JNL/BlackRock Global Allocation Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$3.07 bn

Liabilities

$282.55 mm

Net assets

$2.79 bn

Number of holdings

2.47 k

Top 200 of 2471 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
EXCHANGE CLEARED IRS	-9.72 mm	73.04 mm principal	684.23	Interest rate derivative	N/A	USA
FUTURE - PHYSICALLY DELIVERED	-2.54 mm	-5.70 k contracts	179.02	Interest rate derivative	N/A	USA
FUTURE - CASH SETTLED	-2.17 mm	-191.00 contracts	153.02	Equity derivative	N/A	USA
JAPANESE YEN Barclays Capital Inc.	-1.35 mm	15.29 bn principal	95.18	DFE	N/A	Japan
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-1.25 mm	-82.46 k principal	87.74	Equity derivative	N/A	Australia
FUTURE - PHYSICALLY DELIVERED	-1.15 mm	5.56 k contracts	80.89	Interest rate derivative	N/A	USA
FUTURE - CASH SETTLED	-667.32 k	766.00 contracts	46.99	Interest rate derivative	N/A	Australia
UNITED STATES DOLLAR Deutsche Bank Alex Brown Inc.	-661.05 k	30.83 mm principal	46.55	DFE	N/A	USA
INTEREST RATE SWAP	-574.91 k	48.24 mm principal	40.48	Interest rate derivative	N/A	Brazil
INTEREST RATE SWAP	-534.78 k	44.22 mm principal	37.66	Interest rate derivative	N/A	Brazil
EXCHANGE CLEARED IRS	-518.01 k	8.13 mm principal	36.48	Interest rate derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-472.27 k	-49.65 k principal	33.25	Equity derivative	N/A	Germany
JAPANESE YEN BANK OF AMERICA CORPORATION	-395.31 k	2.67 bn principal	27.84	DFE	N/A	Japan
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-346.09 k	-422.24 k principal	24.37	Equity derivative	N/A	Malaysia
EXCHANGE CLEARED IRS	-343.55 k	134.80 mm principal	24.19	Interest rate derivative	N/A	UK
SWAPTION INTEREST RATE	-337.88 k	-72.19 mm principal	23.79	Interest rate derivative	N/A	USA
OPTION	-302.40 k	-160.00 contracts	21.29	Equity derivative	N/A	USA
EXCHANGE CLEARED IRS	-294.54 k	2.54 mm principal	20.74	Interest rate derivative	N/A	USA
UNITED STATES DOLLAR Morgan Stanley & Co., Inc.	-293.07 k	11.09 mm principal	20.64	DFE	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-281.54 k	-173.73 k principal	19.82	Equity derivative	N/A	South Africa
EXCHANGE CLEARED IRS	-278.52 k	36.89 mm principal	19.61	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-274.90 k	-20.76 mm principal	19.36	Interest rate derivative	N/A	USA
OPTION	-266.06 k	-677.00 contracts	18.73	Equity derivative	N/A	USA
EXCHANGE CLEARED IRS	-251.28 k	121.68 mm principal	17.69	Interest rate derivative	N/A	Mexico
INTEREST RATE SWAP	-245.27 k	27.93 mm principal	17.27	Interest rate derivative	N/A	Brazil
INTEREST RATE SWAP	-235.01 k	26.80 mm principal	16.55	Interest rate derivative	N/A	Brazil
SWAPTION INTEREST RATE	-230.54 k	-21.96 mm principal	16.23	Interest rate derivative	N/A	USA
OPTION	-223.03 k	-811.00 contracts	15.70	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-218.09 k	-20.76 mm principal	15.36	Interest rate derivative	N/A	USA
EXCHANGE CLEARED IRS	-208.90 k	99.20 mm principal	14.71	Interest rate derivative	N/A	Mexico
INTEREST RATE SWAP	-208.61 k	22.62 mm principal	14.69	Interest rate derivative	N/A	Brazil
SWAPTION INTEREST RATE	-197.78 k	-97.97 mm principal	13.93	Interest rate derivative	N/A	USA
EXCHANGE CLEARED IRS	-188.61 k	89.36 mm principal	13.28	Interest rate derivative	N/A	Mexico
INTEREST RATE SWAP	-186.08 k	20.96 mm principal	13.10	Interest rate derivative	N/A	Brazil
EXCHANGE CLEARED IRS	-181.86 k	88.62 mm principal	12.81	Interest rate derivative	N/A	USA
INTEREST RATE SWAP	-180.93 k	19.71 mm principal	12.74	Interest rate derivative	N/A	Brazil
