Mga Batayang Estadistika
| Nilai Portofolio | $ 10,780,023 |
| Posisi Saat Ini | 870 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
GLTAX - Invesco Global Targeted Returns Fund Class A telah mengungkapkan total kepemilikan 870 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 10,780,023 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama GLTAX - Invesco Global Targeted Returns Fund Class A adalah Invesco Treasury Portfolio, Institutional Class (US:US8252524066) , Invesco Government & Agency Portfolio, Institutional Class (US:US8252528851) , Invesco Liquid Assets Portfolio, Institutional Class (US:US8252527291) , Mexican Bonos (MX:MX0MGO0000H9) , and Mexican Bonos (MX:MX0MGO0000P2) . Posisi baru GLTAX - Invesco Global Targeted Returns Fund Class A meliputi: Mexican Bonos (MX:MX0MGO0000H9) , Mexican Bonos (MX:MX0MGO0000P2) , Republic of South Africa Government Bond (ZA:SAGB) , BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR (GB:XS1274156097) , and South Africa - Corporate Bond/Note (ZA:R2032) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 0.08 | 0.6106 | 0.5926 | ||
| 0.08 | 0.6106 | 0.5926 | ||
| 0.07 | 0.5379 | 0.5199 | ||
| 0.24 | 1.9374 | 0.5095 | ||
| 0.06 | 0.4836 | 0.4656 | ||
| 0.05 | 0.3847 | 0.3667 | ||
| 0.04 | 0.3418 | 0.3418 | ||
| 0.04 | 0.3418 | 0.3418 | ||
| 0.74 | 5.8389 | 0.3397 | ||
| 0.60 | 4.7637 | 0.3243 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -0.37 | -2.9482 | -2.9329 | ||
| -0.37 | -2.9482 | -2.9329 | ||
| 1.79 | 1.79 | 14.1813 | -0.7955 | |
| 1.57 | 1.57 | 12.4086 | -0.6960 | |
| -0.08 | -0.6224 | -0.6404 | ||
| -0.08 | -0.6224 | -0.6404 | ||
| -0.08 | -0.6073 | -0.6253 | ||
| -0.08 | -0.6073 | -0.6253 | ||
| -0.07 | -0.5254 | -0.5254 | ||
| 1.14 | 1.14 | 9.0351 | -0.4466 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2022-09-28 untuk periode pelaporan 2022-07-31. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US8252524066 / Invesco Treasury Portfolio, Institutional Class | 1.79 | -32.47 | 1.79 | -32.48 | 14.1813 | -0.7955 | |||
| US8252528851 / Invesco Government & Agency Portfolio, Institutional Class | 1.57 | -32.47 | 1.57 | -32.47 | 12.4086 | -0.6960 | |||
| US8252527291 / Invesco Liquid Assets Portfolio, Institutional Class | 1.14 | -32.05 | 1.14 | -32.02 | 9.0351 | -0.4466 | |||
| MX0MGO0000H9 / Mexican Bonos | 0.74 | -24.23 | 5.8389 | 0.3397 | |||||
| MX0MGO0000P2 / Mexican Bonos | 0.60 | -23.41 | 4.7637 | 0.3243 | |||||
| SAGB / Republic of South Africa Government Bond | 0.26 | -26.67 | 2.0892 | 0.0575 | |||||
| XS1274156097 / BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR | 0.24 | -3.56 | 1.9374 | 0.5095 | |||||
| R2032 / South Africa - Corporate Bond/Note | 0.23 | -27.30 | 1.8131 | 0.0352 | |||||
| IE0008040424 / Invesco STIC (Global Series) PLC, U.S. Dollar Liquidity Portfolio, Institutional Class | 0.16 | -5.38 | 0.16 | -5.29 | 1.2757 | 0.3142 | |||
| XS1319738537 / RL FINANCE NO3 | 0.13 | -6.57 | 1.0173 | 0.2423 | |||||
| XS1410414954 / Next Group PLC | 0.11 | -9.60 | 0.8980 | 0.1882 | |||||
| FR0011700293 / Electricite de France SA | 0.11 | -10.08 | 0.8530 | 0.1813 | |||||
| XS1405136364 / Banco de Sabadell SA | 0.10 | -7.21 | 0.8155 | 0.1878 | |||||
| XS2364424460 / Wheel Bidco Ltd | 0.10 | -12.17 | 0.8045 | 0.1514 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 0.10 | 2.02 | 0.7993 | 0.2384 | |||||
| XS2354326410 / Coty Inc | 0.10 | -1.01 | 0.7781 | 0.2191 | |||||
| US1248EPBT92 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.10 | -2.97 | 0.7759 | 0.2033 | |||||
| XS2435555821 / eDreams ODIGEO SA | 0.09 | -12.12 | 0.6932 | 0.1312 | |||||
| GBP vs. USD / DFE (N/A) | 0.08 | 541.67 | 0.6106 | 0.5926 | |||||
| GBP vs. USD / DFE (N/A) | 0.08 | 541.67 | 0.6106 | 0.5926 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.07 | 466.67 | 0.5379 | 0.5199 | |||||
| NBS / Nationwide Building Society | 0.06 | -18.99 | 0.5124 | 0.0636 | |||||
| Swaption / DIR (N/A) | 0.06 | 408.33 | 0.4836 | 0.4656 | |||||
| XS0347919028 / TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517 | 0.05 | -8.77 | 0.4149 | 0.0930 | |||||
| IT0005402117 / Italy Buoni Poliennali Del Tesoro | 0.05 | -7.55 | 0.3943 | 0.0945 | |||||
| TSM / Taiwan Semiconductor Manufacturing Company Limited - Depositary Receipt (Common Stock) | 0.00 | -20.23 | 0.05 | -24.62 | 0.3919 | 0.0239 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.05 | 300.00 | 0.3847 | 0.3667 | |||||
| US912828R366 / United States Treasury Note/Bond | 0.05 | 0.00 | 0.3793 | 0.1114 | |||||
| EUR 0f5Y Pay Fixed - 16/06/2021 / DIR (EZ4QCKCJWSG8) | 0.04 | 266.67 | 0.3547 | 0.3206 | |||||
| EUR 0f5Y Pay Fixed - 16/06/2021 / DIR (EZ4QCKCJWSG8) | 0.04 | 266.67 | 0.3547 | 0.3206 | |||||
| MSCI AC Asia ex Japan Index Future / DE (GB00HBBFYW41) | 0.04 | 0.3418 | 0.3418 | ||||||
| MSCI AC Asia ex Japan Index Future / DE (GB00HBBFYW41) | 0.04 | 0.3418 | 0.3418 | ||||||
| SSNLF / Samsung Electronics Co., Ltd. | 0.00 | -20.04 | 0.04 | -29.09 | 0.3128 | 0.0002 | |||
| BP / BP p.l.c. - Depositary Receipt (Common Stock) | 0.01 | -32.23 | 0.04 | -32.76 | 0.3120 | -0.0153 | |||
| TTE / TotalEnergies SE - Depositary Receipt (Common Stock) | 0.00 | -33.30 | 0.04 | -31.48 | 0.2974 | -0.0098 | |||
| USD 2f5Y Receive Fixed - 25/07/2024 / DIR (N/A) | 0.03 | 183.33 | 0.2748 | 0.2568 | |||||
| USD 2f5Y Receive Fixed - 25/07/2024 / DIR (N/A) | 0.03 | 183.33 | 0.2748 | 0.2568 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 183.33 | 0.2689 | 0.2510 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.03 | 175.00 | 0.2674 | 0.2495 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.03 | 175.00 | 0.2674 | 0.2495 | |||||
