UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
Confidential | |
Filer CIK | 0001314414 |
Filer CCC |
********
|
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | LIVE TEST |
Would you like a Return Copy? | |
Is this an electronic copy of an official filing submitted in paper format? |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | |
Series ID | S000034148 |
Class (Contract) ID | C000105243 |
Class (Contract) ID | C000105241 |
Class (Contract) ID | C000105242 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | Northern Lights Fund Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21720 |
c. CIK number of Registrant | 0001314414 |
d. LEI of Registrant | 549300BSYF57GRCG4861 |
Street Address 1 | 225 PICTORIA DRIVE |
Street Address 2 | SUITE 450 |
City | CINCINNATI |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 45246 |
Telephone number | 631-470-2600 |
Item A.2. Information about the Series.
a. Name of Series. | Altegris Futures Evolution Strategy Fund |
b. EDGAR series identifier (if any). | S000034148 |
c. LEI of Series. | 549300QS50K1YX3VUM61 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2024-06-30 |
b. Date as of which information is reported. | 2023-12-31 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | Yes No |
NPORT-P: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 54898555.47 |
b. Total liabilities. | 163540.05 |
c. Net assets. | 54735015.42 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 0.00000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. | |
Non-Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | Yes No |
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
Monthly Total Return Record: 1 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -0.91000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -1.05000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.35000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000105243 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -1.06000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -0.92000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.31000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000105241 |
Monthly Total Return Record: 3 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -1.13000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -0.99000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.36000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000105242 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Other Contracts |
Monthly net realized gain(loss) – Month 1 | -644987.39000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 79166.39000000 |
Monthly net realized gain(loss) – Month 2 | -905966.57000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -573252.27000000 |
Monthly net realized gain(loss) – Month 3 | -368731.01000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -187702.55000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | -644987.39000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 79166.39000000 |
Monthly net realized gain(loss) – Month 2 | -905966.57000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -573252.27000000 |
Monthly net realized gain(loss) – Month 3 | -359893.95000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -196539.61000000 |
Instrument type. | Warrant |
Monthly net realized gain(loss) – Month 1 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | -8837.06000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 8837.06000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
Month 1
Monthly net realized gain(loss) – Month 1 | -20337.66000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -297299.00000000 |
Monthly net realized gain(loss) – Month 2 | -30765.39000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 775858.82000000 |
Monthly net realized gain(loss) – Month 3 | -2481.82000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 664686.35000000 |
Item B.6. Flow information.
Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month 1 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 157276.12000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 123315.76000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -4515806.67000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 361597.81000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 117842.41000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -9234380.65000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 232294.51000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 168483.64000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -3209951.84000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | Yes No N/A |
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Doubleline Fds Tr |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300MUFFXFRMY0RH66 |
c. Title of the issue or description of the investment. | DOUBLELINE CORE FIX INCOM |
d. CUSIP (if any). | 258620301 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US2586203018 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1425957.83500000 |
Units |
Number of shares
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13304186.60000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 24.30653668024 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Equity-common
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Registered fund
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Doubleline Fds Tr |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300MUFFXFRMY0RH66 |
c. Title of the issue or description of the investment. | DOUBLELINE LOW DUR BOND-I |
d. CUSIP (if any). | 258620863 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US2586208637 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 2603428.39900000 |
Units |
Number of shares
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 24914809.78000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 45.51896000909 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Equity-common
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Registered fund
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | NOMURA |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | NOMURA CALL OPT 08/16/25 |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | NOMU ISAM 08/16/2025 |
Description of other unique identifier. | Internal ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 76274.39100000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 5184623.13000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 9.472223749672 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | NOMURA SECURITIES INT, INC |
LEI (if any) of counterparty. | N/A |
i. Type, selected from among the following (put, call). Respond call for warrants. | Put Call |
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | Written Purchased |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NOMURA |
Index identifier, if any. | ISAM |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | COTTON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -445500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6640.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/SGD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/SGD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90073.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -193.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SAF WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBH4 Comdty |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16725.28000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -338.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/ZAR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/ZAR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3936687.65000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22079.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 7.75/ZAR3MJFIX |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 7.75/ZAR3MJFIX |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3739.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57990.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2414.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SOYABEAN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | S X4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -685162.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9875.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RXH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 302954.32000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -783.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/NOK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/NOK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1511305.59000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -46853.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI S&P 500 FINANCIAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IXAH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117112.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 350.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THB/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | THB/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.26000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LON COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 535618.63000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24048.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI S&P 500 TECHNOLOGY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IXTH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5820.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ALUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -238100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26752.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LONG GILT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | G H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 261367.43000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2227.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGK24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47360.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12800.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/HUF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/HUF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70360059.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 926.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-INDEX-200 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129172.55000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2469.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NEWZEALAND BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZBU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44608.84000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 987.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -398232.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27264.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -509.08000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -605.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | INE COPPER |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86757.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 408.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANMEAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 270.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MATIF CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EPH4 Comdty |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32827.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1655.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS3YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | YMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145579.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -764.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CDX.NA.IG.41 12/28 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CDX.NA.IG.41 12/28 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1150000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22321.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/AUD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/AUD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82272.24000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 800.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47952985.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -25369.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX 2 BUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117615.03000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -712.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ITraXx -XOVER_S40 Crossover V1 5% 12/20/2028 CDS |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ITraXx -XOVER_S40 Crossover V1 5% 12/20/2028 CDS |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17605.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/NZD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/NZD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 265363.15000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1629.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SCM TSR20RUBBR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23130.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 655.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOF4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182104.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13019.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KOREA 10YR T-BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KAAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178932.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2021.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/MXN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/MXN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11470402.13000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5289.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HUF/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | HUF/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242.66000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -531254.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3766.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/TRY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/TRY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21139872.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1848.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PHELIX BASELOAD MONTHLY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DETG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140770.56000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 215.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRAZILIAN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRG4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1360.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/ZAR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/ZAR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3884925.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5388.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/SEK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/SEK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2826176.64000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4559.