BlackRock Inflation Protected Bond Portfolio Holdings history

Fund Profile

Current holdings

Data for period

31 Dec 24

(Last reporting period)

Total assets

$2.23 bn

Liabilities

$429.99 mm

Net assets

$1.80 bn

Number of holdings

173.00

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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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24	Dec 24
Agile Group Holdings Ltd.
AMSR Trust AMSR Trust, Series 2020-SFR5, Class E2
AMSR Trust AMSR Trust, Series 2021-SFR1, Class E2
AMSR Trust AMSR Trust, Series 2020-SFR4, Class E2
AMSR Trust AMSR Trust, Series 2022-SFR1, Class E2
AMSR Trust AMSR Trust, Series 2021-SFR2, Class E2
AMSR Trust AMSR Trust, Series 2021-SFR1, Class D
AMSR Trust AMSR Trust, Series 2020-SFR1, Class E
Angel Oak Mortgage Trust
AREIT Ltd.
BAMLL Trust
Banco de Sabadell SA
Bank of America N.A.
Banque Federative du Credit Mutuel SA
Barclays Capital, Inc.
BFLD Mortgage Trust
BHP Trust
BlackRock Liquidity Funds
Blackstone Mortgage Trust, Inc.
BNP Paribas SA
BofA Securities, Inc.
BP Capital Markets plc
BPCE SA
BRAVO Residential Funding Trust
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-AIRC, Class A
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-KING, Class A
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2020-VIV3, Class B
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2020-VIV2, Class C
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-MDHS, Class A
BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2024-XL4, Class D
BX Trust
Central China Real Estate Ltd.
Champion Path Holdings Ltd.
China Aoyuan Group Ltd.
China SCE Group Holdings Ltd.
CIFI Holdings Group Co. Ltd.
CIM Trust
Citigroup Commercial Mortgage Trust
Coentreprise de Transport d'Electricite SA
Commercial Mortgage Trust
CONE Trust
Continental Resources, Inc.
Credit Agricole SA
CSMC Trust
DBSG Mortgage Trust
Deutsche Bank Securities, Inc.
Diamondback Energy, Inc.
Dominican Republic
Duke Energy Corp.
Easy Tactic Ltd.
EDP Servicios Financieros Espana SA
Electricite de France SA
Elia Transmission Belgium SA
Ellington Financial Mortgage Trust
ELM Trust ELM Trust, Series 2024-ELM, Class A10
ELM Trust ELM Trust, Series 2024-ELM, Class A15
EnBW International Finance BV
Endeavor Energy Resources LP
Eni SpA
European Union
Extended Stay America Trust Extended Stay America Trust, Series 2021-ESH, Class B
Extended Stay America Trust Extended Stay America Trust, Series 2021-ESH, Class D
Extended Stay America Trust Extended Stay America Trust, Series 2021-ESH, Class C
Fantasia Holdings Group Co. Ltd.
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K83, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K94, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K73, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2020-K737, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K91, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K82, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K65, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K62, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2016-K60, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2017-K61, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series KL4F, Class A2AS
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2019-K97, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2017-K66, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2018-K74, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2020-K104, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2019-K103, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2017-K68, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2019-K99, Class B
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2015-K50, Class B
Federal National Mortgage Association
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities
Federal Republic of Germany
Federative Republic of Brazil
FirstKey Homes Trust FirstKey Homes Trust, Series 2020-SFR1, Class F1
FirstKey Homes Trust FirstKey Homes Trust, Series 2020-SFR2, Class E
FirstKey Homes Trust FirstKey Homes Trust, Series 2020-SFR1, Class F2
FirstKey Homes Trust FirstKey Homes Trust, Series 2020-SFR1, Class E
Fortune Star BVI Ltd.
FREMF Mortgage Trust
French Republic
FRTKL
GLP Pte. Ltd.
Goldman Sachs Group, Inc. (The)
Great Wolf Trust
Greenland Global Investment Ltd.
Hellenic Republic
HILT Commercial Mortgage Trust
HLTN Commercial Mortgage Trust
Home Partners of America Trust Home Partners of America Trust, Series 2021-3, Class E2
Home Partners of America Trust Home Partners of America Trust, Series 2021-2, Class E2
Homeward Opportunities Fund Trust
HONO Mortgage Trust
Hopson Development Holdings Ltd.
HSBC Holdings plc
HSBC Securities (USA), Inc.