| AZN / Astrazeneca plc | 0.00 | -34.19 | 0.03 | -35.29 | 0.2662 | -0.0254 | |||
| S&P 500 Index Swap / DE (N/A) | 0.03 | 158.33 | 0.2519 | 0.2339 | |||||
| S&P 500 Index Swap / DE (N/A) | 0.03 | 158.33 | 0.2519 | 0.2339 | |||||
| S&P 500 Index Swap / DE (N/A) | 0.03 | 158.33 | 0.2519 | 0.2339 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.03 | 158.33 | 0.2510 | 0.2331 | |||||
| ZAG000096173 / Republic of South Africa Government Bond | 0.03 | -9.09 | 0.2450 | 0.0563 | |||||
| US92343VGN82 / Verizon Communications Inc | 0.03 | 3.45 | 0.2393 | 0.0734 | |||||
| NG. / National Grid plc | 0.00 | -29.62 | 0.03 | -35.56 | 0.2334 | -0.0214 | |||
| SSEZY / SSE plc - Depositary Receipt (Common Stock) | 0.00 | -29.70 | 0.03 | -35.56 | 0.2328 | -0.0229 | |||
| TCEHY / Tencent Holdings Limited - Depositary Receipt (Common Stock) | 0.00 | -19.70 | 0.03 | -34.09 | 0.2318 | -0.0189 | |||
| BARC / Barclays PLC | 0.01 | -25.93 | 0.03 | -22.22 | 0.2228 | 0.0190 | |||
| SHEL / Shell plc | 0.00 | -36.68 | 0.03 | -38.64 | 0.2211 | -0.0312 | |||
| Codere New Holdco S.A. / DBT (BS7655589) | 0.03 | 0.2199 | 0.2199 | ||||||
| Codere New Holdco S.A. / DBT (BS7655589) | 0.03 | 0.2199 | 0.2199 | ||||||
| GBP 10Y Pay Fixed / DIR (EZ9B011H29D8) | 0.03 | 0.2031 | 0.2031 | ||||||
| GBP 10Y Pay Fixed / DIR (EZ9B011H29D8) | 0.03 | 0.2031 | 0.2031 | ||||||
| XS1513765922 / Codere Finance 2 Luxembourg SA | 0.03 | -7.41 | 0.2016 | 0.0477 | |||||
| WDS / Woodside Energy Group Ltd - Depositary Receipt (Common Stock) | 0.00 | -25.79 | 0.03 | -21.87 | 0.1997 | 0.0143 | |||
| 2RR / Alibaba Group Holding Limited | 0.00 | 1,306.45 | 0.02 | 60.00 | 0.1948 | 0.1099 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 100.00 | 0.1923 | 0.1744 | |||||
| MX0MGO0000D8 / Mexican Bonos | 0.02 | 4.55 | 0.1848 | 0.0551 | |||||
| NXGPY / NEXT plc - Depositary Receipt (Common Stock) | 0.00 | -7.85 | 0.02 | 4.76 | 0.1779 | 0.0539 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 83.33 | 0.1760 | 0.1580 | |||||
| UOVEY / United Overseas Bank Limited - Depositary Receipt (Common Stock) | 0.00 | -21.43 | 0.02 | -30.00 | 0.1740 | 0.0047 | |||
| US00810GAC87 / AETHON UN/AETHIN UN FIN 8.25% 02/15/2026 144A | 0.02 | -16.00 | 0.1719 | 0.0264 | |||||
| 500010 / Housing Development Finance Corporation Limited | 0.00 | -15.11 | 0.02 | -12.50 | 0.1713 | 0.0337 | |||
| JMHLY / Jardine Matheson Holdings Limited - Depositary Receipt (Common Stock) | 0.05 | -27.17 | 0.02 | -41.67 | 0.1707 | -0.0330 | |||
| US040114HT09 / Argentine Republic Government International Bond | 0.02 | -22.22 | 0.1707 | 0.0138 | |||||
| JD / JD.com, Inc. - Depositary Receipt (Common Stock) | 0.00 | 464.06 | 0.02 | 2,000.00 | 0.1699 | 0.1548 | |||
| AMZN / Amazon.com, Inc. | 0.00 | 1,480.00 | 0.02 | -12.50 | 0.1686 | 0.0284 | |||
| NTES / NetEase, Inc. - Depositary Receipt (Common Stock) | 0.00 | -31.94 | 0.02 | -32.26 | 0.1677 | -0.0125 | |||
| SAN / Santander UK plc - Preferred Stock | 0.00 | -29.70 | 0.02 | -32.26 | 0.1676 | -0.0123 | |||
| Solactive European Fiscal Infrastructure Select Index Swap / DE (N/A) | 0.02 | 66.67 | 0.1646 | 0.1466 | |||||
| Solactive European Fiscal Infrastructure Select Index Swap / DE (N/A) | 0.02 | 66.67 | 0.1646 | 0.1466 | |||||
| AAGIY / AIA Group Limited - Depositary Receipt (Common Stock) | 0.00 | -23.08 | 0.02 | -20.00 | 0.1597 | 0.0164 | |||
| AUD 1f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 66.67 | 0.1595 | 0.1416 | |||||
| AUD 1f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 66.67 | 0.1595 | 0.1416 | |||||
| 1 / CK Hutchison Holdings Limited | 0.00 | -25.00 | 0.02 | -32.14 | 0.1577 | -0.0003 | |||
| 000810 / Samsung Fire & Marine Insurance Co., Ltd. | 0.00 | -23.67 | 0.02 | -29.63 | 0.1556 | -0.0012 | |||
| GLEN / Glencore plc | 0.00 | -38.99 | 0.02 | -45.71 | 0.1553 | -0.0427 | |||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.02 | 50.00 | 0.1490 | 0.1311 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.02 | 50.00 | 0.1490 | 0.1311 | |||||
| BAESY / BAE Systems plc - Depositary Receipt (Common Stock) | 0.00 | -46.88 | 0.02 | -47.06 | 0.1481 | -0.0489 | |||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 50.00 | 0.1469 | 0.1289 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 50.00 | 0.1469 | 0.1289 | |||||
| KBANK-R / Kasikornbank Public Company Limited - Depositary Receipt (Common Stock) | 0.00 | -26.98 | 0.02 | -33.33 | 0.1465 | -0.0110 | |||
| RELX / RELX PLC - Depositary Receipt (Common Stock) | 0.00 | -28.60 | 0.02 | -28.00 | 0.1437 | -0.0012 | |||
| US29275YAB83 / EnerSys | 0.02 | -21.74 | 0.1425 | 0.0120 | |||||
| IBN / ICICI Bank Limited - Depositary Receipt (Common Stock) | 0.00 | -26.02 | 0.02 | -22.73 | 0.1407 | 0.0164 | |||
| 1CK / CK Asset Holdings Limited | 0.00 | -28.57 | 0.02 | -26.09 | 0.1400 | 0.0063 | |||
| US808541AA42 / SCHWEITZER-MAUDUIT INTL REGD 144A P/P 6.87500000 | 0.02 | -32.00 | 0.1396 | -0.0025 | |||||
| MA / Mastercard Incorporated | 0.00 | -22.22 | 0.02 | -22.73 | 0.1371 | 0.0080 | |||
| US1248EPCN14 / CORPORATE BONDS | 0.02 | -15.00 | 0.1370 | 0.0228 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1339 | 0.1159 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1339 | 0.1159 | |||||
| BATS / British American Tobacco p.l.c. | 0.00 | -26.75 | 0.02 | -33.33 | 0.1337 | -0.0059 | |||
| Swap / DE (N/A) | 0.02 | 33.33 | 0.1331 | 0.1151 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1316 | 0.1137 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1316 | 0.1137 | |||||
| US527298BT90 / LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A | 0.02 | -15.79 | 0.1313 | 0.0211 | |||||
| MSFT / Microsoft Corporation | 0.00 | -21.33 | 0.02 | -20.00 | 0.1310 | 0.0136 | |||
