| December 31, 2023 | December 31, 2022 | |||||||||||||||||||||||||||
| Instrument | Risk factor | Nature | Notional (GBP) | Notional (US$) | Fair value | Notional (GBP) | Notional (US$) | Fair value | ||||||||||||||||||||
| Deliverable Forwards | British pound | Short | (2,333) | (14,369) | 202 | (829) | (4,869) | (193) | ||||||||||||||||||||
| Non-Deliverable Forwards | British pound | Short | (15,771) | (97,124) | (579) | (3,147) | (18,476) | 1,357 | ||||||||||||||||||||
| December 31, 2023 | December 31, 2022 | |||||||||||||||||||||||||||
| Instrument | Risk factor | Nature | Notional (AUD) | Notional (US$) | Fair value | Notional (AUD) | Notional (US$) | Fair value | ||||||||||||||||||||
| Deliverable Forwards | Australian dollar | Long | 865 | 2,846 | (1) | 266 | 943 | 5 | ||||||||||||||||||||
| December 31, 2023 | December 31, 2022 | |||||||||||||||||||||||||||
| Instrument | Risk factor | Nature | Quantity | Notional (US$) | Fair value | Quantity | Notional (US$) | Fair value | ||||||||||||||||||||
| Future Contract | American dollar | Short | 52,199 | (250,788) | (2,078) | 51 | 490 | (872) | ||||||||||||||||||||
| December 31, 2023 | December 31, 2022 | |||||||||||||||||||||||||||
| Instrument | Risk factor | Nature | Notional (EUR) | Notional (US$) | Fair value | Notional (EUR) | Notional (US$) | Fair value | ||||||||||||||||||||
| Non-Deliverable Forwards | Euro | Long | (1,157) | 5,071 | 513 | 78,708 | 85,306 | 3,443 | ||||||||||||||||||||
| Deliverable Forwards | Euro | Short | 12,576 | 67,303 | (1,885) | (11,087) | (12,016) | 9 | ||||||||||||||||||||
| December 31, 2023 | December 31, 2022 | |||||||||||||||||||||||||||
| Instrument | Risk factor | Nature | Quantity | Notional | Fair value | Quantity | Notional | Fair value | ||||||||||||||||||||
| Future Contracts | Commodities (Cattle) | Long | (6) | (101) | — | 21 | (385) | (19) | ||||||||||||||||||||