ING Groep NV
Invitation Homes, Inc.
iShares Trust iShares Residential and Multisector Real Estate ETF
iShares Trust iShares 0-5 Year High Yield Corporate Bond ETF
iShares Trust iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares Trust iShares iBoxx $ High Yield Corporate Bond ETF
iShares Trust iShares U.S. Real Estate ETF
iShares Trust iShares J.P. Morgan USD Emerging Markets Bond ETF
J.P. Morgan Mortgage Trust
Jagged Peak Energy LLC
Japan
JDE Peet's NV
Jiayuan International Group Ltd.
Jingrui Holdings Ltd.
JPMorgan Chase & Co.
JPMorgan Chase Commercial Mortgage Securities Trust
JPMorgan Securities LLC
JW Commercial Mortgage Trust
Kaisa Group Holdings Ltd.
Kingdom of Belgium
Kingdom of Saudi Arabia
Kingdom of Spain
KWG Group Holdings Ltd.
LBA Trust
Linde plc
LMIRT Capital Pte. Ltd.
Logan Group Co. Ltd.
McDonald's Corp.
Melco Resorts Finance Ltd.
MGM China Holdings Ltd.
Mill City Solar Loan Ltd.
Modern Land China Co. Ltd.
Morgan Stanley
Morgan Stanley Bank of America Merrill Lynch Trust
Mosaic Solar Loan Trust
Motability Operations Group plc
MPLX LP
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A 3-mo. SOFR
N/A 3-mo. SOFR
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A U.S. Treasury Long Bond
N/A Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.225%
N/A Forward Foreign Currency Contract
N/A 3-mo. SOFR
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A IRS
N/A IRS
N/A USCPI
N/A 3-mo. SOFR
N/A OIS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bond
N/A OIS
N/A Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.232%
N/A IRS
N/A USCPI
N/A 3-mo. SOFR
N/A U.S. Treasury 2-Year Note
N/A IRS
N/A IRS
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A IRS
N/A SOP
N/A SOP
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A 30 Day Federal Funds
N/A OIS
N/A SOP
N/A OIS
N/A 3 Month SONIA Index
N/A SOP
N/A U.S. Treasury 10-Year Note
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10-Year Ultra Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Canada 10-Year Bond
N/A Euro-Buxl
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A U.S. Treasury 5-Year Note
N/A IRS
N/A USCPI
N/A OIS
N/A SOP
N/A CDI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury 5-Year Note
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Citigroup, Inc.
N/A U.S. Treasury 10-Year Note
N/A RPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A Euro-Bobl
N/A IRS
N/A SOP
N/A Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.225%
N/A USCPI
N/A USD Currency
N/A IRS
N/A 3 Month SOFR
N/A HICPXT
N/A SOP
N/A IRS
N/A SOP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR
N/A 3 Month SOFR Interest Futures
N/A Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.232%
N/A U.S. Treasury 2-Year Note
N/A IRS
N/A SOP
N/A Citigroup, Inc.
N/A IRS
N/A IRS
N/A SOP
N/A HICPXT
N/A Australia 10-Year Bond
N/A OIS
N/A Chicago Board Options Exchange SPX Volatility Index
N/A U.S. Treasury Ultra Bond
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A RPI
N/A OIS
N/A 3 Month SOFR
N/A IRS
N/A OIS
N/A Japan 10-Year Bond
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Euro-Buxl
N/A USCPI
N/A USCPI
N/A U.S. Treasury 10-Year Ultra Note
N/A SOP
N/A RPI
N/A OIS
N/A SOP
N/A OIS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A CDI
N/A USCPI
N/A USCPI
N/A OIS
N/A RPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10-Year Ultra Note
N/A U.S. Treasury 5-Year Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A SOP
N/A OIS
N/A SOP
N/A USD Currency
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A U.S. Treasury Long Bond
N/A IRS
N/A OIS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A USD/JPY Up-and-out barrier option; Barrier price USD 168.00000
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A USD Currency
N/A USD Currency
N/A IRS
N/A SOP
N/A SOP
N/A S&P 500 E-Mini Index
N/A USD/MXN One-touch barrier option; Barrier price USD 17.10000
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A HICPXT
N/A OIS
N/A Long Gilt
N/A SOP
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A CDI
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A USD Currency
N/A SOP
N/A IRS
N/A Euro-Bund
N/A SOP
N/A Forward Foreign Currency Contract
N/A Canada 10-Year Bond
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A USD/MXN Up-and-in barrier option; Barrier price USD 18.75000
N/A OIS