| S&P 500 Index Option / DE (N/A) | 0.02 | 33.33 | 0.1298 | 0.1119 | |||||
| GB0000777705 / Barclays Bank PLC | 0.02 | -5.88 | 0.1292 | 0.0317 | |||||
| US13323AAB61 / Camelot Finance SA | 0.02 | -15.79 | 0.1288 | 0.0173 | |||||
| WTBDY / Whitbread plc - Depositary Receipt (Common Stock) | 0.00 | -2.85 | 0.02 | -11.11 | 0.1287 | 0.0256 | |||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1278 | 0.1098 | |||||
| AUD 2f2Y Receive Fixed - 05/04/2024 / DIR (N/A) | 0.02 | 33.33 | 0.1278 | 0.1098 | |||||
| BTDPY / Barratt Redrow plc - Depositary Receipt (Common Stock) | 0.00 | -22.34 | 0.02 | -20.00 | 0.1271 | 0.0104 | |||
| TSCDY / Tesco PLC - Depositary Receipt (Common Stock) | 0.00 | -27.62 | 0.02 | -30.43 | 0.1267 | -0.0057 | |||
| RHHBY / Roche Holding AG - Depositary Receipt (Common Stock) | 0.00 | -12.73 | 0.02 | -25.00 | 0.1261 | 0.0112 | |||
| NGLOY / Anglo American plc - Depositary Receipt (Common Stock) | 0.00 | -26.38 | 0.02 | -42.31 | 0.1260 | -0.0240 | |||
| 601615 / Ming Yang Smart Energy Group Limited | 0.00 | -40.30 | 0.02 | -21.05 | 0.1252 | 0.0137 | |||
| ATHM / Autohome Inc. - Depositary Receipt (Common Stock) | 0.00 | -21.25 | 0.02 | -6.25 | 0.1245 | 0.0327 | |||
| Swap / DE (N/A) | 0.02 | 25.00 | 0.1225 | 0.1046 | |||||
| GBP 10Y Receive Fixed / DIR (EZ06LNZ0BXS3) | 0.02 | 0.1218 | 0.1218 | ||||||
| GBP 10Y Receive Fixed / DIR (EZ06LNZ0BXS3) | 0.02 | 0.1218 | 0.1218 | ||||||
| US398905AN98 / Group 1 Automotive Inc | 0.02 | -16.67 | 0.1205 | 0.0137 | |||||
| US25470MAB54 / DISH Network Corp. 3.375% Bond | 0.01 | -22.22 | 0.1186 | 0.0167 | |||||
| UL / Unilever PLC - Depositary Receipt (Common Stock) | 0.00 | -18.13 | 0.01 | -17.65 | 0.1183 | 0.0200 | |||
| US698813AA06 / Papa John's International Inc | 0.01 | -26.32 | 0.1178 | 0.0091 | |||||
| US143905AP21 / CSV 4 1/4 05/15/29 | 0.01 | -22.22 | 0.1172 | 0.0139 | |||||
| Swap / DE (N/A) | 0.01 | 16.67 | 0.1149 | 0.0970 | |||||
| 000651 / Gree Electric Appliances, Inc. of Zhuhai | 0.00 | -23.68 | 0.01 | -17.65 | 0.1135 | 0.0126 | |||
| CRH / CRH plc | 0.00 | -22.01 | 0.01 | -22.22 | 0.1130 | 0.0064 | |||
| US345370DA55 / Ford Motor Co | 0.01 | -17.65 | 0.1125 | 0.0114 | |||||
| QBIEY / QBE Insurance Group Limited - Depositary Receipt (Common Stock) | 0.00 | -32.95 | 0.01 | -36.36 | 0.1122 | -0.0141 | |||
| DE000F4ZCJ80 / SX5E DIVIDEND FUT DEC23 | 0.01 | 0.1105 | 0.1105 | ||||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | 8.33 | 0.1104 | 0.0925 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | 8.33 | 0.1104 | 0.0925 | |||||
| US674599EF81 / Occidental Petroleum Corp | 0.01 | -18.75 | 0.1103 | 0.0153 | |||||
| VFQS / Vodafone Qatar P.Q.S.C. | 0.01 | -52.54 | 0.01 | -55.17 | 0.1082 | -0.0586 | |||
| NCM / Newcrest Mining Ltd | 0.00 | -22.31 | 0.01 | -45.83 | 0.1079 | -0.0286 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 8.33 | 0.1059 | 0.0880 | |||||
| S&P 500 Index Option / DE (N/A) | 0.01 | 8.33 | 0.1059 | 0.0879 | |||||
| SRTRANSFIN / Shriram Transport Finance Co Ltd | 0.00 | -23.46 | 0.01 | -13.33 | 0.1047 | 0.0178 | |||
| 322 / Tingyi (Cayman Islands) Holding Corp. | 0.01 | -33.33 | 0.01 | -38.10 | 0.1043 | -0.0186 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 8.33 | 0.1043 | 0.0863 | |||||
| US78454LAP58 / SM Energy Co | 0.01 | 100.00 | 0.1026 | 0.0633 | |||||
| LTOUF / Larsen & Toubro Limited - Depositary Receipt (Common Stock) | 0.00 | -25.13 | 0.01 | -25.00 | 0.1024 | 0.0088 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.00 | 0.1022 | 0.0843 | |||||
| US74112BAM72 / Prestige Brands Inc | 0.01 | -25.00 | 0.1022 | 0.0112 | |||||
| US67421QAA04 / Oasis Midstream Partners LP / OMP Finance Corp | 0.01 | -29.41 | 0.1018 | 0.0017 | |||||
| US78466CAC01 / SS&C Technologies Holdings Inc. | 0.01 | -20.00 | 0.1015 | 0.0130 | |||||
| US45031UCF66 / iStar, Inc. | 0.01 | -20.00 | 0.1015 | 0.0136 | |||||
| AAL / American Airlines Group Inc. | 0.01 | -67.57 | 0.1013 | -0.1115 | |||||
| US62929RAC25 / NMG Holding Co Inc / Neiman Marcus Group LLC | 0.01 | -20.00 | 0.1007 | 0.0110 | |||||
| META / Meta Platforms, Inc. | 0.00 | -26.61 | 0.01 | -42.86 | 0.1007 | -0.0226 | |||
| US431318AS36 / Hilcorp Energy I LP / Hilcorp Finance Co | 0.01 | -20.00 | 0.0997 | 0.0097 | |||||
| TMO / Thermo Fisher Scientific Inc. | 0.00 | -32.26 | 0.01 | -29.41 | 0.0994 | 0.0027 | |||
| US364760AP35 / Gap Inc/The | 0.01 | -20.00 | 0.0988 | 0.0115 | |||||
| AWCMY / Alumina Limited - Depositary Receipt (Common Stock) | 0.01 | -20.44 | 0.01 | -33.33 | 0.0985 | -0.0050 | |||
| US78410GAD60 / SBA Communications Corp | 0.01 | -36.84 | 0.0982 | -0.0143 | |||||
| HNHPF / Hon Hai Precision Industry Co., Ltd. - Depositary Receipt (Common Stock) | 0.00 | -22.73 | 0.01 | -20.00 | 0.0981 | 0.0132 | |||
| BZLFY / Bunzl plc - Depositary Receipt (Common Stock) | 0.00 | -31.96 | 0.01 | -33.33 | 0.0979 | -0.0080 | |||
| TGOPY / 3i Group plc - Depositary Receipt (Common Stock) | 0.00 | 2.32 | 0.01 | 0.00 | 0.0975 | 0.0260 | |||
| HESAY / Hermès International Société en commandite par actions - Depositary Receipt (Common Stock) | 0.00 | -25.00 | 0.01 | -14.29 | 0.0975 | 0.0142 | |||
| US024747AF43 / American Builders & Contractors Supply Co., Inc. | 0.01 | -14.29 | 0.0964 | 0.0121 | |||||
| US019736AG29 / Allison Transmission Inc | 0.01 | -20.00 | 0.0958 | 0.0078 | |||||
| PRX / Prosus N.V. | 0.00 | -36.11 | 0.01 | -7.69 | 0.0956 | 0.0172 | |||
| US29355XAG25 / ENPRO INDUSTRIES INC REGD SER WI 5.75000000 | 0.01 | 22.22 | 0.0942 | 0.0433 | |||||
| US624758AF53 / MUELLER WTR PRODS INC 4% 06/15/2029 144A | 0.01 | 0.00 | 0.0939 | 0.0281 | |||||