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FEEDERS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -334650.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2375.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | INE LOW SULFUR FUEL OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SLSJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57758.48000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1223.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ULTRA T-BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 133593.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 781.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZD/SGD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NZD/SGD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82189.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 729.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SWISS INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131697.69000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SARON FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294124.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 906.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 8.25/ZAR3MJFIX |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 8.25/ZAR3MJFIX |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5428.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/PLN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/PLN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4813670.39000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11822.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56996.72000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 689.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PALM OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -202515.43000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 391.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE CCA VINTAGE-2024 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDBZ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 423200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13300.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2.4/CNY7DRFIX |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 2.4/CNY7DRFIX |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7614.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 922838.36000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6827.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAD/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CAD/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 635993.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5357.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GOLD TCE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JGV4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267122.84000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2460.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/CZK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/CZK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2567051.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3833.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MNWHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -289400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6525.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | STXX 600 AUTO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SXH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34861.16000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -905.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/TRY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/TRY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16280828.64000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3837.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CME ETHER FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DCRF4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114285.25000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -537.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 5 YR CANADA BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XQH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 255276.66000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1072.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BMF 1D INTERBANK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ODF27 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 277632.32000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47329.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/MXN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/MXN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12307244.26000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3610.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMPBDP 20240117 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10756.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/PLN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/PLN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3057202.37000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 799.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/CAD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/CAD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90710.42000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4884.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAD/MXN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CAD/MXN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7770888.54000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1368.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48220.78000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1382.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WPG CANOLA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138147.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4113.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SINGAPORE MSCI INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QZF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21790.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -795.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KOFEX KRW |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KUF4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49857.13000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -964.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMPBDP 20240221 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8626.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | T-BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124937.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 812.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ZAR/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ZAR/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 896.88000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CFE VIX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UXF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42153.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2776.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 DIVIDEND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DEDZ6 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15863.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 463.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROUGH RICE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -120.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/ZAR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/ZAR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4348128.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13857.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTP FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IKH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 263059.37000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6248.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/AUD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/AUD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88812.84000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3039.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADA BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12958.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMPBDP 20240417 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12325.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/GBP |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/GBP |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 213376.82000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5066.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KOSPI 200 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70236.86000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3892.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19420790.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3420.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | XAG/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | XAG/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27959.12000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27959.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TRY/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | TRY/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3273.95000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/CNH |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/CNH |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8200065.91000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5763.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGM24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25190.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6190.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -435040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7490.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/CAD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/CAD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -221649.79000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1451.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4835488.42000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2832.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/CAD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/CAD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.85000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | XAU/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | XAU/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1380337.09000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23511.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/SGD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/SGD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131703.05000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 108.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 VSTOXX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FVSF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45900.16000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3151.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURX STX600INS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JVH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38481.95000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -651.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 VSTOXX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FVSH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21857.22000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 126.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COFFEE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 706125.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 36281.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/ILS |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/ILS |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 397534.63000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -643.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/COP |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/COP |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 405098000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2985.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COIL STEEL (CRU) INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRCF4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1600.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAC JUMBO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83399.65000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -334.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANOIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317988.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11340.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SGX INR/USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XIDF4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96144.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -56.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BMF CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRDH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13928.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -124.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURX EURO-BUXL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156444.71000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4680.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZD/CAD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NZD/CAD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83472.10000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 107.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FRENCH FIN BASELOAD MTH - 696 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FACG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69878.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3419.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KOSDAQ 150 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KSTH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86749.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2608.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX BOBL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OEH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131673.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 287.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZD/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NZD/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35816991.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4117.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/CAD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/CAD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 674.53000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 509.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -612625.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5250.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MXN/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | MXN/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25330887.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7118.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SGD/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | SGD/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.21000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2.1/CNY7DRFIX |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 2.1/CNY7DRFIX |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3272.