SWAPTION INTEREST RATE	-176.83 k	-37.26 mm principal	12.45	Interest rate derivative	N/A	USA
OPTION	-173.06 k	-249.00 contracts	12.19	Equity derivative	N/A	USA
FUTURE - CASH SETTLED	-169.81 k	-124.00 contracts	11.96	Equity derivative	N/A	USA
OPTION	-166.98 k	-69.00 contracts	11.76	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-165.98 k	-18.30 mm principal	11.69	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-165.57 k	-18.25 mm principal	11.66	Interest rate derivative	N/A	USA
OPTION	-161.35 k	-324.00 contracts	11.36	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-160.27 k	-8.93 k principal	11.29	Equity derivative	N/A	Australia
EXCHANGE CLEARED IRS	-159.40 k	37.19 mm principal	11.22	Interest rate derivative	N/A	USA
OPTION	-158.54 k	-1.22 k contracts	11.16	Credit derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-153.56 k	-4.34 k principal	10.81	Equity derivative	N/A	Switzerland
SWAPTION INTEREST RATE	-152.24 k	-16.74 mm principal	10.72	Interest rate derivative	N/A	USA
MEXICAN PESO Goldman Sachs & Co.	-151.69 k	77.79 mm principal	10.68	DFE	N/A	Mexico
FUTURE - PHYSICALLY DELIVERED	-142.61 k	-2.30 k contracts	10.04	Interest rate derivative	N/A	USA
UNITED STATES DOLLAR Barclays Capital Inc.	-141.32 k	2.01 mm principal	9.95	DFE	N/A	USA
SWAPTION INTEREST RATE	-135.42 k	-18.63 mm principal	9.54	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-134.32 k	-21.40 mm principal	9.46	Interest rate derivative	N/A	USA
COLOMBIAN PESO Citibank, Inc.	-131.23 k	7.28 bn principal	9.24	DFE	N/A	Colombia
OPTION	-130.94 k	-203.00 contracts	9.22	Equity derivative	N/A	USA
SWISS FRANC Barclays Capital Inc.	-129.72 k	55.11 mm principal	9.13	DFE	N/A	Switzerland
OPTION	-125.61 k	-318.00 contracts	8.84	Equity derivative	N/A	USA
OPTION	-124.36 k	-1.16 mm contracts	8.76	DFE	N/A	Turkey
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-124.19 k	-167.49 k principal	8.74	Equity derivative	N/A	Spain
OPTION	-121.26 k	-1.29 k contracts	8.54	Equity derivative	N/A	USA
OPTION	-117.90 k	-323.00 contracts	8.30	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-116.93 k	-16.74 mm principal	8.23	Interest rate derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-112.84 k	-748.00 k principal	7.95	Equity derivative	N/A	China
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-112.67 k	-40.26 k principal	7.93	Equity derivative	N/A	USA
OPTION	-112.67 k	-203.00 contracts	7.93	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-112.30 k	-8.09 k principal	7.91	Equity derivative	N/A	USA
UNITED STATES DOLLAR Citibank, Inc.	-112.27 k	1.58 mm principal	7.91	DFE	N/A	USA
OPTION	-109.26 k	-363.00 contracts	7.69	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-108.70 k	-36.60 k principal	7.65	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-106.94 k	-267.35 k principal	7.53	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-106.44 k	-11.83 k principal	7.50	Equity derivative	N/A	Australia
FUTURE - PHYSICALLY DELIVERED	-104.94 k	195.00 contracts	7.39	Interest rate derivative	N/A	USA
OPTION	-103.53 k	-203.00 contracts	7.29	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-100.17 k	-58.81 k principal	7.05	Equity derivative	N/A	Australia
EXCHANGE CLEARED IRS	-99.70 k	440.46 mm principal	7.02	Interest rate derivative	N/A	Japan
EXCHANGE CLEARED IRS	-98.53 k	440.46 mm principal	6.94	Interest rate derivative	N/A	Japan
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-97.75 k	-16.29 k principal	6.88	Equity derivative	N/A	USA