| PNGAY / Ping An Insurance (Group) Company of China, Ltd. - Depositary Receipt (Common Stock) | 0.00 | -42.86 | 0.01 | -50.00 | 0.0935 | -0.0335 | |||
| 1216 / Uni-President Enterprises Corp. | 0.01 | -28.57 | 0.01 | -31.25 | 0.0933 | 0.0022 | |||
| GOOGL / Alphabet Inc. | 0.00 | 1,328.57 | 0.01 | -26.67 | 0.0920 | 0.0019 | |||
| US12543DBC39 / CHS/Community Health Systems Inc | 0.01 | -8.33 | 0.0910 | 0.0209 | |||||
| SCBFY / Standard Chartered PLC - Depositary Receipt (Common Stock) | 0.00 | -26.51 | 0.01 | -26.67 | 0.0903 | 0.0033 | |||
| VODPF / Vodafone Group Public Limited Company | 0.01 | -8.33 | 0.0899 | 0.0215 | |||||
| SCHYY / Sands China Ltd. - Depositary Receipt (Common Stock) | 0.00 | -20.00 | 0.01 | -15.38 | 0.0896 | 0.0153 | |||
| US25525PAB31 / Diversified Healthcare Trust | 0.01 | -21.43 | 0.0880 | 0.0046 | |||||
| US69867DAC20 / Panther BF Aggregator 2 LP / Panther Finance Co Inc | 0.01 | -21.43 | 0.0879 | 0.0089 | |||||
| US77340RAT41 / Rockies Express Pipeline LLC | 0.01 | -28.57 | 0.0865 | 0.0037 | |||||
| 005387 / Hyundai Motor Company - Preferred Stock | 0.00 | -25.63 | 0.01 | -28.57 | 0.0851 | 0.0011 | |||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -16.67 | 0.0842 | 0.0662 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -16.67 | 0.0842 | 0.0662 | |||||
| US366651AC11 / Gartner Inc | 0.01 | -23.08 | 0.0839 | 0.0081 | |||||
| B / Barrick Mining Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0838 | 0.0000 | |||
| B / Barrick Mining Corporation | 0.00 | 1,219.61 | 0.01 | 900.00 | 0.0838 | 0.0774 | |||
| 002572 / Suofeiya Home Collection Co., Ltd. | 0.00 | -35.48 | 0.01 | -47.37 | 0.0837 | -0.0241 | |||
| ARBP / Aurobindo Pharma Ltd | 0.00 | -25.35 | 0.01 | -37.50 | 0.0833 | -0.0111 | |||
| US143658BG61 / Carnival Corp | 0.01 | -28.57 | 0.0832 | 0.0024 | |||||
| US69888XAA72 / Par Pharmaceutical, Inc. | 0.01 | -28.57 | 0.0831 | 0.0007 | |||||
| US57665RAN61 / Match Group Inc | 0.01 | -23.08 | 0.0825 | 0.0088 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -16.67 | 0.0814 | 0.0634 | |||||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.01 | -16.67 | 0.0812 | 0.0633 | |||||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.01 | -16.67 | 0.0812 | 0.0633 | |||||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.01 | -16.67 | 0.0812 | 0.0633 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -16.67 | 0.0806 | 0.0627 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -16.67 | 0.0806 | 0.0627 | |||||
| US109696AB05 / Brink's Co/The | 0.01 | 0.00 | 0.0799 | 0.0233 | |||||
| US92933BAT17 / WMG Acquisition Corp | 0.01 | 25.00 | 0.0798 | 0.0292 | |||||
| Swaption / DIR (N/A) | 0.01 | -16.67 | 0.0796 | 0.0616 | |||||
| US81725WAG87 / Sensata Technologies BV | 0.01 | -16.67 | 0.0792 | 0.0113 | |||||
| UPMMY / UPM-Kymmene Oyj - Depositary Receipt (Common Stock) | 0.00 | -18.97 | 0.01 | -23.08 | 0.0791 | 0.0035 | |||
| US30034TAA16 / Everi Holdings Inc. | 0.01 | -25.00 | 0.0784 | 0.0067 | |||||
| US88033GCY44 / Tenet Healthcare Corp 4.875% 01/01/2026 144A | 0.01 | -18.18 | 0.0780 | 0.0116 | |||||
| US15135BAR24 / Centene Corp | 0.01 | 350.00 | 0.0779 | 0.0614 | |||||
| US131347CR51 / Calpine Corp | 0.01 | -18.18 | 0.0774 | 0.0108 | |||||
| US730481AJ74 / J.B. Poindexter & Co., Inc. | 0.01 | -25.00 | 0.0773 | 0.0094 | |||||
| NVO / Novo Nordisk A/S - Depositary Receipt (Common Stock) | 0.00 | -31.40 | 0.01 | -30.77 | 0.0772 | -0.0009 | |||
| US126458AE87 / CTR Partnership LP / CareTrust Capital Corp | 0.01 | -25.00 | 0.0770 | 0.0054 | |||||
| CAOVY / China Overseas Land & Investment Limited - Depositary Receipt (Common Stock) | 0.00 | -46.15 | 0.01 | -55.00 | 0.0768 | -0.0362 | |||
| DTEGF / Deutsche Telekom AG | 0.00 | -23.08 | 0.01 | -18.18 | 0.0748 | 0.0073 | |||
| US82967NBL10 / Sirius XM Radio Inc | 0.01 | -18.18 | 0.0748 | 0.0071 | |||||
| 003550 / LG Corp. | 0.00 | -24.88 | 0.01 | -18.18 | 0.0747 | 0.0093 | |||
| US31944TAA88 / FirstCash Inc | 0.01 | 50.00 | 0.0744 | 0.0376 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -25.00 | 0.0742 | 0.0563 | |||||
| UU. / United Utilities Group PLC | 0.00 | -28.03 | 0.01 | -35.71 | 0.0742 | -0.0054 | |||
| US85172FAR01 / Springleaf Finance Corp 5.375% 11/15/2029 | 0.01 | -25.00 | 0.0742 | 0.0031 | |||||
| US83545GBD34 / Sonic Automotive Inc | 0.01 | -25.00 | 0.0741 | 0.0060 | |||||
| PUK / Prudential plc - Depositary Receipt (Common Stock) | 0.00 | 6.60 | 0.01 | 12.50 | 0.0740 | 0.0241 | |||
| US86722AAD54 / SunCoke Energy Inc | 0.01 | -25.00 | 0.0740 | 0.0030 | |||||
| 24W5 / Ferguson plc | 0.00 | -26.00 | 0.01 | -25.00 | 0.0737 | 0.0026 | |||
| US92840VAH50 / VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A | 0.01 | -18.18 | 0.0737 | 0.0071 | |||||
| US37185LAK89 / Genesis Energy LP / Genesis Energy Finance Corp | 0.01 | 0.00 | 0.0735 | 0.0208 | |||||
| JD. / JD Sports Fashion Plc | 0.01 | -14.79 | 0.01 | -18.18 | 0.0734 | 0.0093 | |||
| US29261AAA88 / ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5 | 0.01 | -18.18 | 0.0734 | 0.0107 | |||||
| BRSTNCNTF170 / Brazil Notas do Tesouro Nacional Serie F | 0.01 | 0.00 | 0.0728 | 0.0166 | |||||
| PHNX / Phoenix Group Holdings plc | 0.00 | -29.40 | 0.01 | -25.00 | 0.0727 | 0.0024 | |||
| US24665FAC68 / DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A | 0.01 | -25.00 | 0.0723 | 0.0021 | |||||
| US59833DAB64 / Midwest Gaming Borrower LLC | 0.01 | -18.18 | 0.0723 | 0.0078 | |||||
| CMPGY / Compass Group PLC - Depositary Receipt (Common Stock) | 0.00 | -26.79 | 0.01 | -18.18 | 0.0720 | 0.0091 | |||
| KO / The Coca-Cola Company | 0.00 | -23.37 | 0.01 | -18.18 | 0.0716 | 0.0045 | |||
| Volatility Swap EUR 13/11/2023 Receive EURUSD / DO (N/A) | 0.01 | -25.00 | 0.0714 | 0.0535 | |||||
