Invesco Balanced-Risk Commodity Strategy Fund Holdings history

Fund Profile

Current holdings

Data for period

31 Oct 24

(Last reporting period)

Total assets

$739.86 mm

Liabilities

$1.15 mm

Net assets

$738.71 mm

Number of holdings

41.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

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%Holdings

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Holding	Jan 20	Apr 20	Jul 20	Oct 20	Jan 21	Apr 21	Jul 21	Oct 21	Jan 22	Apr 22	Jul 22	Oct 22	Jan 23	Apr 23	Jul 23	Oct 23	Jan 24	Apr 24	Jul 24	Oct 24
Bank of Montreal
Barclays Bank PLC
Barclays PLC
Canadian Imperial Bank of Commerce
Citigroup Inc.
Invesco Government & Agency Portfolio
Invesco Liquid Assets Portfolio
Invesco Treasury Portfolio
Invesco US Dollar Liquidity Portfolio
JPMorgan Chase & Co
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A Royal Bank of Canada
N/A Macquarie Bank Limited
N/A Coffee 'C' Future
N/A Cargill, Incorporated
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Citibank, N.A.
N/A Canadian Imperial Bank of Commerce
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A Lean Hogs Future
N/A Morgan Stanley Capital Services LLC
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Wheat Future
N/A Morgan Stanley Capital Services LLC
N/A Morgan Stanley Capital Services LLC
N/A Soybean Future
N/A Macquarie Bank Limited
N/A Morgan Stanley Capital Services LLC
N/A Macquarie Bank Limited
N/A UBS AG
N/A BNP Paribas
N/A Cotton No. 2 Future
N/A Canadian Imperial Bank of Commerce
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Corn Future
N/A Royal Bank of Canada
N/A Merrill Lynch International
N/A Barclays Bank PLC
N/A Macquarie Bank Limited
N/A Cargill, Incorporated
N/A Soybean Future
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A LME Nickel Future
N/A Citibank, N.A.
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Wheat Future
N/A Morgan Stanley Capital Services LLC
N/A Merrill Lynch International
N/A Coffee 'C' Future
N/A Macquarie Bank Limited
N/A Morgan Stanley Capital Services LLC
N/A Morgan Stanley Capital Services LLC
N/A UBS AG
N/A Merrill Lynch International
N/A Cotton No. 2 Future
N/A Canadian Imperial Bank of Commerce
N/A JPMorgan Chase Bank, National Association
N/A Morgan Stanley Capital Services LLC
N/A Merrill Lynch International
N/A Barclays Bank PLC
N/A Macquarie Bank Limited
N/A Cargill, Incorporated
N/A Corn Future
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Coffee 'C' Future
N/A Goldman Sachs International
N/A Soybean Future
N/A Royal Bank of Canada
N/A Citibank, N.A.
N/A Wheat Future
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Barclays Bank PLC
N/A Lean Hogs Future
N/A Macquarie Bank Limited
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Morgan Stanley Capital Services LLC
N/A Macquarie Bank Limited
N/A Macquarie Bank Limited
N/A Morgan Stanley Capital Services LLC
N/A Morgan Stanley Capital Services LLC
N/A UBS AG
N/A Cotton No. 2 Future
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Cargill, Incorporated
N/A Morgan Stanley Capital Services LLC
N/A Corn Future
N/A Cotton No. 2 Future
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Soybean Future
N/A Canadian Imperial Bank of Commerce
N/A Goldman Sachs International
N/A Macquarie Bank Limited
N/A Royal Bank of Canada
N/A Wheat Future
N/A Merrill Lynch International
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A Macquarie Bank Limited
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Morgan Stanley Capital Services LLC
N/A Coffee 'C' Future
N/A JPMorgan Chase Bank, National Association
N/A Barclays Bank PLC
N/A Morgan Stanley Capital Services LLC
N/A UBS AG
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Corn Future