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/SEK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/SEK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4699014.36000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9357.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CZK/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CZK/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -558.25000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 5 YR T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FVH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108773.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 257.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CNH/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CNH/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.88000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#5 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29810.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -530.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/HUF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/HUF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 212399009.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2515.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/THB |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/THB |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1598813.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3002.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IFSC NIFTY 50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JGSF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 262182.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3108.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/TWD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/TWD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43530.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1423.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/CZK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/CZK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21034.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -940.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMNIDP 20240619 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303318.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2696.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MXN28DMFIX/9 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | MXN28DMFIX/9 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2771.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | S-FRANC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148562.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3318.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HK INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219323.86000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7271.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | H-SHARE INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -185500.98000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4589.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SARON FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1755652.20000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 59.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/BRL |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/BRL |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 494052.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1029.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OMX 30 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47620.63000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 603.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2.4/USCPI |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 2.4/USCPI |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1190.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CNH/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CNH/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42786796.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24522.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#11 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -207446.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1467.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/TRY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/TRY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12593743.30000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3393.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C Z4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -755250.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7337.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURX E-STX BNK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125005.64000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -715.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ALSI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AIH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38880.42000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1001.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VGH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100300.35000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -684.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KL COMPOSITE INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IKF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47415.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -255.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CARBON EMISSION |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MOZ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -798483.99000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -76522.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE UKA FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UKEZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117125.20000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -21248.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -238712.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 62.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MICRO EMINI S&P 500 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HWAH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3564.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PALLADIUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -221860.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3860.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | B-POUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BPH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79568.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -50.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURX STX600UTL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86634.07000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -916.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ITALIAN BASELOAD MONTHLY-696 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ITPG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83930.67000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3641.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAD/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CAD/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.54000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 0.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -414500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23075.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SET 50 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -249806.45000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2465.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56038.49000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -673.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MARKIT ITRX SNRFIN CDSI S40 5Y 12/20/2028 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | MARKIT ITRX SNRFIN CDSI S40 5Y 12/20/2028 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 950000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15981.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZD/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NZD/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53727.70000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1142.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CHF/NOK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CHF/NOK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1405361.71000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -18568.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI NASDAQ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NQH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 340470.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1360.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NOK/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NOK/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -344.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KOREAN BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KEH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 244975.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1394.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CHF/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CHF/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.01000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ZAR/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ZAR/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15643796.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4032.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE CHINA A50 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XUF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -505780.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12053.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO OAT FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OATH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 290347.78000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4581.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PLATINUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100920.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1020.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/ZAR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/ZAR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28584.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1556.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TRY/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | TRY/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10862026.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8566.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BOVESPA INDEX SWAP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BZG4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139931.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8208.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SOYABEAN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | S H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -194700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3512.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2.3/CPTFEMU |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 2.3/CPTFEMU |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17757.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGG24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452520.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17360.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CASH-SETTLED CHEESE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHEG4 Comdty |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31980.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -260.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/MXN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/MXN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5257512.85000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6019.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGZ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -212340.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18580.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/ILS |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/ILS |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 358550.82000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -708.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32353040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10541.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SEK/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | SEK/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 0.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GERMAN BASELOAD QTR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JXTJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -187689.94000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6726.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/PHP |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/PHP |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10879452.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3576.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/NOK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/NOK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 394789.33000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16460.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMPBDP 20240424 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZD/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NZD/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62887.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 318.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HEAT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HOG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106213.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 88.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MIB INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168460.66000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1484.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/SGD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/SGD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169116.90000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1186.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1007040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 40800.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85884.15000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2853.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/HUF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/HUF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 268191980.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1710.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DJ STOXX 600 OIL & GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KGH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39276.76000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -193.