| Volatility Swap EUR 13/11/2023 Receive EURUSD / DO (N/A) | 0.01 | -25.00 | 0.0714 | 0.0535 | |||||
| ADYEY / Adyen N.V. - Depositary Receipt (Common Stock) | 0.00 | -28.57 | 0.01 | -18.18 | 0.0713 | 0.0053 | |||
| US80874DAA46 / Scientific Games Holdings LP/Scientific Games US FinCo Inc | 0.01 | -33.33 | 0.0712 | 0.0014 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -33.33 | 0.0711 | 0.0532 | |||||
| CAP / Capgemini SE | 0.00 | -12.96 | 0.01 | -20.00 | 0.0709 | 0.0090 | |||
| ASHTF / Ashtead Group plc | 0.00 | -27.06 | 0.01 | -27.27 | 0.0709 | 0.0073 | |||
| US536797AG85 / LITHIA MOTORS INC 3.875% 06/01/2029 144A | 0.01 | -27.27 | 0.0706 | 0.0043 | |||||
| US18064PAD15 / Clarivate Science Holdings Corp | 0.01 | -27.27 | 0.0702 | 0.0054 | |||||
| NVS / Novartis AG - Depositary Receipt (Common Stock) | 0.00 | -35.62 | 0.01 | -42.86 | 0.0700 | -0.0098 | |||
| US043436AW48 / Asbury Automotive Group Inc | 0.01 | -20.00 | 0.0700 | 0.0090 | |||||
| US389286AA34 / Gray Escrow II Inc | 0.01 | -27.27 | 0.0700 | 0.0067 | |||||
| US513075BZ34 / Lamar Media Corp. | 0.01 | -27.27 | 0.0697 | 0.0058 | |||||
| CRWD / CrowdStrike Holdings, Inc. | 0.00 | -32.39 | 0.01 | -42.86 | 0.0697 | -0.0099 | |||
| SNN / Smith & Nephew plc - Depositary Receipt (Common Stock) | 0.00 | -28.93 | 0.01 | -46.67 | 0.0697 | -0.0187 | |||
| DHR / Danaher Corporation | 0.00 | -11.76 | 0.01 | 0.00 | 0.0692 | 0.0210 | |||
| QSR / Restaurant Brands International Inc. | 0.01 | -20.00 | 0.0689 | 0.0110 | |||||
| US64083YAA91 / NESCO Holdings II Inc | 0.01 | -42.86 | 0.0688 | -0.0111 | |||||
| US29365BAA17 / ENTG 4 3/4 04/15/29 | 0.01 | 0.0687 | 0.0687 | ||||||
| US442722AA25 / Howard Midstream Energy Partners LLC | 0.01 | -11.11 | 0.0686 | 0.0139 | |||||
| US02156LAH42 / Altice France SA/France | 0.01 | 0.00 | 0.0681 | 0.0201 | |||||
| EXPGF / Experian plc | 0.00 | -26.73 | 0.01 | -27.27 | 0.0676 | 0.0025 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -33.33 | 0.0664 | 0.0485 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -33.33 | 0.0663 | 0.0483 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -33.33 | 0.0663 | 0.0483 | |||||
| M&M / Mahindra & Mahindra Limited | 0.00 | -58.40 | 0.01 | -50.00 | 0.0661 | -0.0260 | |||
| 489 / Dongfeng Motor Group Company Limited | 0.01 | -33.33 | 0.01 | -38.46 | 0.0657 | -0.0084 | |||
| CRM / Salesforce, Inc. | 0.00 | -28.57 | 0.01 | -27.27 | 0.0655 | 0.0030 | |||
| US404119BS74 / Hca Inc Bond | 0.01 | 0.00 | 0.0655 | 0.0187 | |||||
| US62922LAA61 / NGL Energy Operating LLC / NGL Energy Finance Corp | 0.01 | -20.00 | 0.0652 | 0.0067 | |||||
| ILMN / Illumina, Inc. | 0.00 | -28.30 | 0.01 | -46.67 | 0.0651 | -0.0236 | |||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -33.33 | 0.0650 | 0.0470 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -33.33 | 0.0650 | 0.0470 | |||||
| 011170 / Lotte Chemical Corporation | 0.00 | -11.76 | 0.01 | -20.00 | 0.0648 | 0.0056 | |||
| AMT / American Tower Corporation | 0.00 | -18.92 | 0.01 | 0.00 | 0.0643 | 0.0140 | |||
| US156700AM80 / Centurytel Inc Senior Notes-p 7.6% 09/15/39 | 0.01 | -27.27 | 0.0640 | -0.0002 | |||||
| US75508EAB48 / Rayonier AM Products Inc | 0.01 | 0.00 | 0.0639 | 0.0156 | |||||
| LGGNF / Legal & General Group Plc | 0.00 | -26.83 | 0.01 | -20.00 | 0.0633 | 0.0032 | |||
| VEOEY / Veolia Environnement SA - Depositary Receipt (Common Stock) | 0.00 | -13.90 | 0.01 | -30.00 | 0.0627 | 0.0030 | |||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.01 | -41.67 | 0.0626 | 0.0447 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.01 | -41.67 | 0.0626 | 0.0447 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.01 | -41.67 | 0.0626 | 0.0447 | |||||
| TCEHY / Tencent Holdings Limited - Depositary Receipt (Common Stock) | 0.00 | -33.33 | 0.01 | -50.00 | 0.0622 | -0.0172 | |||
| 005490 / POSCO Holdings Inc. | 0.00 | -14.29 | 0.01 | -36.36 | 0.0622 | -0.0004 | |||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.01 | -41.67 | 0.0620 | 0.0441 | |||||
| NEM / Newmont Corporation | 0.00 | -28.33 | 0.01 | -58.82 | 0.0616 | -0.0370 | |||
| JPM / JPMorgan Chase & Co. | 0.00 | -12.99 | 0.01 | -22.22 | 0.0611 | 0.0093 | |||
| HSX / Hiscox Ltd | 0.00 | -30.93 | 0.01 | -41.67 | 0.0609 | -0.0075 | |||
| US03746AAA88 / Apache Finance Can 7.75% Notes 12/15/2029 | 0.01 | 0.0608 | 0.0608 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -41.67 | 0.0607 | 0.0428 | |||||
| US42239PAA75 / Hadrian Merger Sub Inc | 0.01 | 0.00 | 0.0602 | 0.0155 | |||||
| BESIY / BE Semiconductor Industries N.V. - Depositary Receipt (Common Stock) | 0.00 | 42.00 | 0.01 | 16.67 | 0.0602 | 0.0260 | |||
| GU81 / Aviva plc | 0.00 | 0.01 | 0.0599 | 0.0599 | |||||
| Volatility Swap USD Pay 1/23/2023 Receive USD/JPY FX RATE SWAPVOL / DO (N/A) | 0.01 | -41.67 | 0.0596 | 0.0416 | |||||
| Volatility Swap USD Pay 1/23/2023 Receive USD/JPY FX RATE SWAPVOL / DO (N/A) | 0.01 | -41.67 | 0.0596 | 0.0416 | |||||
| VZ1 / ComfortDelGro Corporation Limited | 0.01 | -27.00 | 0.01 | -30.00 | 0.0595 | 0.0001 | |||
| US82967NBJ63 / Sirius XM Radio Inc | 0.01 | -22.22 | 0.0589 | 0.0078 | |||||
| TLKM / Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | 0.03 | -29.54 | 0.01 | -36.36 | 0.0588 | -0.0076 | |||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.01 | -41.67 | 0.0587 | 0.0408 | |||||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.01 | -41.67 | 0.0587 | 0.0408 | |||||
| VRLA / Verallia Société Anonyme | 0.00 | -3.99 | 0.01 | -12.50 | 0.0585 | 0.0122 | |||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -41.67 | 0.0577 | 0.0398 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -41.67 | 0.0577 | 0.0398 | |||||