N/A U.S. Treasury 10-Year Note
N/A SOP
N/A RPI
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A HICPXT
N/A IRS
N/A USCPI
N/A U.S. Treasury Ultra Bond
N/A Euro-Buxl
N/A HICPXT
N/A SOP
N/A SOP
N/A USCPI
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A 3 Month Euro Euribor
N/A U.S. Treasury 2-Year Note
N/A CDI
N/A SOP
N/A OIS
N/A HICPXT
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A USCPI
N/A 3 Month Canadian Bankers Acceptance
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A IRS
N/A USCPI
N/A USD Currency
N/A USCPI
N/A SOP
N/A U.S. Treasury 2-Year Note
N/A OIS
N/A Euro-Bobl
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A HICPXT
N/A U.S. Treasury 10-Year Note
N/A USD/JPY Up-and-in barrier option; Barrier price USD 153.00000
N/A U.S. Treasury 5-Year Note
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A USD Currency
N/A U.S. Treasury Long Bond
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A USD Currency
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A Euro-BTP
N/A USCPI
N/A Japan 10-Year Bond
N/A IRS
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A USCPI
N/A 3 Month CORRA Futures
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR Interest Futures
N/A IRS
N/A USD Currency
N/A RPI
N/A OIS
N/A SOP
N/A USD Currency
N/A HICPXT
N/A SOP
N/A 30 Day Federal Funds
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A SOP
N/A Canada 10-Year Bond
N/A RPI
N/A 3 Month Canadian Bankers Acceptance
N/A U.S. Treasury 10-Year Ultra Note
N/A OIS
N/A SOP
N/A U.S. Treasury Ultra Bond
N/A IRS
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A Euro-Buxl
N/A SOP
N/A OIS
N/A OIS
N/A Euro-Schatz
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A OIS
N/A IRS
N/A HICPXT
N/A USCPI
N/A SOP
N/A OIS
N/A SOP
N/A SOP
N/A Canada 10 Year Bonds
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A Euro-Bund
N/A HICPXT
N/A SOP
N/A HICPXT
N/A Euro-Buxl
N/A HICPXT
N/A USCPI
N/A U.S. Treasury Long Bond
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A USCPI
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A OIS
N/A U.S. Treasury 5-Year Note
N/A HICPXT
N/A IRS
N/A SOP
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury Ultra Bond
N/A 3 Month SOFR Interest Futures
N/A 3 Month SOFR Interest Futures
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR Interest Futures
N/A U.S. Treasury 10-Year Ultra Note
N/A OIS
N/A USCPI
N/A SOP
N/A SOP
N/A USCPI
N/A OIS
N/A SOP
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A USCPI
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10-Year Note
N/A USCPI
N/A IRS
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A Long Gilt
N/A Australia 10-Year Bond
N/A 3 Month SOFR Interest Futures
N/A U.S. Treasury 2-Year Note
N/A USD Currency
N/A SOP
N/A 30-Day Federal Funds
N/A SOP
N/A USD Currency
N/A OIS
N/A HICPXT
N/A SOP
N/A HICPXT
N/A USCPI
N/A SOP
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A HICPXT
N/A 3 Month SOFR Interest Futures
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A U.S. Treasury Long Bond
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A Australia 3-Year Bond
N/A Canada 10-Year Bonds
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A HICPXT
N/A USD Currency
N/A 30-Day Federal Funds
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR Interest Futures
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A U.S. Treasury 10-Year Note
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A SOP
N/A OIS
N/A USD Currency
N/A HICPXT
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A OIS
N/A HICPXT
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A HICPXT
N/A OIS
N/A HICPXT
N/A Euro-Buxl
N/A OIS
N/A U.S. Treasury 10-Year Ultra Note
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Japan 10-Year Bond
N/A USCPI
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A Australia 10-Year Bonds
N/A U.S. Treasury 2-Year Note
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A HICPXT
N/A HICPXT
N/A SOP
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A U.S. Treasury 2 Year Note
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A OIS
N/A SOP
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A USCPI
N/A OIS
N/A HICPXT
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A 30 Day Federal Funds
N/A CDI
N/A Forward Foreign Currency Contract