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PLN/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | PLN/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADA BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 843914.86000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20236.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAD/NOK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CAD/NOK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35011.21000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3441.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 8/HUF6MBFIX |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 8/HUF6MBFIX |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26436.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RAPESEED |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IJK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24327.20000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -386.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMNIDP 20240515 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100542.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 957.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/INR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/INR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16772810.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -852.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/PEN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/PEN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 369910.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -406.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LXH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133175.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14968.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAD/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CAD/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32628823.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7249.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/NZD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/NZD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 325657.16000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2065.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LUMBER FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LBOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15743.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -426.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ILS3MTFIX/3.3 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ILS3MTFIX/3.3 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -786.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63553.81000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 125.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38202.83000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 124.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 DIVIDEND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DEDZ5 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66940.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2207.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FLUID MILK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DAG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31480.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 200.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/PLN |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/PLN |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 796270.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2094.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CFE VIX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UXH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48800.70000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2429.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZ DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63190.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 880.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PESO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353520.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7670.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/GBP CME |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 462.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2693.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ULTRA T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UXYH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -590078.13000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20031.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/SGD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/SGD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149888.26000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3191.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NOK/SEK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NOK/SEK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2701808.90000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26309.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/CNH |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/CNH |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12285.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1723.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JAPAN BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1040173.90000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3757.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CHF/HUF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CHF/HUF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123719571.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7088.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GBP/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | GBP/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 374881.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2793.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EUR/CHF |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | EUR/CHF |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 375295.18000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6571.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TDX ISE 30 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | A5G4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51962.85000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -130.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SGD/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | SGD/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22610660.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10082.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LCATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LCG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -337000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1740.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KCBT RED WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -224700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3062.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cdx Na.hy 41 Cdsi Gen 5y Sprd Corp 12/20/28 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | Cdx Na.hy 41 Cdsi Gen 5y Sprd Corp 12/20/28 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11557.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IMM EURO FX/JY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RYH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1212.54000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1116.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1207038.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26623.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2 YR T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205914.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2242.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURX STX600BANK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BJH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120940.52000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 453.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 511380.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 52650.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ILS/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ILS/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -460.49000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TOPIX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167749.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3261.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | XPD/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | XPD/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13048.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13048.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -925.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUD/NZD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | AUD/NZD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 960236.38000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7481.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADIAN-DLR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75510.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -165.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RAPESEED |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IJG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145052.46000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1697.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BMF LIVE CATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LSF4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33666.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 149.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 1.8/CHFSARON |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 1.8/CHFSARON |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34973.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MXN/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | MXN/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -316.83000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -0.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE TAIWAN INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWTF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 186060.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4116.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS10YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79472.69000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -214.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ITRX EUROPE S40 12/28 |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ITRX EUROPE S40 12/28 |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21462.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTS FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353192.81000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1799.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MILLING WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1142122.54000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 31806.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SARON FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294361.74000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 326.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144514.01000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 98.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -239520.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2520.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CHF/JPY |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CHF/JPY |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85524208.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14484.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2.2/CPTFEMU |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | 2.2/CPTFEMU |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21966.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF FTSE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z H4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98748.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1400.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5920.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/IDR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/IDR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3076081000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BITCOIN-CME |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTCF4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209676.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8920.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/NOK |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/NOK |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20629.96000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2027.93000000 |
ISO Currency Code. |
United States Dollar
|
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares. | 76274.39100000 |
v. Exercise price or rate. | 0.00010000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2025-08-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -441655.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | NOMURA |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | NOMURA CALL OPT 08/16/25 |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | NOMU WNTN 08/16/2025 |
Description of other unique identifier. | Internal ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 32278.57350000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 4738796.10000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 8.657704878015 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | NOMURA SECURITIES INT, INC |
LEI (if any) of counterparty. | N/A |
i. Type, selected from among the following (put, call). Respond call for warrants. | Put Call |
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | Written Purchased |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NOMURA |