| US87470LAD38 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 0.01 | -22.22 | 0.0576 | 0.0049 | |||||
| US775631AD66 / Roller Bearing Co of America Inc | 0.01 | -22.22 | 0.0574 | 0.0066 | |||||
| US34960PAD33 / Fortress Transportation and Infrastructure Investors LLC | 0.01 | -12.50 | 0.0570 | 0.0083 | |||||
| TME / Tencent Music Entertainment Group - Depositary Receipt (Common Stock) | 0.00 | 0.41 | 0.01 | 0.00 | 0.0568 | 0.0161 | |||
| DPW / Deutsche Post AG | 0.00 | -13.46 | 0.01 | -12.50 | 0.0567 | 0.0060 | |||
| RKT / Reckitt Benckiser Group plc | 0.00 | -27.27 | 0.01 | -22.22 | 0.0565 | 0.0033 | |||
| US26885BAH33 / EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/27 6.5 | 0.01 | -22.22 | 0.0556 | 0.0043 | |||||
| GOOG / Alphabet Inc. | 0.00 | 1,900.00 | 0.01 | 0.00 | 0.0554 | 0.0164 | |||
| US988498AR20 / Yum! Brands, Inc. | 0.01 | 0.0548 | 0.0548 | ||||||
| NVDA / NVIDIA Corporation | 0.00 | 137.50 | 0.01 | 200.00 | 0.0546 | 0.0379 | |||
| VAL / Valaris Limited | 0.01 | -53.85 | 0.0545 | -0.0208 | |||||
| SPI / Sappi Limited | 0.00 | -14.94 | 0.01 | -14.29 | 0.0543 | 0.0121 | |||
| Volatility Swap USD Pay 1/23/2023 Receive USD/JPY FX RATE SWAPVOL / DO (N/A) | 0.01 | -50.00 | 0.0540 | 0.0361 | |||||
| Volatility Swap USD Pay 1/23/2023 Receive USD/JPY FX RATE SWAPVOL / DO (N/A) | 0.01 | -50.00 | 0.0540 | 0.0361 | |||||
| US62913TAP75 / NGL Energy Partners LP / NGL Energy Finance Corp | 0.01 | -14.29 | 0.0539 | 0.0113 | |||||
| US77340RAM97 / Rockies Express Pipeline LLC | 0.01 | -33.33 | 0.0537 | 0.0000 | |||||
| US18539UAC99 / Clearway Energy Operating LLC | 0.01 | -25.00 | 0.0537 | 0.0056 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.01 | -50.00 | 0.0536 | 0.0356 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.01 | -50.00 | 0.0536 | 0.0356 | |||||
| IFNNF / Infineon Technologies AG | 0.00 | -19.68 | 0.01 | -25.00 | 0.0535 | 0.0029 | |||
| STLAP / Stellantis N.V. | 0.00 | -16.25 | 0.01 | -14.29 | 0.0533 | 0.0111 | |||
| US019736AE70 / ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A | 0.01 | 50.00 | 0.0527 | 0.0255 | |||||
| BCKIF / Babcock International Group PLC | 0.00 | -22.15 | 0.01 | -14.29 | 0.0527 | 0.0087 | |||
| US1248EPCP61 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.01 | -14.29 | 0.0524 | 0.0075 | |||||
| DRXGF / Drax Group plc | 0.00 | -27.37 | 0.01 | -33.33 | 0.0524 | -0.0016 | |||
| MURGY / Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München - Depositary Receipt (Common Stock) | 0.00 | -17.14 | 0.01 | -25.00 | 0.0519 | 0.0046 | |||
| KB / KB Financial Group Inc. - Depositary Receipt (Common Stock) | 0.00 | -25.11 | 0.01 | -40.00 | 0.0518 | -0.0094 | |||
| US87264ABV61 / T-Mobile USA Inc | 0.01 | -25.00 | 0.0518 | 0.0058 | |||||
| US26483EAL48 / Dun & Bradstreet Corp/The | 0.01 | -25.00 | 0.0517 | 0.0044 | |||||
| AXAHY / AXA SA - Depositary Receipt (Common Stock) | 0.00 | -18.26 | 0.01 | -33.33 | 0.0515 | -0.0000 | |||
| US670001AE60 / Novelis Corp | 0.01 | -50.00 | 0.0513 | 0.0258 | |||||
| CAIXY / CaixaBank, S.A. - Depositary Receipt (Common Stock) | 0.00 | -26.40 | 0.01 | -33.33 | 0.0512 | -0.0015 | |||
| US47077WAA62 / Jane Street Group / JSG Finance, Inc. | 0.01 | -50.00 | 0.0512 | -0.0169 | |||||
| US91740PAF53 / USA Compression Partners LP / USA Compression Finance Corp | 0.01 | -25.00 | 0.0507 | 0.0010 | |||||
| EZPSQX5TFCM8 / CDX IG38 5Y ICE | 0.01 | 0.00 | 0.0507 | 0.0003 | |||||
| US22788CAA36 / CROWDSTRIKE HOLDINGS INC 3% 02/15/2029 | 0.01 | -25.00 | 0.0507 | 0.0054 | |||||
| EZPSQX5TFCM8 / CDX IG38 5Y ICE | 0.01 | 0.0504 | 0.0528 | ||||||
| WFRD / Weatherford International plc | 0.01 | 0.0502 | 0.0502 | ||||||
| PGR / The Progressive Corporation | 0.00 | -53.78 | 0.01 | -50.00 | 0.0501 | -0.0220 | |||
| US608328BH21 / MOHEGAN GAMING 8 2/26 | 0.01 | -25.00 | 0.0497 | 0.0046 | |||||
| US15135BAW19 / Centene Corp | 0.01 | -14.29 | 0.0495 | 0.0052 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -50.00 | 0.0494 | 0.0315 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.01 | -50.00 | 0.0494 | 0.0315 | |||||
| S&P 500 Index Swap / DE (N/A) | 0.01 | -50.00 | 0.0493 | 0.0313 | |||||
| US674599DJ13 / Occidental Petroleum Corp | 0.01 | -25.00 | 0.0487 | 0.0019 | |||||
| S&P 500 Index Swap / DE (N/A) | 0.01 | -50.00 | 0.0484 | 0.0305 | |||||
| INGA / ING Groep N.V. - Depositary Receipt (Common Stock) | 0.00 | -6.80 | 0.01 | 0.00 | 0.0484 | 0.0127 | |||
| US983133AA70 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 5.125% 10/01/2029 144A | 0.01 | -14.29 | 0.0484 | 0.0039 | |||||
| BABA / Alibaba Group Holding Limited - Depositary Receipt (Common Stock) | 0.00 | -96.88 | 0.01 | -75.00 | 0.0481 | -0.1467 | |||
| MKS / Marks and Spencer Group plc | 0.00 | -24.69 | 0.01 | -14.29 | 0.0479 | 0.0030 | |||
| MT / ArcelorMittal S.A. - Depositary Receipt (Common Stock) | 0.00 | -14.63 | 0.01 | -25.00 | 0.0476 | 0.0004 | |||
| US816196AT67 / SEM 6 1/4 08/15/26 | 0.01 | -14.29 | 0.0476 | 0.0027 | |||||
| US87264AAV70 / T-MOBILE USA INC 4.75% 02/01/2028 | 0.01 | 0.0475 | 0.0475 | ||||||
| US50190EAA29 / MAGLLC 4 7/8 05/01/29 | 0.01 | -28.57 | 0.0474 | 0.0029 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -58.33 | 0.0472 | 0.0293 | |||||
| US29365BAB99 / Entegris Escrow Corp | 0.01 | 0.0472 | 0.0472 | ||||||
| CBGB / Carlsberg A/S | 0.00 | -23.33 | 0.01 | -28.57 | 0.0471 | 0.0043 | |||
| US435765AJ10 / Holly Energy Partners LP / Holly Energy Finance Corp | 0.01 | -37.50 | 0.0471 | 0.0010 | |||||
| USD 0f30Y Receive Fixed - 01/07/2022 / DIR (EZQH73LB0F74) | 0.01 | 0.0471 | 0.0471 | ||||||
| USD 0f30Y Receive Fixed - 01/07/2022 / DIR (EZQH73LB0F74) | 0.01 | 0.0471 | 0.0471 | ||||||