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Cargill, Incorporated
N/A Barclays Bank PLC
N/A Morgan Stanley Capital Services LLC
N/A UBS AG
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Cotton No. 2 Future
N/A Soybean Future
N/A Canadian Imperial Bank of Commerce
N/A Goldman Sachs International
N/A Macquarie Bank Limited
N/A Royal Bank of Canada
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Morgan Stanley Capital Services LLC
N/A Wheat Future
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Coffee 'C' Future
N/A JPMorgan Chase Bank, National Association
N/A Macquarie Bank Limited
N/A Royal Bank of Canada
N/A Morgan Stanley Capital Services LLC
N/A Barclays Bank PLC
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A Soybean Future
N/A Morgan Stanley Capital Services LLC
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A UBS AG
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Morgan Stanley Capital Services LLC
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A Canadian Imperial Bank of Commerce
N/A Corn Future
N/A Cargill, Incorporated
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A JPMorgan Chase Bank, National Association
N/A Morgan Stanley Capital Services LLC
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A Royal Bank of Canada
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A Morgan Stanley Capital Services LLC
N/A Barclays Bank PLC
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A Corn Future
N/A UBS AG
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Cargill, Incorporated
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A Canadian Imperial Bank of Commerce
N/A Soybean Future
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Royal Bank of Canada
N/A Wheat Future
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Barclays Bank PLC
N/A Macquarie Bank Limited
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Coffee 'C' Future
N/A Merrill Lynch International
N/A Lean Hogs Future
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A LME Nickel Future
N/A Merrill Lynch International
N/A BNP Paribas
N/A Corn Future
N/A UBS AG
N/A Cargill, Incorporated
N/A Morgan Stanley Capital Services LLC
N/A Soybean Future
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Royal Bank of Canada
N/A Wheat Future
N/A Canadian Imperial Bank of Commerce
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A Morgan Stanley Capital Services LLC
N/A Merrill Lynch International
N/A Macquarie Bank Limited
N/A Barclays Bank PLC
N/A Macquarie Bank Limited
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Coffee 'C' Future
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Corn Future
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Coffee 'C' Future
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Soybean Future
N/A Natural Gas Future
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Wheat Future
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A Interest Rate Swap
N/A MLCX2SME Excess Return Index Swap
N/A MLCX2LCE Excess Return Index Swap
N/A Corn Future
N/A Coffee C Future
N/A Macquarie Single Commodity Nickel Type A Excess Return Index Swap
N/A S&P GSCI Soybean Meal Excess Return Swap
N/A MLCIAPLH Excess Return Index Swap
N/A Cotton No. 2 Future
N/A Zinc MACQ F0 Swap (Short)
N/A BNP Paribas Commodity Daily Dynamic Curve CO Index Swap
N/A J.P. Moran Contag Beta Gas Oil Excess Return Index Swap
N/A UBS Modified Roll Select Oil Strategy Swap
N/A Copper BAML Optim Idx ER Swap (Long)
N/A Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 Swap
N/A RBC Enhanced Brent Crude Oil 01 Excess Return Index Swap
N/A GASOLINE RBOB FUT Sep22XBU2 COMB
N/A MS Soybean Oil Dynamic Roll Index Swap