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A 3 Month SONIA Index
N/A OIS
N/A HICPXT
N/A 3 Month SOFR Interest Futures
N/A IRS
N/A HICPXT
N/A IRS
N/A Euro-OAT
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A IRS
N/A 3 Month SOFR Interest Futures
N/A IRS
N/A IRS
N/A USCPI
N/A HICPXT
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A USCPI
N/A U.S. Treasury Long Bond
N/A 3 Month SOFR Interest Futures
N/A 3 Month SOFR Interest Futures
N/A 3 Month SONIA Index
N/A OIS
N/A 3 Month Euro Euribor
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A IRS
N/A USD/JPY Up-and-in barrier option; Barrier price USD 147.50000
N/A IRS
N/A OIS
N/A OIS
N/A HICPXT
N/A IRS
N/A 3 Month SOFR Interest Futures
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A SOP
N/A Dual Binary Option: Payout at expiration if the USDJPY is below 128.7869 and JPY Tonar 10y is above 0.933
N/A IRS
N/A IRS
N/A 3 Month SONIA Index
N/A IRS
N/A 3 Month Canadian Bankers Acceptance
N/A IRS
N/A OIS
N/A SOP
N/A Japan 10 Year Bond
N/A HICPXT
N/A 3 Month SOFR Interest Futures
N/A HICPXT
N/A IRS
N/A IRS
N/A OIS
N/A OIS
N/A SOP
N/A USCPI
N/A HICPXT
N/A SOP
N/A USCPI
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A HICPXT
N/A OIS
N/A HICPXT
N/A SOP
N/A OIS
N/A Ally Financial, Inc.
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A 3 Month SOFR Interest Futures
N/A SOP
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A U.S. Treasury 10 Year Ultra Note
N/A HICPXT
N/A HICPXT
N/A SOP
N/A IRS
N/A SOP
N/A Dual Binary Option: Payout at expiration if the USDJPY is below 128.506 and JPY Tonar 10y is above 0.888
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A Japan 10 Year Bond
N/A USD/JPY Up-and-in barrier option; Barrier price USD 135.00000
N/A OIS
N/A 3 Month Euro Euribor
N/A OIS
N/A OIS
N/A OIS
N/A 3 Month Euro Euribor
N/A OIS
N/A OIS
N/A HICPXT
N/A IRS
N/A OIS
N/A USD Currency
N/A IRS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A EUR Currency
N/A OIS
N/A 3 Month SOFR Options
N/A USCPI
N/A OIS
N/A Euro-BTP
N/A GBP Currency
N/A OIS
N/A GBP/USD One-touch barrier option; Barrier price GBP 1.15000
N/A USCPI
N/A Ally Financial, Inc.
N/A U.S. Treasury 10 Year Ultra Note
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A USD Currency
N/A OIS
N/A OIS
N/A SOP
N/A EUR Currency
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A USCPI
N/A U.S. Treasury 2 Year Note
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A HICPXT
N/A OIS
N/A OIS
N/A GBP Currency
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A OIS
N/A HICPXT
N/A 3 Month SOFR Options
N/A USCPI
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A USCPI
N/A OIS
N/A 3 Month SOFR Interest Futures
N/A OIS
N/A HICPXT
N/A SOP
N/A USD Currency
N/A SOP
N/A Euro-Bund
N/A USCPI
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Canada 10 Year Bonds
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A USCPI
N/A SOP
N/A HICPXT
N/A OIS
N/A USCPI
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A USCPI
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A SOP
N/A HICPXT
N/A 3 Month SOFTR Interest Futures
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A FCPIX
N/A SOP
N/A SOP
N/A 3 Month SOFTR Interest Futures
N/A Forward Foreign Currency Contract
N/A SOP
N/A FCPIX
N/A OIS
N/A Euro-OAT
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A SOP
N/A OIS
N/A SOP
N/A HICPXT
N/A OIS
N/A Euro-BTP
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A U.S. Treasury Ultra Bond
N/A USCPI
N/A U.S. Treasury 2 Year Note
N/A OIS
N/A HICPXT
N/A SOP
N/A Euro-Buxl
N/A Euro-Bund
N/A HICPXT
N/A SOP
N/A HICPXT
N/A OIS
N/A OIS
N/A OIS
N/A Japan 10 Year Bond
N/A OIS
N/A OIS
N/A HICPXT
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A HICPXT
N/A OIS
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A USCPI
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A 3 Month SOFTR Interest Futures
N/A Long Gilt
N/A OIS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A S&P 500 E-Mini Index
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A SOP
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A USCPI
N/A OIS
N/A SOP
N/A SOP
N/A IRS
N/A OIS
N/A OIS
N/A EUR Currency
N/A OIS
N/A CDI
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A 30 Day Federal Funds
N/A IRS
N/A OIS
N/A SOP
N/A 3 Month SOFTR Interest Futures
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A U.S. Treasury Long Bond