Index identifier, if any. | WNTN |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | CRUDE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7840.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LCATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LCM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -340100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -990.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150733.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8348.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE CHINA A50 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XUF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -321860.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10879.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19308.39000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1103.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANMEAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76960.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5510.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PLATINUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 655980.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29045.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -349050.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10990.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRENT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153580.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1680.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SOYABEAN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | S K4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130725.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10525.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRENT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1750.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IFSC NIFTY 50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JGSF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 742849.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9012.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 541060.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47940.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SEK/EUR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | SEK/EUR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -537255.33000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2510.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MINI MIDCA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FAH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 280950.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3110.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS3YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | YMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -873478.78000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8053.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -497790.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 49053.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADA BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -281304.95000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13546.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TYH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225781.25000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6734.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI S&P |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1205000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25672.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE TAIWAN INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWTF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 434140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6920.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | STOXX Europe 600 ESG-X Future |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUEH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39519.62000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 331.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 5 YR T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FVH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -652640.63000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14015.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1678337.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8875.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HEAT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HOJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102942.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -630.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SILVER |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SIH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120430.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2695.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COTTON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -840.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE BLENDSTOCK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XBJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97162.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3301.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAC JUMBO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 667197.16000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1418.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/TWD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/TWD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6293820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6914.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#11 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115248.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3035.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS10YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79472.69000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2050.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ALSI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AIH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38880.42000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1224.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308535.79000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 222.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIH6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308742.66000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 159.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | B-POUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BPH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2864475.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13690.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NOK/EUR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | NOK/EUR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22447.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24779.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7130.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -965800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9250.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LON COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 446348.86000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 62229.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIZ5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308694.92000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 843.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LCATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LCJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -826800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3100.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERH6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38656.21000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1131.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COFFEE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209475.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7743.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUSDOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 885560.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5785.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#5 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29810.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6115.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COPPER |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HGH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291787.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 675.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3850.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GASOLINE BLENDSTOCK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89283.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1654.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RAPESEED |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IJG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24175.41000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTS FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353192.81000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1589.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308806.32000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -206.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROUGH RICE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -280.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/BRL |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/BRL |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 995932.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4640.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI NASDAQ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NQH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 680940.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21648.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIM6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308774.49000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 159.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C K4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6587.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W K4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159875.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2462.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/IDR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/IDR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1563110000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1665.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SOYABEAN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | S H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 324500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16925.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MNWHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MWK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36625.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 250.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FEEDERS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114450.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 387.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8980.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HEAT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104798.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 961.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MNWHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72350.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 213887.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27941.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LXH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15106.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SINGAPORE MSCI INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QZF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283275.17000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12890.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MILLING WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12584.46000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 455.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48207.82000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1102.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRU5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -484500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4550.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COTTON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82150.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TRY/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | TRY/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110695.51000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 406.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CRUDE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68450.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5940.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VGH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1253754.43000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11607.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38628.62000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 896.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -305575.83000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6397.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38386.15000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5491.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRENT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76640.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10100.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DAX INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GXH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 466756.52000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2359.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179850.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5390.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CARBON EMISSION |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MOZ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177440.89000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8135.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ORG-JUICE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46882.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5910.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO OAT FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OATH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145173.89000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1070.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ALUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2934.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADA BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12846.81000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -689.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OMX 30 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190482.52000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3574.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | H-SHARE INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -333901.76000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11560.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19330.08000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 400.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/KRW |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/KRW |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 909950.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 704.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NEWZEALAND BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44535.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 197.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADIAN-DLR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 377550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -825.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 192605.42000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1150.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KCBT RED WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7862.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -212062.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7950.