| | Number of Contracts | Notional Amount* | | Value |
| Options Written (continued) | | | | |
| Calls - Over-the-Counter (continued) | | | | |
| Currency Options (continued) | | | | |
| AUD/JPY, Counterparty CITI, February Strike Price 79.45 JPY, Expires 2/12/20
| 1 | 1,020,000 | AUD | $(582) |
| AUD/JPY, Counterparty CITI, February Strike Price 80.32 JPY, Expires 2/12/20
| 1 | 1,133,000 | AUD | (417) |
| AUD/JPY, Counterparty CITI, May Strike Price 78.60 JPY, Expires 5/06/20
| 1 | 2,417,000 | AUD | (5,336) |
| AUD/JPY, Counterparty CITI, May Strike Price 79.10 JPY, Expires 5/06/20
| 1 | 1,511,000 | AUD | (2,741) |
| AUD/JPY, Counterparty CITI, May Strike Price 77.35 JPY, Expires 5/07/20
| 1 | 6,041,000 | AUD | (21,957) |
| AUD/USD, Counterparty HSBK, April Strike Price $0.71, Expires 4/30/20
| 1 | 1,888,000 | AUD | (8,867) |
| AUD/USD, Counterparty HSBK, May Strike Price $0.71, Expires 5/04/20
| 1 | 2,379,000 | AUD | (13,276) |
| AUD/USD, Counterparty HSBK, November Strike Price $0.71, Expires 11/05/20
| 1 | 1,511,000 | AUD | (15,350) |
| AUD/USD, Counterparty HSBK, November Strike Price $0.80, Expires 11/05/20
| 1 | 3,021,000 | AUD | (3,393) |
| AUD/USD, Counterparty HSBK, April Strike Price $0.81, Expires 4/29/21
| 1 | 3,776,000 | AUD | (8,074) |
| AUD/USD, Counterparty HSBK, May Strike Price $0.80, Expires 5/04/21
| 1 | 4,758,000 | AUD | (11,808) |
| AUD/USD, Counterparty HSBK, May Strike Price $0.78, Expires 5/05/21
| 1 | 2,518,000 | AUD | (10,491) |
| AUD/USD, Counterparty MSCO, November Strike Price $0.72, Expires 11/14/19
| 1 | 6,000 | AUD | (0) |
| USD/MXN, Counterparty CITI, December Strike Price 19.81 MXN, Expires 12/09/19
| 1 | 2,651,000 | | (53,831) |
| USD/MXN, Counterparty CITI, March Strike Price 21.82 MXN, Expires 3/06/20
| 1 | 1,373,000 | | (11,617) |
| USD/MXN, Counterparty CITI, May Strike Price 19.55 MXN, Expires 5/11/20
| 1 | 2,745,000 | | (155,279) |
| USD/MXN, Counterparty CITI, May Strike Price 22.55 MXN, Expires 5/11/20
| 1 | 2,745,000 | | (28,221) |
| USD/MXN, Counterparty CITI, May Strike Price 19.82 MXN, Expires 5/12/20
| 1 | 1,961,000 | | (95,252) |
| USD/MXN, Counterparty CITI, May Strike Price 23.85 MXN, Expires 5/12/20
| 1 | 1,961,000 | | (11,078) |
| USD/MXN, Counterparty CITI, May Strike Price 22.85 MXN, Expires 5/14/20
| 1 | 2,765,000 | | (25,120) |
| USD/MXN, Counterparty CITI, May Strike Price 22.91 MXN, Expires 5/21/20
| 1 | 529,000 | | (4,923) |
| USD/MXN, Counterparty CITI, September Strike Price 23.00 MXN, Expires 9/03/20
| 1 | 2,761,000 | | (46,324) |
| USD/MXN, Counterparty CITI, September Strike Price 24.30 MXN, Expires 9/08/20
| 1 | 1,839,000 | | (19,620) |
| USD/MXN, Counterparty GSCO, March Strike Price 19.49 MXN, Expires 3/12/20
| 1 | 1,770,000 | | (85,410) |
| USD/MXN, Counterparty GSCO, March Strike Price 22.11 MXN, Expires 3/12/20
| 1 | 1,770,000 | | (13,176) |