| GBP 10Y Receive Fixed / DIR (EZG7XG90MW06) | 0.01 | 0.0466 | 0.0466 | ||||||
| GBP 10Y Receive Fixed / DIR (EZG7XG90MW06) | 0.01 | 0.0466 | 0.0466 | ||||||
| US25470XBD66 / CORP. NOTE | 0.01 | 0.0466 | 0.0466 | ||||||
| AVGO / Broadcom Inc. | 0.00 | -8.33 | 0.01 | -16.67 | 0.0466 | 0.0091 | |||
| US81105DAB10 / SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375 | 0.01 | -37.50 | 0.0464 | 0.0012 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -58.33 | 0.0460 | 0.0280 | |||||
| US37185LAL62 / GENESIS ENERGY LP | 0.01 | -28.57 | 0.0459 | 0.0024 | |||||
| MBG / Mercedes-Benz Group AG | 0.00 | -20.16 | 0.01 | -37.50 | 0.0458 | -0.0037 | |||
| GOB / Compagnie de Saint-Gobain S.A. | 0.00 | -15.07 | 0.01 | -37.50 | 0.0458 | -0.0022 | |||
| SBMO / SBM Offshore N.V. | 0.00 | -16.57 | 0.01 | -28.57 | 0.0457 | 0.0052 | |||
| US13123XBF87 / Callon Petroleum Co | 0.01 | 0.0456 | 0.0456 | ||||||
| US27034RAA14 / Earthstone Energy Holdings LLC | 0.01 | -68.75 | 0.0455 | -0.0502 | |||||
| BNP / BNP Paribas SA | 0.00 | -9.02 | 0.01 | -16.67 | 0.0454 | 0.0069 | |||
| ITV / ITV plc | 0.01 | 94.05 | 0.01 | 66.67 | 0.0454 | 0.0283 | |||
| TXN / Texas Instruments Incorporated | 0.00 | -5.88 | 0.01 | 0.00 | 0.0453 | 0.0126 | |||
| WF9 / Worley Limited | 0.00 | -38.73 | 0.01 | -44.44 | 0.0452 | -0.0057 | |||
| CRRFY / Carrefour SA - Depositary Receipt (Common Stock) | 0.00 | -30.79 | 0.01 | -50.00 | 0.0452 | -0.0127 | |||
| SIEMENS / Siemens Limited | 0.00 | 0.01 | 0.0448 | 0.0448 | |||||
| SDVKY / Sandvik AB (publ) - Depositary Receipt (Common Stock) | 0.00 | -19.79 | 0.01 | -28.57 | 0.0443 | 0.0041 | |||
| SYK / Stryker Corporation | 0.00 | -27.78 | 0.01 | -37.50 | 0.0442 | -0.0048 | |||
| SRP / Serco Group plc | 0.00 | -30.83 | 0.01 | -16.67 | 0.0441 | 0.0065 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | -58.33 | 0.0438 | 0.0258 | |||||
| EDPFY / EDP - Energias de Portugal, S.A. - Depositary Receipt (Common Stock) | 0.00 | -23.21 | 0.01 | -16.67 | 0.0433 | 0.0062 | |||
| SVTRF / Severn Trent PLC | 0.00 | -26.92 | 0.01 | -37.50 | 0.0432 | -0.0030 | |||
| AMADY / Amadeus IT Group, S.A. - Depositary Receipt (Common Stock) | 0.00 | -29.01 | 0.01 | -37.50 | 0.0429 | -0.0032 | |||
| IBP / Installed Building Products, Inc. | 0.00 | -3.64 | 0.01 | 25.00 | 0.0425 | 0.0175 | |||
| 425 / Minth Group Limited | 0.00 | 0.00 | 0.01 | 25.00 | 0.0424 | 0.0158 | |||
| CP / Canadian Pacific Kansas City Limited | 0.00 | -16.05 | 0.01 | 0.00 | 0.0424 | 0.0090 | |||
| NOW / ServiceNow, Inc. | 0.00 | -29.41 | 0.01 | -37.50 | 0.0424 | -0.0035 | |||
| HRI / Herc Holdings Inc. | 0.00 | 59.26 | 0.01 | 66.67 | 0.0422 | 0.0227 | |||
| CRD.B / Crawford & Company | 0.00 | -17.83 | 0.01 | -16.67 | 0.0416 | 0.0065 | |||
| SEOAY / Stora Enso Oyj - Depositary Receipt (Common Stock) | 0.00 | -19.67 | 0.01 | -37.50 | 0.0414 | -0.0052 | |||
| BBVA / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 0.00 | -14.71 | 0.01 | -16.67 | 0.0407 | 0.0013 | |||
| ENGIY / Engie SA - Depositary Receipt (Common Stock) | 0.00 | -19.77 | 0.01 | -16.67 | 0.0406 | 0.0064 | |||
| UNCRY / UniCredit S.p.A. - Depositary Receipt (Common Stock) | 0.00 | -2.27 | 0.01 | 25.00 | 0.0405 | 0.0133 | |||
| US50050NAA19 / Kontoor Brands, Inc. | 0.01 | -37.50 | 0.0401 | -0.0089 | |||||
| TWLO / Twilio Inc. | 0.00 | -30.59 | 0.01 | -44.44 | 0.0396 | -0.0140 | |||
| UNP / Union Pacific Corporation | 0.00 | -33.33 | 0.01 | -28.57 | 0.0396 | -0.0041 | |||
| MLSPF / Melrose Industries PLC | 0.00 | -20.62 | 0.00 | 0.00 | 0.0395 | 0.0136 | |||
| TECN / Tecan Group AG | 0.00 | -30.00 | 0.00 | -33.33 | 0.0394 | 0.0055 | |||
| 42BB / The Berkeley Group Holdings plc | 0.00 | -4.00 | 0.00 | -20.00 | 0.0393 | 0.0106 | |||
| US62957HAJ41 / Nabors Industries, Inc. | 0.00 | -42.86 | 0.0392 | -0.0011 | |||||
| NICE / NICE Ltd. - Depositary Receipt (Common Stock) | 0.00 | -28.12 | 0.00 | -33.33 | 0.0389 | 0.0017 | |||
| US91889FAA93 / VALARIS LTD SR SECURED 144A 04/28 8.25 | 0.00 | -20.00 | 0.0389 | 0.0100 | |||||
| 601098 / China South Publishing & Media Group Co., Ltd | 0.00 | -24.49 | 0.00 | -42.86 | 0.0387 | -0.0015 | |||
| LZAGY / Lonza Group AG - Depositary Receipt (Common Stock) | 0.00 | -27.27 | 0.00 | -33.33 | 0.0386 | 0.0021 | |||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -66.67 | 0.0380 | 0.0201 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -66.67 | 0.0380 | 0.0201 | |||||
| ZURVY / Zurich Insurance Group AG - Depositary Receipt (Common Stock) | 0.00 | -15.38 | 0.00 | -20.00 | 0.0380 | 0.0046 | |||
| WXXWY / WuXi Biologics (Cayman) Inc. - Depositary Receipt (Common Stock) | 0.00 | -50.00 | 0.00 | -42.86 | 0.0378 | -0.0031 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -66.67 | 0.0377 | 0.0198 | |||||
| YARIY / Yara International ASA - Depositary Receipt (Common Stock) | 0.00 | -20.00 | 0.00 | -42.86 | 0.0377 | -0.0024 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -66.67 | 0.0377 | 0.0197 | |||||
| TPK / Travis Perkins plc | 0.00 | -7.04 | 0.00 | -33.33 | 0.0376 | 0.0034 | |||
| NTOIY / Neste Oyj - Depositary Receipt (Common Stock) | 0.00 | 9.52 | 0.00 | 33.33 | 0.0374 | 0.0170 | |||
| BB2 / Burberry Group plc | 0.00 | -28.57 | 0.00 | -20.00 | 0.0373 | 0.0039 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -66.67 | 0.0373 | 0.0194 | |||||
| PUB / Pancontinental Energy NL | 0.00 | -19.27 | 0.00 | -33.33 | 0.0372 | 0.0004 | |||
| US443628AH54 / Hudbay Minerals Inc | 0.00 | -42.86 | 0.0370 | -0.0057 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -66.67 | 0.0367 | 0.0188 | |||||
| BHC / Bausch Health Companies Inc. | 0.00 | 0.0367 | 0.0367 | ||||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.00 | -66.67 | 0.0365 | 0.0186 | |||||