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MIB INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 505381.98000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2688.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 249732.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12687.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LONG GILT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | G H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130683.72000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -152.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TOPIX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 838747.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8508.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81186.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3916.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GOLD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GCJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209180.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1300.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HK INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -438647.73000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13986.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CRUDE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -215520.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4520.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PALM OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20251.54000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -163.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PLN/EUR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | PLN/EUR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -344683.68000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -969.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COFFEE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211837.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7556.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LON COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 344144.39000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46302.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33227.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANOIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58284.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2874.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WPG CANOLA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78941.17000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1217.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | YEN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JYH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4076750.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -46211.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | E MINI RUSSELL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RTYH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -307155.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -21515.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RAPESEED |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IJK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24327.20000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -165.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CRUDE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -18100.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PALLADIUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110930.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4840.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1444050.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8900.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGJ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -322560.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7630.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OSK NIKKEI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NKH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 711481.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16018.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#5 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QWK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29310.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 780.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USD/INR |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD/INR |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24991110.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -89.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19259.11000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3187.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -827925.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13538.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZ DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 315950.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3700.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2 YR T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -617742.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5976.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANOIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86724.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3372.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANMEAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8920.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CNH/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | CNH/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 841713.71000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4769.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 797240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 84820.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JAPAN BOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2080347.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28218.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38671.98000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1076.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX 2 BUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117615.03000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MILLING WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12280.89000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -725925.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7412.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5462.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WPG CANOLA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29951.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 395.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38675.93000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1048.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | THREE-MONTH SOFR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFRZ5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242337.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2087.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRENT OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5200.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#11 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22870.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 56.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KCBT RED WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10500.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38642.41000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 910.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTP FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IKH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 394589.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6468.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PESO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 589200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11675.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADA BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12784.79000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 56.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PALM OIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KOJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20235.22000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -130.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX BOBL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OEH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131673.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1324.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ZAR/USD |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | ZAR/USD |
Description of other identifier. | Internal id |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160634.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1660.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FEEDERS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5162.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF FTSE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z H4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 296244.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1209.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-INDEX-200 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387517.65000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5023.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI MSCI EM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MESH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206740.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7715.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CRUDE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -144020.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 390.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares. | 32278.57350000 |
v. Exercise price or rate. | 0.00010000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2025-08-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -94818.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | NOMURA |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | NOMURA CALL OPT 08/16/25 |
d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | NOMUWNTN2 08/16/2025 |
Description of other unique identifier. | Internal ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 7641.91010000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 2533131.72000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 4.627991242100 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | NOMURA SECURITIES INT, INC |
LEI (if any) of counterparty. | N/A |
i. Type, selected from among the following (put, call). Respond call for warrants. | Put Call |
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | Written Purchased |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NOMURA |
Index identifier, if any. | WNTN |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38660.16000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1131.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANOIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29142.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2088.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI MSCI EM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MESH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155055.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2435.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38675.93000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1103.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 2 YR T-NOTE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205914.06000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1992.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PESO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 589200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8440.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANMEAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3830.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#11 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23049.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 123.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CARBON EMISSION |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MOZ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88720.44000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1722.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUGAR#11 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22870.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 380.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19308.39000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 689.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38518.23000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 800.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DAX INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GXH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 466756.52000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2359.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COFFEE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69825.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -543.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -188500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11787.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIM6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308774.49000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 143.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 307612.79000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2291.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1960.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | H-SHARE INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -185500.98000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6529.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO STOXX50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VGH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 902703.19000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7683.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI NASDAQ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NQH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 680940.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17976.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HK INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -328985.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10971.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2080.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTS FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117730.94000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 309.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NZ DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126380.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2000.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PLATINUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50460.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -310.