N/A OIS
N/A IRS
N/A EUR Currency
N/A IRS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A 3 Month SOFTR Interest Futures
N/A IRS
N/A GBP Currency
N/A IRS
N/A OIS
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A Forward Foreign Currency Contract
N/A GBP/USD One-touch barrier option; Barrier price GBP 1.00750
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A Forward Foreign Currency Contract
N/A OIS
N/A GBP Currency
N/A IRS
N/A USCPI
N/A 3 Month SONIA Index
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 30 Year Bond
N/A IRS
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A USD/JPY One-touch barrier option; Barrier price USD 149.50000
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A IRS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A U.S. Treasury Ultra Bond
N/A OIS
N/A HICPXT
N/A SOP
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A EUR Currency
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A EUR Currency
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A IRS
N/A IRS
N/A SOP
N/A U.S. Treasury 2 Year Note
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A OIS
N/A SOP
N/A EUR/USD Down-and-in barrier option; Barrier price EUR 0.92000
N/A SOP
N/A OIS
N/A IRS
N/A EUR Currency
N/A 3 Month SONIA Index
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A U.S. Treasury 5 Year Note
N/A OIS
N/A OIS
N/A HICPXT
N/A IRS
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A HICPXT
N/A OIS
N/A IRS
N/A IRS
N/A SOP
N/A IRS
N/A HICPXT
N/A OIS
N/A OIS
N/A IRS
N/A U.S. Treasury 30 Year Bond
N/A IRS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A 3 Month SOFTR Interest Futures
N/A OIS
N/A Euro-Buxl
N/A OIS
N/A OIS
N/A 3 Month SOFTR Interest Futures
N/A CDI
N/A IRS
N/A OIS
N/A OIS
N/A HICPXT
N/A OIS
N/A OIS
N/A HICPXT
N/A OIS
N/A OIS
N/A IRS
N/A USCPI
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A GBP/USD One-touch barrier option; Barrier price GBP 1.00750
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A Japan 10 Year Bond
N/A OIS
N/A Euro-Bund
N/A OIS
N/A SOP
N/A OIS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A 3 Month SOFTR Interest Futures
N/A IRS
N/A OIS
N/A IRS
N/A SOP
N/A OIS
N/A IRS
N/A USD/JPY One-touch barrier option; Barrier price USD 149.50000
N/A IRS
N/A OIS
N/A OIS
N/A HICPXT
N/A OIS
N/A SOP
N/A WTI Crude Oil
N/A IRS
N/A OIS
N/A OIS
N/A Citigroup, Inc.
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A SOP
N/A IRS
N/A 1 Month Federal Funds Interest Futures
N/A SOP
N/A HICPXT
N/A OIS
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A 1 Month Federal Funds Interest Futures
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A HICPXT
N/A Forward Foreign Currency Contract
N/A OIS
N/A HICPXT
N/A IRS
N/A OIS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury Ultra Bond
N/A SOP
N/A IRS
N/A IRS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A U.S. Treasury 5 Year Note
N/A IRS
N/A SOP
N/A OIS
N/A SOP
N/A IRS
N/A Citigroup, Inc.
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A SOP
N/A OIS
N/A HICPXT
N/A EUR Currency
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A SOP
N/A IRS
N/A OIS
N/A U.S. Treasury 2 Year Note
N/A EUR Currency
N/A OIS
N/A OIS
N/A IRS
N/A HICPXT
N/A IRS
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A Citigroup, Inc.
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A OIS
N/A IRS
N/A IRS
N/A SOP
N/A HICPXT
N/A SOP
N/A SOP
N/A IRS
N/A OIS
N/A SOP
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A SOP
N/A IRS
N/A EUR Currency
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A IRS
N/A IRS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A 3 Month SOFTR Interest Futures
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A U.S. Treasury 10 Year Note
N/A OIS
N/A HICPXT
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A HICPXT
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A Euro-BTP
N/A CDI
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A CDI
N/A IRS
N/A HICPXT
N/A OIS
N/A SOP
N/A IRS
N/A OIS
N/A HICPXT
N/A HICPXT
N/A OIS
N/A OIS
N/A OIS
N/A OIS
N/A Forward Foreign Currency Contract
N/A OIS
N/A OIS
N/A IRS
N/A OIS
N/A IRS
N/A OIS
N/A OIS
N/A OIS
N/A SOP
N/A Euro-Buxl
N/A SOP
N/A OIS
N/A OIS
N/A EUR Currency
N/A EUR Currency
N/A OIS
N/A U.S. Treasury Long Bond
N/A Canada 10 Year Bonds
N/A IRS
N/A Citigroup, Inc.