OPTION	-96.74 k	-1.67 k contracts	6.81	Equity derivative	N/A	USA
FUTURE - PHYSICALLY DELIVERED	-94.13 k	110.00 contracts	6.63	Interest rate derivative	N/A	UK
SWAPTION INTEREST RATE	-93.25 k	-17.48 mm principal	6.57	Interest rate derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-92.08 k	-2.32 k principal	6.48	Equity derivative	N/A	Korea, Republic of
OPTION	-89.70 k	-65.00 contracts	6.32	Equity derivative	N/A	USA
FUTURE - CASH SETTLED	-88.21 k	-54.00 contracts	6.21	Equity derivative	N/A	Germany
INTEREST RATE SWAP	-86.10 k	10.16 mm principal	6.06	Interest rate derivative	N/A	Brazil
OPTION	-85.66 k	-926.00 contracts	6.03	Equity derivative	N/A	USA
OPTION	-83.68 k	-228.00 contracts	5.89	Equity derivative	N/A	USA
UNITED STATES DOLLAR UBS Securities, LLC	-83.22 k	1.03 mm principal	5.86	DFE	N/A	USA
SWAPTION INTEREST RATE	-83.01 k	-36.09 mm principal	5.85	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-82.63 k	-17.41 mm principal	5.82	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-82.63 k	-17.41 mm principal	5.82	Interest rate derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-79.81 k	-107.42 k principal	5.62	Equity derivative	N/A	UK
COLOMBIAN PESO HSBC Securities, Inc.	-78.69 k	10.07 bn principal	5.54	DFE	N/A	Colombia
UNITED STATES DOLLAR HSBC Securities, Inc.	-78.47 k	3.03 mm principal	5.53	DFE	N/A	USA
OPTION	-77.60 k	-2.48 mm contracts	5.46	DFE	N/A	Mexico
SWAPTION INTEREST RATE	-76.36 k	-8.44 mm principal	5.38	Interest rate derivative	N/A	USA
OPTION	-75.06 k	-1.67 k contracts	5.29	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-70.55 k	-28.56 mm principal	4.97	Interest rate derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-70.37 k	-149.75 k principal	4.96	Equity derivative	N/A	China
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-69.80 k	-8.48 k principal	4.91	Equity derivative	N/A	USA
OPTION	-69.26 k	-243.00 contracts	4.88	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-68.90 k	-105.50 k principal	4.85	Equity derivative	N/A	China
MEXICAN PESO TORONTO DOMINION BANK	-68.00 k	78.53 mm principal	4.79	DFE	N/A	Mexico
UNITED STATES DOLLAR Morgan Stanley & Co., Inc.	-67.47 k	5.76 mm principal	4.75	DFE	N/A	USA
OPTION	-66.67 k	-301.00 contracts	4.69	Equity derivative	N/A	USA
EXCHANGE CLEARED CDS - INDEX	-66.49 k	935.55 k principal	4.68	Credit derivative	N/A	USA
SWAPTION INTEREST RATE	-65.81 k	-9.05 mm principal	4.63	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-65.81 k	-9.05 mm principal	4.63	Interest rate derivative	N/A	USA
EXCHANGE CLEARED IRS	-65.69 k	7.38 mm principal	4.63	Interest rate derivative	N/A	USA
UNITED STATES DOLLAR UBS Securities, LLC	-64.65 k	1.58 mm principal	4.55	DFE	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-63.58 k	-390.00 k principal	4.48	Equity derivative	N/A	Taiwan
OPTION	-62.77 k	-183.00 contracts	4.42	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-61.77 k	-28.60 k principal	4.35	Equity derivative	N/A	China
EXCHANGE CLEARED IRS	-60.34 k	95.23 mm principal	4.25	Interest rate derivative	N/A	South Africa
OPTION	-59.64 k	-852.00 contracts	4.20	Equity derivative	N/A	USA
OPTION	-59.05 k	-228.00 contracts	4.16	Equity derivative	N/A	USA
OPTION	-58.48 k	-722.00 contracts	4.12	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-58.32 k	-163.20 k principal	4.11	Equity derivative	N/A	Japan
MEXICAN PESO UBS Securities, LLC	-57.80 k	29.69 mm principal	4.07	DFE	N/A	Mexico
