD
78055.000000000000
N
N
N
N/A
N/A
NIKKEI 225 (CME) Sep22
N/A
1.000000000000
NC
USD
-6025.000000000000
-0.0017837681
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Nikkei 225 Index
NX_Index
2022-09-08
145300.000000000000
USD
-6025.000000000000
N
N
N
N/A
N/A
NZD/USD FWD 20220915
N/A
1.000000000000
NC
USD
49489.750000000000
0.0146519898
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-2600000.000000000000
NZD
1640209.100000000000
USD
2022-09-15
49489.750000000000
N
N
N
N/A
N/A
NZD/USD FWD 20220921
N/A
1.000000000000
NC
USD
-25948.850000000000
-0.0076824451
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-760135.250000000000
USD
1200000.000000000000
NZD
2022-09-21
-25948.850000000000
N
N
N
N/A
N/A
NZD/USD FWD 20220921
N/A
1.000000000000
NC
USD
75898.010000000000
0.0224704483
N/A
DFE
US
N
2
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
SG AMERICAS SECURITIES LLC
549300F35UE0BOM1WJ55
-4700000.000000000000
NZD
2951461.310000000000
USD
2022-09-21
75898.010000000000
N
N
N
N/A
N/A
OAT FUTURE Dec22
N/A
-1.000000000000
NC
USD
337.500000000000
0.0000999206
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Oats
Oats
2022-12-14
-20125.000000000000
USD
337.500000000000
N
N
N
N/A
N/A
Euro-OAT Future Sep22
N/A
-28.000000000000
NC
83662.450000000000
0.0247691970
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
French Government Bonds
French Government Bonds
2022-09-08
-3947810.000000000000
EUR
83662.450000000000
N
N
N
N/A
N/A
EURO-BOBL FUTURE Sep22
N/A
11.000000000000
NC
-4381.600000000000
-0.0012972213
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Eurex
529900UT4DG0LG5R9O07
Long
Euro-BOBL
Euro-BOBL
2022-09-08
1358239.999999999999
EUR
-4381.600000000000
N
N
N
N/A
N/A
EURO-BOBL FUTURE Sep22
N/A
-110.000000000000
NC
202970.660000000000
0.0600917169
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Eurex
529900UT4DG0LG5R9O07
Short
Euro-BOBL
Euro-BOBL
2022-09-08
-13740770.000000000000
EUR
202970.660000000000
N
N
N
U.S. Bank Money Market Deposit Account
N/A
U.S. Bank Money Market Deposit Account
8AMMF0A92
18325857.560000000000
NS
USD
18325857.560000000000
5.4255735480
Long
STIV
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796M71
5718000.000000000000
PA
USD
5715765.230000000000
1.6922157414
Long
DBT
UST
US
N
1
2022-09-08
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796M89
12138000.000000000000
PA
USD
12112097.140000000000
3.5859208028
Long
DBT
UST
US
N
1
2022-10-06
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796N96
8261000.000000000000
PA
USD
8223141.400000000000
2.4345522885
Long
DBT
UST
US
N
1
2022-11-03
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796P94
11699000.000000000000
PA
USD
11614234.190000000000
3.4385229501
Long
DBT
UST
US
N
1
2022-12-01
Fixed
.000000000000
N
N
N
N
N
N
2022-11-01
RBB Fund, Inc.
/s/ James G. Shaw
RBB Fund, Inc.
Treasurer