N/A Nat Gas Seasonal BAML Swap (Long)
N/A Enhanced Strategy AB31 on the S&P GSCI Cotton Excess Return Index Swap
N/A MLCX2CCE Excess Return Index Swap
N/A Gold S&P JPM ER Swap (Short)
N/A Wheat Future
N/A Soybean Future
N/A Macquarie Aluminum Dynamic Selection Index Swap
N/A Barclays WTI Crude Roll Yield Excess Return Index Swap
N/A Enhanced Strategy Sugar A141 on the S&P GSCI Sugar Excess Return Index Swap
N/A Macquarie Single Commodity Silver type A Excess Return Index Swap
N/A Barclays Brent Crude Roll Yield Index Swap
N/A Merrill Lynch Gold Excess Return Index Swap
N/A SoyBeans BARC Seasonal ER Swap
N/A Soymeal BAML GSCI 1-2 month ER Swap
N/A Live Cattle BAML F0 ER Swap (Short)
N/A MLCX Natural Gas Annual Excess Return Index Swap
N/A Aluminum BAML OY ER Swap
N/A Corn Future
N/A Canadian Imperial Bank of Commerce Silver Index Swap
N/A Copper CIBC F0 Swap (Short)
N/A Barclays Soybean Meal Seasonal Excess Return Index Swap
N/A Macquarie Single Commodity Nickel Type A Excess Return Index Swap
N/A Morgan Stanley MSCY2KW0 Index Swap
N/A NatGas CIBC F0 Swap (Short)
N/A S&P GSCI Soybean Meal Excess Return Swap
N/A Lean Hogs BAML F0 ER Swap (Short)
N/A Cotton No. 2 Future
N/A BNP Paribas Commodity Daily Dynamic Curve CO Index Swap
N/A Zinc BAML Optim Idx ER Swap
N/A Natural Gas Future
N/A GasOil JPM Opt Roll Swap
N/A Barclays Heating Oil Roll Yield Excess Return Index Swap
N/A Soybean Future
N/A Aluminum MACQ F0 Swap (Short)
N/A UBS Modified Roll Select Oil Strategy Swap
N/A Wheat Future
N/A UNLGAS OptRoll Swap BAML
N/A Copper BAML Optim Idx ER Swap
N/A Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 Swap
N/A RBC Enhanced Brent Crude Oil 01 Excess Return Index Swap
N/A Coffee BAML F0 ER Swap (Short)
N/A Soybean Oil MS Opt Roll Swap
N/A Enhanced Strategy AB31 on the S&P GSCI Cotton Excess Return Index Swap
N/A MLCX2CCE Excess Return Index Swap
N/A Wheat MS F0 Swap (Short)
N/A GASOLINE RBOB FUT Jun22XBM2 COMB
N/A Copper RBC Optim ExtdRoll Idx ER Swap
N/A Macquarie Aluminum Dynamic Selection Index Swap
N/A LME NICKEL FUTURE Jun22LNM2
N/A WTI Roll Yield BARC ER Swap
N/A Enhanced Strategy Sugar A141 on the S&P GSCI Sugar Excess Return Index Swap
N/A Merrill Lynch Gold Excess Return Index Swap
N/A Macquarie Single Commodity Silver type A Excess Return Index Swap
N/A Barclays Corn Seasonal Excess Return Index Swap
N/A Zinc F3 Swap BAML
N/A Brent Oil BARC OY ER Swap
N/A Merrill Lynch Gold Excess Return Index Swap
N/A Gold S&P JPM ER Swap
N/A Coffee C Future
N/A Gold RBC ER Swap (Long)
N/A Coffee Ssnl BARC (Long)
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Soybean MS F0 Swap (Short)
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Coffee C Future
N/A Soymeal Ssnl BARC (Long)
N/A UNLGAS OptRoll Swap BAML (Long)
N/A Silver MACQ Idx ER Swap (Long)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A Gasoline RBOB Future
N/A LME Nickel Future
N/A Copper CIBC F0 Swap (Short)
N/A Brent Oil BNP OY ER Swap (Long)
N/A NatGas CIBC F0 Swap (Short)
N/A Heating Oil BARC OY ER Swap (Long)
N/A Soybean Future
N/A Heating Oil UBS OY ER Swap (Long)
N/A Wheat Future
N/A Wheat MS F0 Swap (Short)
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Short)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Gold S&P JPM ER Swap (Long)
N/A Corn Future
N/A Live Cattle BARC OY ER Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Cocoa BAML F0 ER Swap (Short)
N/A Aluminum MACQ F0 Swap (Short)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A Cotton No. 2 Future
N/A Gold Idx BAML Gold ER Swap (Long)
N/A Lean Hogs Future
N/A Natural Gas Future
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Nickel MACQ F0 Swap (Short)
N/A Corn Ssnl BARC (Long)
N/A GasOil JPM Opt Roll Swap (Long)