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-57.70 k	-97.69 k principal	4.06	Equity derivative	N/A	Australia
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-56.03 k	-1.51 mm principal	3.95	Equity derivative	N/A	China
SWAPTION INTEREST RATE	-55.93 k	-17.83 mm principal	3.94	Interest rate derivative	N/A	USA
OPTION	-55.08 k	-324.00 contracts	3.88	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-53.84 k	-20.28 k principal	3.79	Equity derivative	N/A	Ireland
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-53.74 k	-366.51 k principal	3.78	Equity derivative	N/A	Hong Kong
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-51.05 k	-5.68 k principal	3.59	Equity derivative	N/A	USA
COLOMBIAN PESO BNP Paribas Securities	-50.54 k	14.97 bn principal	3.56	DFE	N/A	Colombia
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-50.48 k	-179.50 k principal	3.55	Equity derivative	N/A	Germany
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-49.29 k	-990.00 principal	3.47	Equity derivative	N/A	Korea, Republic of
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-48.84 k	-32.10 k principal	3.44	Equity derivative	N/A	China
UNITED STATES DOLLAR Barclays Capital Inc.	-48.66 k	1.63 mm principal	3.43	DFE	N/A	USA
OPTION	-47.78 k	-42.00 contracts	3.36	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-45.78 k	-41.68 k principal	3.22	Equity derivative	N/A	France
SWAPTION INTEREST RATE	-45.02 k	-8.44 mm principal	3.17	Interest rate derivative	N/A	USA
OPTION	-44.48 k	-540.00 contracts	3.13	Equity derivative	N/A	UK
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-43.46 k	-240.00 k principal	3.06	Equity derivative	N/A	China
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-42.96 k	-1.86 mm principal	3.03	Equity derivative	N/A	Italy
UNITED STATES DOLLAR UBS Securities, LLC	-42.88 k	1.23 mm principal	3.02	DFE	N/A	USA
FUTURE - PHYSICALLY DELIVERED	-42.60 k	-15.00 contracts	3.00	Interest rate derivative	N/A	Japan
OPTION	-42.08 k	-561.00 contracts	2.96	Equity derivative	N/A	USA
UNITED STATES DOLLAR Deutsche Bank Alex Brown Inc.	-41.89 k	11.49 mm principal	2.95	DFE	N/A	USA
OPTION	-41.59 k	-239.00 contracts	2.93	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-40.02 k	-9.57 k principal	2.82	Equity derivative	N/A	USA
OPTION	-39.42 k	-146.00 contracts	2.78	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-37.12 k	-18.66 mm principal	2.61	Interest rate derivative	N/A	USA
OPTION	-36.80 k	-247.00 contracts	2.59	Equity derivative	N/A	USA
OPTION	-36.72 k	-122.00 contracts	2.59	Equity derivative	N/A	USA
OPTION	-36.60 k	-488.00 contracts	2.58	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-36.24 k	-51.87 k principal	2.55	Equity derivative	N/A	USA
OPTION	-36.19 k	-166.00 contracts	2.55	Equity derivative	N/A	USA
CREDIT DEFAULT SWAP SINGLE NAME	-35.81 k	225.00 k principal	2.52	Credit derivative	N/A	USA
SWAPTION INTEREST RATE	-35.64 k	-22.04 mm principal	2.51	Interest rate derivative	N/A	USA
EXCHANGE CLEARED IRS	-35.62 k	65.43 mm principal	2.51	Interest rate derivative	N/A	South Africa
SWAPTION INTEREST RATE	-35.60 k	-38.16 mm principal	2.51	Interest rate derivative	N/A	USA
OPTION	-34.44 k	-24.00 contracts	2.43	Equity derivative	N/A	USA
OPTION	-34.23 k	-489.00 contracts	2.41	Equity derivative	N/A	USA
POLISH ZLOTY Canadian Imperial Bank of Commerce	-34.13 k	30.08 mm principal	2.40	DFE	N/A	Poland
SWAPTION INTEREST RATE	-34.05 k	-33.21 mm principal	2.40	Interest rate derivative	N/A	USA
OPTION	-34.05 k	-608.00 contracts	2.40	Commodity derivative	N/A	USA