N/A Forward Foreign Currency Contract
N/A HICPXT
N/A IRS
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A IRS
N/A SOP
N/A OIS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A OIS
N/A SOP
N/A IRS
N/A SOP
N/A SOP
N/A OIS
N/A IRS
N/A RPI
N/A SOP
N/A Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA (HICPx)
N/A IRS
N/A Long Gilt
N/A OIS
N/A SOP
N/A SOP
N/A Forward Foreign Currency Contract
N/A USD Currency
N/A OIS
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A RPI
N/A EUR Currency
N/A SOP
N/A 1 Month Federal Funds Interest Futures
N/A EUR Currency
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A IRS
N/A IRS
N/A HICPXT
N/A Euro-BTP
N/A OIS
N/A 3 Month SOFTR Interest Futures
N/A CDI
N/A IRS
N/A SOP
N/A OIS
N/A RPI
N/A IRS
N/A USCPI
N/A SOP
N/A SOP
N/A U.S. Treasury Long Bond
N/A IRS
N/A SOP
N/A SOP
N/A OIS
N/A SOP
N/A OIS
N/A OIS
N/A OIS
N/A Euro-Buxl
N/A IRS
N/A Forward Foreign Currency Contract
N/A IRS
N/A U.S. Treasury 10 Year Ultra Note
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A SOP
N/A S&P 500 E-Mini Index
N/A Forward Foreign Currency Contract
N/A 3 Month SOFTR Interest Futures
N/A CDI
N/A 3 Month SONIA Index
N/A OIS
N/A OIS
N/A Foreign Exchange Option - Exotic
N/A U.S. Treasury 2 Year Note
N/A IRS
N/A U.S. Treasury Ultra Bond
N/A OIS
N/A SOP
N/A OIS
N/A U.S. Treasury 10 Year Note
N/A SOP
N/A IRS
N/A IRS
N/A EUR Currency
N/A EUR Currency
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A RPI
N/A IRS
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A OIS
N/A IRS
N/A WTI Crude Oil
N/A Long Gilt
N/A U.S. Treasury 10 Year Note
N/A 3 Month SONIA Index
N/A OIS
N/A RPI
N/A RPI
N/A SOP
N/A Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA (HICPx)
N/A OIS
N/A Euro-buxl 30y Bnd Bond
N/A 30 Day Federal Funds
N/A SOP
N/A U.S. Treasury 10 Year Ultra Note
N/A SOP
N/A 3 Month SONIA Index
N/A S&P 500 E-Mini Index
N/A RPI
N/A 3 Month Canadian Bankers Acceptance
N/A RPI
N/A Euro-Bobl
N/A IRS
N/A U.S. Treasury 2 Year Note
N/A OIS
N/A U.S. Treasury 5 Year Note
N/A RPI
N/A OIS
N/A RPI
N/A Forward Foreign Currency Contract
N/A 90-day Eurodollar
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A OIS
N/A SOP
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A IRS
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Long Bond
N/A Forward Foreign Currency Contract
N/A IRS
N/A USD/CNH One-touch barrier option; Barrier price USD 6.80000
N/A IRS
N/A 90-day Eurodollar
N/A RPI
N/A IRS
N/A U.S. Treasury Ultra Bond
N/A SOP
N/A Forward Foreign Currency Contract
N/A Long Gilt
N/A Forward Foreign Currency Contract
N/A 30 Day Federal Funds
N/A EUR Currency
N/A USCPI
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 5 Year Note
N/A 3 Month Canadian Bankers Acceptance
N/A Forward Foreign Currency Contract
N/A RPI
N/A IRS
N/A 3 Month Canadian Bankers Acceptance
N/A SOP
N/A Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA (HICPx)
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Buxl
N/A USCPI
N/A iShares China Large-Cap ETF
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A RPI
N/A RPI
N/A RPI
N/A USCPI
N/A Forward Foreign Currency Contract
N/A USCPI
N/A RPI
N/A USCPI
N/A RPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A 3 Month Eurodollar
N/A Euro-OAT
N/A Forward Foreign Currency Contract
N/A 3 Month Sterling
N/A OIS
N/A Forward Foreign Currency Contract
N/A Japan 10 Year Bond
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Note
N/A EUR Currency
N/A Euro-BTP
N/A Forward Foreign Currency Contract
N/A Euro-Bobl
N/A Forward Foreign Currency Contract
N/A OIS
N/A SOP
N/A Euro-Bund
N/A 3 Month Sterling
N/A WTI Crude Oil
N/A EUR Currency
N/A iShares China Large-Cap ETF