N/A Zinc F3 Swap BAML (Long)
N/A Silver CIBC Swap ER CIBZSI (Short)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A Cocoa BAML F0 ER Swap (Short)
N/A Heating Oil UBS OY ER Swap (Long)
N/A Gasoline RBOB Future
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A Nat Gas Seasonal BAML Swap (Long)
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Lean Hogs Future
N/A UNLGAS OptRoll Swap BAML (Long)
N/A Silver MACQ Idx ER Swap (Long)
N/A SoyBeans BARC Seasonal ER Swap (Long)
N/A Wheat Future
N/A Zinc MACQ F0 Swap (Short)
N/A Corn Ssnl BARC (Long)
N/A Brent Oil BNP OY ER Swap (Long)
N/A Soymeal MS F0 Swap (Short)
N/A NatGas CIBC F0 Swap (Short)
N/A Live Cattle BAML F0 ER Swap (Short)
N/A Soybean Future
N/A Coffee BAML F0 ER Swap (Short)
N/A Wheat MS F0 Swap (Short)
N/A Coffee C Future
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Short)
N/A Gold S&P JPM ER Swap (Long)
N/A Aluminum MACQ F0 Swap (Short)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Cotton No. 2 Future
N/A Nickel MACQ F0 Swap (Short)
N/A Gasoil MACQ F0 Swap (Short)
N/A Corn Future
N/A GasOil JPM Opt Roll Swap (Long)
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Silver CIBC Swap ER CIBZSI (Short)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A Heating Oil BARC OY ER Swap (Long)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A LME NICKEL FUTURE Dec21LNZ1
N/A Cocoa BAML F0 ER Swap (Short)
N/A Heating Oil UBS OY ER Swap (Long)
N/A Soybean Future
N/A Zinc F3 Swap BAML (Long)
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A Silver CIBC Swap ER CIBZSI (Long)
N/A Nat Gas Seasonal BAML Swap (Long)
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Gold RBC ER Swap (Long)
N/A Lean Hogs Future
N/A UNLGAS OptRoll Swap BAML (Long)
N/A Silver MACQ Idx ER Swap (Long)
N/A Brent Oil BNP OY ER Swap (Long)
N/A SoyBeans BARC Seasonal ER Swap (Long)
N/A Wheat Future
N/A Oil Heating MACQ F0 Swap (Short)
N/A Coffee C Future
N/A Zinc MACQ F0 Swap (Short)
N/A Natural Gas Future
N/A Copper CIBC F0 Swap (Short)
N/A Corn Ssnl BARC (Long)
N/A Soymeal MS F0 Swap (Short)
N/A Coffee BAML F0 ER Swap (Short)
N/A Wheat MS F0 Swap (Short)
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Short)
N/A Gold S&P JPM ER Swap (Long)
N/A Aluminum MACQ F0 Swap (Short)
N/A Gasoline RBOB Future
N/A Heating Oil BARC OY ER Swap (Short)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A GasOil JPM Opt Roll Swap (Short)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A Cotton No. 2 Future
N/A Nickel MACQ F0 Swap (Short)
N/A Gasoil MACQ F0 Swap (Short)
N/A Corn Future
N/A Live Cattle BARC OY ER Swap (Long)
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Silver CIBC Swap ER CIBZSI (Short)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A Cocoa BAML F0 ER Swap (Short)
N/A Wheat Chicago Ssnl BARC (Long)
N/A Soybean Future
N/A Gold Future
N/A Heating Oil UBS OY ER Swap (Long)
N/A Zinc F3 Swap BAML (Long)
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A Silver CIBC Swap ER CIBZSI (Long)
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Lean Hogs Future
N/A Silver MACQ Idx ER Swap (Long)
N/A Brent Oil BNP OY ER Swap (Long)
N/A SoyBeans BARC Seasonal ER Swap (Long)
N/A Unlgas MACQ F0 Swap (Short)
N/A Oil Heating MACQ F0 Swap (Short)
N/A COFFEE 'C' FUTURE Sep21KCU1
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A Soymeal MS F0 Swap (Short)
N/A Corn Ssnl BARC (Long)
N/A NatGas CIBC F0 Swap (Short)
N/A Corn Future
N/A Coffee BAML F0 ER Swap (Short)
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Short)
N/A Natural Gas Future
N/A Gold S&P JPM ER Swap (Long)
N/A Aluminum MACQ F0 Swap (Short)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A Oil Crude MACQ F0 Swap (Short)