OPTION	-34.02 k	-243.00 contracts	2.40	Equity derivative	N/A	USA
OPTION	-34.01 k	-109.00 contracts	2.39	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-33.38 k	-3.78 mm principal	2.35	Equity derivative	N/A	Italy
EXCHANGE CLEARED IRS	-33.38 k	228.10 mm principal	2.35	Interest rate derivative	N/A	Mexico
FUTURE - CASH SETTLED	-33.34 k	123.00 contracts	2.35	Equity derivative	N/A	India
EXCHANGE CLEARED IRS	-32.98 k	228.10 mm principal	2.32	Interest rate derivative	N/A	Mexico
UNITED STATES DOLLAR Barclays Capital Inc.	-32.90 k	2.91 mm principal	2.32	DFE	N/A	USA
OPTION	-32.56 k	-74.00 contracts	2.29	Equity derivative	N/A	USA
EXCHANGE CLEARED CDS - INDEX	-32.53 k	7.33 mm principal	2.29	Credit derivative	N/A	XX
UNITED STATES DOLLAR Goldman Sachs & Co.	-32.38 k	2.39 mm principal	2.28	DFE	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-31.42 k	-212.46 k principal	2.21	Equity derivative	N/A	Brazil
HUNGARIAN FORINT Royal Bank of Scotland	-30.55 k	971.34 mm principal	2.15	DFE	N/A	Hungary
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-29.79 k	-464.00 k principal	2.10	Equity derivative	N/A	China
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-29.72 k	-19.20 k principal	2.09	Equity derivative	N/A	Finland
SWAPTION INTEREST RATE	-29.16 k	-33.29 mm principal	2.05	Interest rate derivative	N/A	USA
SWAPTION INTEREST RATE	-29.02 k	-9.06 mm principal	2.04	Interest rate derivative	N/A	USA
OPTION	-28.97 k	-852.00 contracts	2.04	Credit derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-28.80 k	-3.73 k principal	2.03	Equity derivative	N/A	USA
SWAPTION INTEREST RATE	-28.40 k	-35.17 mm principal	2.00	Interest rate derivative	N/A	USA
OPTION	-28.08 k	-216.00 contracts	1.98	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-28.04 k	-1.36 k principal	1.97	Equity derivative	N/A	Korea, Republic of
OPTION	-27.98 k	-811.00 contracts	1.97	Equity derivative	N/A	USA
OPTION	-27.60 k	-143.00 contracts	1.94	Equity derivative	N/A	USA
OPTION	-27.51 k	-262.00 contracts	1.94	Equity derivative	N/A	USA
OPTION	-27.36 k	-144.00 contracts	1.93	Equity derivative	N/A	USA
OPTION	-27.30 k	-84.00 contracts	1.92	Equity derivative	N/A	USA
OPTION	-26.98 k	-65.00 contracts	1.90	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-26.43 k	-37.78 k principal	1.86	Equity derivative	N/A	France
OPTION	-26.40 k	-66.00 contracts	1.86	Equity derivative	N/A	USA
UNITED STATES DOLLAR Citibank, Inc.	-25.76 k	362.93 k principal	1.81	DFE	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-25.22 k	-10.60 k principal	1.78	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-25.16 k	-98.02 k principal	1.77	Equity derivative	N/A	UK
JAPANESE YEN J.P. Morgan	-24.98 k	1.96 bn principal	1.76	DFE	N/A	Japan
OPTION	-24.78 k	-84.00 contracts	1.74	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-24.75 k	-1.80 k principal	1.74	Equity derivative	N/A	Korea, Republic of
CREDIT DEFAULT SWAP SINGLE NAME	-24.08 k	1.12 mm principal	1.70	Credit derivative	N/A	Guernsey
CHINESE YUAN RENMINBI J.P. Morgan	-23.82 k	28.74 mm principal	1.68	DFE	N/A	China
UNITED STATES DOLLAR Nomura Securities International	-23.75 k	2.03 mm principal	1.67	DFE	N/A	USA
CONTRACT FOR DIFFERENCE CITIGROUP INC.	-23.66 k	-4.16 k principal	1.67	Equity derivative	N/A	USA
UNITED STATES DOLLAR Barclays Capital Inc.	-22.75 k	765.12 k principal	1.60	DFE	N/A	USA
OPTION	-22.55 k	-167.00 contracts	1.59	Equity derivative	N/A	USA
CONTRACT FOR DIFFERENCE JP MORGAN CHASE & CO	-22.46 k	-86.40 k principal	1.58	Equity derivative	N/A	Japan