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A U.S. Treasury Long Bond
N/A Forward Foreign Currency Contract
N/A IRS
N/A USCPI
N/A EUR Currency
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A USD/CNH One-touch barrier option; Barrier price USD 6.80000
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A USCPI
N/A U.S. Treasury Ultra Bond
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A RPI
N/A SOP
N/A IRS
N/A Forward Foreign Currency Contract
N/A U.S. Treasury 10 Year Ultra Note
N/A iShares MSCI Emerging Markets ETF
N/A Forward Foreign Currency Contract
N/A USCPI
N/A Energy Select Sector SPDR Fund
N/A 3 Month Canadian Bankers Acceptance
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SPDR Gold Shares
N/A 3 Month Canadian Bankers Acceptance
N/A SOP
N/A CAP - CAP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A SOP
N/A USCPI
N/A USD Currency
N/A USD Currency
N/A USCPI
N/A Long Gilt
N/A IRS
N/A RPI
N/A 3 Month Eurodollar
N/A Forward Foreign Currency Contract
N/A Energy Select Sector SPDR Fund
N/A SPDR Gold Shares
N/A Forward Foreign Currency Contract
N/A SOP
N/A USD Currency
N/A 3 Month Eurodollar
N/A USCPI
N/A Euro-BTP
N/A SOP
N/A RPI
N/A USD Currency
N/A SOP
N/A 3 Month Eurodollar
N/A USCPI
N/A Canadian 5 Year Future Bond
N/A U.S. Treasury 10 Year Note
N/A Euro-buxl 30y Bnd Bond
N/A USD Currency
N/A Forward Foreign Currency Contract
N/A SOP
N/A 3 Month Eurodollar
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A Forward Foreign Currency Contract
N/A USCPI
N/A U.S. Treasury 5 Year Note
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A S&P 500 E-Mini Index
N/A USD/MXN One-touch barrier option; Barrier price USD 19.25000
N/A USD Currency
N/A iShares MSCI Emerging Markets ETF
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A U.S. Treasury Ultra Bond
N/A Forward Foreign Currency Contract
N/A USD/MXN One-touch barrier option; Barrier price USD 18.95000
N/A U.S. Treasury 10 Year Ultra Note
N/A USCPI
N/A USD Currency
N/A U.S. Treasury Long Bond
N/A 3 Month Eurodollar
N/A Japan 10 Year Bond
N/A SOP
N/A USCPI
N/A Euro-Bund
N/A Forward Foreign Currency Contract
N/A RPI
N/A 3 Month Canadian Bankers Acceptance
N/A USCPI
N/A Forward Foreign Currency Contract
N/A RPI
N/A IRS
N/A OIS
N/A IRS
N/A U.S. Treasury 10 Year Note
N/A U.S. Treasury 10 Year Note
N/A USCPI
N/A IRS
N/A IRS
N/A Forward Foreign Currency Contract
N/A 3 Month Canadian Bankers Acceptance
N/A USCPI
N/A USCPI
N/A IRS
N/A IRS
N/A 3 Month Canadian Bankers Acceptance
N/A Euro-BTP
N/A USD Currency
N/A CAP - CAP
N/A IRS
N/A RPI
N/A Forward Foreign Currency Contract
N/A IRS
N/A OIS
N/A U.S. Treasury Ultra Bond
N/A IRS
N/A U.S. Treasury 2 Year Note
N/A USCPI
N/A USCPI
N/A SOP
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A Euro-Bund
N/A U.S. Treasury Long Bond
N/A USCPI
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A 3 Month Canadian Bankers Acceptance
N/A SOP
N/A U.S. Treasury 5 Year Note
N/A Canada 10 Year Bond
N/A Euro- Buxl 30 Year Bond
N/A Forward Foreign Currency Contract
N/A RPI
N/A USCPI
N/A Long Gilt
N/A IRS
N/A SOP
N/A U.S. Treasury 10 Year Ultra Note
N/A IRS
N/A IRS
N/A USCPI
N/A USD Currency
N/A SOP
N/A Forward Foreign Currency Contract
N/A SOP
N/A RPI
N/A IRS
N/A Forward Foreign Currency Contract
N/A Forward Foreign Currency Contract
N/A OIS
N/A USD Currency
N/A IRS
N/A IRS
N/A S&P 500 E-Mini Index
N/A SOP
N/A USD Currency
N/A USCPI
N/A IRS
N/A USCPI
N/A USD Currency
N/A Can 5 Year Bond Fut Bond
N/A RPI
N/A RPI
N/A 3 Month Canadian Bankers Acceptance
N/A RPI
N/A USCPI
N/A IRS
N/A IRS
N/A iShares MSCI Emerging Markets ETF
N/A iShares MSCI Emerging Markets ETF
National Grid North America, Inc.