N/A Cotton No. 2 Future
N/A Nickel MACQ F0 Swap (Short)
N/A Gasoil MACQ F0 Swap (Short)
N/A Wheat Future
N/A Live Cattle BARC OY ER Swap (Long)
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A GasOil JPM Opt Roll Swap (Short)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A Cocoa BAML F0 ER Swap (Short)
N/A Wheat Chicago Ssnl BARC (Long)
N/A Soybean Future
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Oil Brent MACQ F0 Swap (Short)
N/A NatGas CIBC F0 Swap (Short)
N/A Sugar MACQ PrePrePre Mar-Mar ER Swap (Long)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Oil Heating MACQ F0 Swap (Short)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Gasoline RBOB Future
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A LME Nickel Future
N/A Copper RBC Optim ExtdRoll Idx ER Swap (Long)
N/A Aluminum BAML OY ER Swap (Long)
N/A Brent Oil BNP OY ER Swap (Long)
N/A SoyBeans BARC Seasonal ER Swap (Long)
N/A Coffee 'C' Future
N/A Unlgas MACQ F0 Swap (Short)
N/A Soymeal Ssnl BARC (Long)
N/A Zinc BAML Optim Idx ER Swap (Long)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A Cocoa Roll BARC (Long)
N/A Gold Future
N/A Zinc MACQ F0 Swap (Short)
N/A Natural Gas Future
N/A Corn Ssnl BARC (Long)
N/A Aluminum MS GSCI Dynamic Roll Swap (Long)
N/A Silver MACQ Idx ER Swap (Long)
N/A Gasoil MACQ F0 Swap (Short)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A Corn Future
N/A GasOil JPM Opt Roll Swap (Long)
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Nickel MACQ F0 Swap (Short)
N/A Nat Gas Seasonal BAML Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Short)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Silver CIBC Swap ER CIBZSI (Long)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Gold S&P JPM ER Swap (Long)
N/A Oil Crude MACQ F0 Swap (Short)
N/A Lean Hogs Future
N/A Wheat Future
N/A Coffee BAML F0 ER Swap (Short)
N/A Live Cattle BARC OY ER Swap (Long)
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Cotton No. 2 Future
N/A Heating Oil BARC OY ER Swap (Long)
N/A Soybean Future
N/A Corn MS F0 Swap (Short)
N/A Zinc F3 Swap BAML (Long) (Leg B) /
N/A Gold Idx BAML Gold ER Swap (Long)
N/A Coffee 'C' Future
N/A Live Cattle BAML F0 ER Swap (Short)
N/A JPM S&P Gold ER Swap (Long)
N/A Copper BAML Optim Idx ER Swap (Long)
N/A NatGas CIBC F0 Swap (Short)
N/A Soybean Oil MS Opt Roll Swap (Long)
N/A Nat Gas Seasonal BAML Swap (Long)
N/A Corn Future
N/A NYH RBOB Gasoline Future
N/A Silver MACQ Idx ER Swap (Long)
N/A Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A Lean Hogs BAML F0 ER Swap (Short)
N/A Coffee BAML F0 ER Swap (Short)
N/A SoybeanOil CIBC Frnt Swap (Short)
N/A Aluminum MACQ F0 Swap (Short)
N/A CARG Gold ER Swap (Long)
N/A Cocoa Roll BARC (Long)
N/A Soybean Future
N/A Gold Future
N/A Cotton No. 2 Future
N/A Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A Soymeal GSCI 1-2 month ER Swap (Long)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A Oilcrude MACQ F0 Swap (Short)
N/A Nickel F3 Swap BAML (Long)
N/A Zinc MACQ F0 Swap (Short)
N/A GasOil JPM Opt Roll Swap (Long)
N/A Cotton GS Seasonal Swap (Long)
N/A Nickel MACQ F0 Swap (Short)
N/A Brent Oil RBC OY ER Swap (Long)
N/A Silver MACQ Idx ER Swap (Long)
N/A Soybean MS F0 Swap (Short)
N/A WTI Roll Yield BARC ER Swap (Long)
N/A Soymeal Ssnl BARC (Long)
N/A Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A Oilheating MACQ F0 Swap (Short)
N/A Heating Oil BARC OY ER Swap (Long)
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A Wheat Chicago Ssnl BARC (Long)
N/A Kansas Wheat MS F0 Swap (Short)
N/A Unlgas MACQ F0 Swap (Short)
N/A Cocoa BAML F0 ER Swap (Short)
N/A Wheat Future
N/A OilBrent MACQ F0 Swap (Short)
Royal Bank of Canada
Societe Generale
U.S. Treasury Floating Rate Notes