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | STOXX Europe 600 ESG-X Future |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUEH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39519.62000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 331.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | S-FRANC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 742812.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19318.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MINI DOW |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190060.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5235.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RXH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 605908.63000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -209.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CANADIAN-DLR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151020.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -280.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIZ5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308694.92000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1320.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W K4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31975.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -787.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-INDEX-200 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387517.65000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4989.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIZ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 306769.36000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1304.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10590.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48171.34000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME COPPER |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7239.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOG4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83244.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5919.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137987.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -362.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | E MINI RUSSELL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RTYH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102385.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -590.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ALUM |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAH24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119050.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8812.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2200.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERH6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19328.11000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 745.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS10YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79472.69000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2050.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27062.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1367.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE TAIWAN INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWTF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2270.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME LEAD$ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103625.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13354.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GOLD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GCJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 627540.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3210.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IFSC NIFTY 50 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JGSF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87394.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1102.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KCBT RED WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4537.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERH5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38608.90000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1034.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COTTON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41075.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -935.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125880.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 23330.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308806.32000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -206.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COTTON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2170.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NEWZEALAND BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZBH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44535.04000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 91.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TOPIX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 335498.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3403.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CORN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C K4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5837.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO BTP FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IKH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131529.69000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -220.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WPG CANOLA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9867.65000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 155.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19314.31000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 731.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KCBT RED WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1150.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS-BK-BILL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96302.71000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRON ORE CFR CHINA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54812.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2862.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6580.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308535.79000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2323.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTSE CHINA A50 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XUF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68970.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2316.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LON COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43018.05000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4672.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | YEN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JYH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1861125.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15837.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19193.08000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 386.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUSDOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 408720.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2525.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAC JUMBO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 166799.29000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -439.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBUSTA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113640.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16100.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIU4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 305575.83000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1050.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERZ5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38671.98000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1034.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME ZINC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LXH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66587.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6589.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF EURIBOR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERM6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19321.21000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 717.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI S&P 500 ESG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SLBH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 213620.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5480.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MILLING WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12280.89000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1048.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AS3YRBOND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | YMH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145579.80000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1344.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OSK NIKKEI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NKH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474321.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10678.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | COFFEE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70612.50000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2287.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SINGAPORE MSCI INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QZF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21790.40000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -840.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OMX 30 INDEX |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCF4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71430.94000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1068.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NATURAL GAS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NGJ24 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1410.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LCATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LCJ4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -640.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BEANOIL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57816.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2226.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LCATTLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LCM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136040.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 970.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX 2 BUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117615.03000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIH6 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308742.66000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 732.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HOGS |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LHM4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107910.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2720.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMINI S&P |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESH4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1205000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27225.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ICE 3MTH SONIA FUTURE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIM5 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308201.60000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2355.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LON COCOA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89269.77000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14131.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LONG GILT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | G H4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130683.72000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -674.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LME NICKEL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99558.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8760.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EURO OAT FUTURES |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OATH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145173.89000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1291.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MILLING WHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAK4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12584.46000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 234.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LIF FTSE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z H4 INDEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98748.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 254.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MNWHEAT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MWH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36175.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3812.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | B-POUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BPH4 CURNCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1034393.75000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4562.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ERX BOBL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OEH4 COMDTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 395019.58000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 1203.25000000 |
ISO Currency Code. |
United States Dollar
|
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares. | 7641.91010000 |
v. Exercise price or rate. | 0.00010000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2025-08-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -56893.68000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | First American Funds Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300J5J5SJCZ9IA369 |
c. Title of the issue or description of the investment. | FRST AM-GV OB-X |
d. CUSIP (if any). | 31846V336 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US31846V3362 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 3954557.69000000 |
Units |
Principal amount
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 3954557.69000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 7.224913813680 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Registered fund
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part E: Explanatory Notes (if any)
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
Note Item | B.5.a |
Explanatory Notes | Returns are reported without deducting sales loads and redemption fees, if any. |
NPORT-P: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant: | Northern Lights Fund Trust |
By (Signature): | James Colantino |
Name: | James Colantino |
Title: | Treasurer |
Date: | 2024-01-26 |