Nestle Finance International Ltd.
New Metro Global Ltd.
New Residential Mortgage Loan Trust
Nomura Securities International, Inc.
NYC Trust
OBX Trust OBX Trust, Series 2022-NQM9, Class A1A
OBX Trust OBX Trust, Series 2022-NQM1, Class A1
One New York Plaza Trust
Oracle Corp.
Parsley Energy LLC
People's Republic of China
PETROLEOS MEXICANOS
PGA Trust
Powerlong Real Estate Holdings Ltd.
PRKCM Trust
Progress Residential Trust Progress Residential Trust, Series 2021-SFR11, Class E2
Progress Residential Trust Progress Residential Trust, Series 2022-SFR1, Class E2
Progress Residential Trust Progress Residential Trust, Series 2021-SFR4, Class E2
Progress Residential Trust Progress Residential Trust, Series 2022-SFR2, Class E2
Progress Residential Trust Progress Residential Trust, Series 2021-SFR4, Class F
Progress Residential Trust Progress Residential Trust, Series 2021-SFR8, Class E2
Progress Residential Trust Progress Residential Trust, Series 2021-SFR9, Class E2
Progress Residential Trust Progress Residential Trust, Series 2021-SFR10, Class E2
Progress Residential Trust Progress Residential Trust, Series 2020-SFR3, Class E
Progress Residential Trust Progress Residential Trust, Series 2020-SFR1, Class E
Progress Residential Trust Progress Residential Trust, Series 2019-SFR3, Class G
Progress Residential Trust Progress Residential Trust, Series 2022-SFR7, Class D
Radiance Capital Investments Ltd.
Redco Properties Group Ltd.
Redsun Properties Group Ltd.
Republic of Austria
Republic of Colombia
Republic of Indonesia
Republic of Italy
Republic of South Africa
REWE International Finance BV
RKPF Overseas 2020 A Ltd.
Ronshine China Holdings Ltd.
Santander US Capital Markets LLC
Sartorius Finance BV
Seazen Group Ltd.
SG Residential Mortgage Trust SG Residential Mortgage Trust, Series 2021-1, Class A1
SG Residential Mortgage Trust SG Residential Mortgage Trust, Series 2022-2, Class A1
Sino-Ocean Land Treasure III Ltd.
SPDR Bloomberg High Yield Bond ETF
Spruce Hill Mortgage Loan Trust
State of Israel
Studio City Finance Ltd.
Sunac China Holdings Ltd.
Taubman Centers Commercial Mortgage Trust
TD Securities (USA) LLC
Telefonica Emisiones SA
Terna - Rete Elettrica Nazionale
Times China Holdings Ltd.
Tricon American Homes
Tricon American Homes Trust
Tricon Residential Trust
U.S. Bancorp Investment, Inc.
UBS Group AG
United Kingdom of Great Britain and Northern Ireland
United Mexican States
United States of America
Verus Securitization Trust Verus Securitization Trust, Series 2022-INV2, Class A1
Verus Securitization Trust Verus Securitization Trust, Series 2022-7, Class A1
Verus Securitization Trust Verus Securitization Trust, Series 2022-1, Class A1
VMC Finance LLC
Wanda Properties Overseas Ltd.
Wells Fargo & Co.
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class A4
WPX Energy, Inc.
Wynn Macau Ltd.
Yango Justice International Ltd.
Yanlord Land HK Co. Ltd.
Yuzhou Group Holdings Co. Ltd.
Zhenro Properties Group Ltd.