| Volatility Swap EUR 14/12/2022 Long Vol EUR/USD / DO (N/A) | 0.00 | -66.67 | 0.0365 | 0.0186 | |||||
| NWG / NatWest Group plc - Depositary Receipt (Common Stock) | 0.00 | -30.86 | 0.00 | -20.00 | 0.0365 | 0.0031 | |||
| SMSMY / Sims Limited - Depositary Receipt (Common Stock) | 0.00 | -38.31 | 0.00 | -60.00 | 0.0364 | -0.0226 | |||
| GBP 0f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | 0.00 | 0.0363 | 0.0363 | ||||||
| GBP 0f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | 0.00 | 0.0363 | 0.0363 | ||||||
| US81721MAK53 / Senior Housing Properties Trust | 0.00 | -20.00 | 0.0362 | 0.0040 | |||||
| US740212AM74 / Precision Drilling Corp | 0.00 | -33.33 | 0.0355 | -0.0028 | |||||
| 1199 / COSCO SHIPPING Ports Limited | 0.01 | -40.00 | 0.00 | -42.86 | 0.0355 | -0.0045 | |||
| UBER / Uber Technologies, Inc. | 0.00 | -29.37 | 0.00 | -50.00 | 0.0352 | -0.0125 | |||
| US55617LAP76 / Macy's Retail Holdings LLC | 0.00 | -50.00 | 0.0348 | -0.0134 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -66.67 | 0.0341 | 0.0162 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -66.67 | 0.0341 | 0.0162 | |||||
| PCFBF / Pacific Basin Shipping Limited | 0.01 | -25.00 | 0.00 | -20.00 | 0.0340 | 0.0028 | |||
| TJX / The TJX Companies, Inc. | 0.00 | -36.36 | 0.00 | -33.33 | 0.0339 | -0.0042 | |||
| REPYY / Repsol, S.A. - Depositary Receipt (Common Stock) | 0.00 | -31.74 | 0.00 | -42.86 | 0.0337 | -0.0087 | |||
| THLLY / Thales S.A. - Depositary Receipt (Common Stock) | 0.00 | 36.00 | 0.00 | 33.33 | 0.0334 | 0.0154 | |||
| COIHY / Croda International Plc - Depositary Receipt (Common Stock) | 0.00 | -28.12 | 0.00 | -33.33 | 0.0332 | -0.0018 | |||
| 823 / Link Real Estate Investment Trust | 0.00 | -16.67 | 0.00 | -20.00 | 0.0331 | 0.0040 | |||
| UNVGY / Universal Music Group N.V. - Depositary Receipt (Common Stock) | 0.00 | 31.43 | 0.00 | 33.33 | 0.0331 | 0.0148 | |||
| LRLCY / L'Oréal S.A. - Depositary Receipt (Common Stock) | 0.00 | 10.00 | 0.00 | 33.33 | 0.0329 | 0.0123 | |||
| US345370CQ17 / Ford Motor Company 4.75% 01/15/43 | 0.00 | -20.00 | 0.0327 | 0.0008 | |||||
| KKR / KKR & Co. Inc. | 0.00 | -12.94 | 0.00 | 0.00 | 0.0325 | 0.0080 | |||
| SSABB / SSAB AB | 0.00 | -20.04 | 0.00 | -33.33 | 0.0319 | -0.0046 | |||
| V / Visa Inc. | 0.00 | -32.14 | 0.00 | -20.00 | 0.0319 | -0.0018 | |||
| HD / The Home Depot, Inc. | 0.00 | -31.58 | 0.00 | -40.00 | 0.0309 | -0.0013 | |||
| CPRT / Copart, Inc. | 0.00 | -3.23 | 0.00 | 0.00 | 0.0304 | 0.0105 | |||
| MBPFF / Mitchells & Butlers plc | 0.00 | -14.65 | 0.00 | -50.00 | 0.0304 | -0.0037 | |||
| HAS / Hasbro, Inc. | 0.00 | -26.91 | 0.00 | -40.00 | 0.0303 | 0.0015 | |||
| BIH / Balfour Beatty plc | 0.00 | -30.93 | 0.00 | -25.00 | 0.0301 | 0.0027 | |||
| KNYJY / KONE Oyj - Depositary Receipt (Common Stock) | 0.00 | 43.10 | 0.00 | 50.00 | 0.0299 | 0.0142 | |||
| US44106MAY84 / Service Properties Trust | 0.00 | -40.00 | 0.0290 | -0.0013 | |||||
| WPM / Wheaton Precious Metals Corp. | 0.00 | -31.41 | 0.00 | -50.00 | 0.0290 | -0.0104 | |||
| US366651AG25 / Gartner Inc | 0.00 | -40.00 | 0.0289 | -0.0014 | |||||
| US55616XAM92 / Macy's Retail Holdings Inc. | 0.00 | -40.00 | 0.0287 | -0.0021 | |||||
| APH / Amphenol Corporation | 0.00 | -6.00 | 0.00 | 0.00 | 0.0287 | 0.0085 | |||
| FTSE Taiwan RIC Capped Index Option / DE (N/A) | 0.00 | -75.00 | 0.0286 | 0.0107 | |||||
| FTSE Taiwan RIC Capped Index Option / DE (N/A) | 0.00 | -75.00 | 0.0286 | 0.0107 | |||||
| US62482BAA08 / Mozart Debt Merger Sub Inc | 0.00 | -76.92 | 0.0286 | -0.0248 | |||||
| BRK.B / Berkshire Hathaway Inc. | 0.00 | 20.00 | 0.00 | 0.00 | 0.0285 | 0.0103 | |||
| US958254AD64 / Western Midstream Operating LP | 0.00 | 0.0284 | 0.0284 | ||||||
| FRC / First Republic Bank | 0.00 | -8.33 | 0.00 | 0.00 | 0.0283 | 0.0081 | |||
| EADSF / Airbus SE | 0.00 | 0.00 | 0.0282 | 0.0282 | |||||
| POFCF / Petrofac Limited | 0.00 | 199.52 | 0.00 | 200.00 | 0.0281 | 0.0201 | |||
| ENLAY / Enel SpA - Depositary Receipt (Common Stock) | 0.00 | -16.09 | 0.00 | -40.00 | 0.0279 | -0.0024 | |||
| ARKAF / Arkema S.A. | 0.00 | -13.95 | 0.00 | -25.00 | 0.0278 | 0.0005 | |||
| US644274AH54 / New Enterprise Stone & Lime Co Inc | 0.00 | 0.0276 | 0.0276 | ||||||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.00 | -75.00 | 0.0276 | 0.0096 | |||||
| CSU / Constellation Software Inc. | 0.00 | -33.33 | 0.00 | -25.00 | 0.0269 | 0.0003 | |||
| US682691AC47 / OneMain Finance Corp | 0.00 | -40.00 | 0.0262 | -0.0025 | |||||
| VWSYF / Vestas Wind Systems A/S | 0.00 | -12.50 | 0.00 | 0.00 | 0.0261 | 0.0052 | |||
| US404119BW86 / HCA Inc 5.875% 02/01/2029 | 0.00 | 0.00 | 0.0249 | 0.0072 | |||||
| AEM / Agnico Eagle Mines Limited | 0.00 | -30.77 | 0.00 | -50.00 | 0.0245 | -0.0097 | |||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.00 | -75.00 | 0.0244 | 0.0065 | |||||
| VONOY / Vonovia SE - Depositary Receipt (Common Stock) | 0.00 | -15.60 | 0.00 | -25.00 | 0.0242 | -0.0004 | |||
| US23918KAT51 / DaVita Inc | 0.00 | 50.00 | 0.0241 | 0.0102 | |||||
| US13123XBD30 / Callon Petroleum Co | 0.00 | -85.71 | 0.0241 | -0.0986 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -75.00 | 0.0240 | 0.0061 | |||||
| US18060TAA34 / Clarios Global LP | 0.00 | 0.00 | 0.0239 | 0.0066 | |||||
| US19240CAE30 / Cogent Communications Group Inc | 0.00 | 0.0238 | 0.0238 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -83.33 | 0.0237 | 0.0058 | |||||
| SM / SM Energy Company | 0.00 | 0.00 | 0.0235 | 0.0067 | |||||
| U.S. Treasury Long Bonds Future / DIR (N/A) | 0.00 | -83.33 | 0.0235 | 0.0056 | |||||
| U.S. Treasury Long Bonds Future / DIR (N/A) | 0.00 | -83.33 | 0.0235 | 0.0056 | |||||
| US15135BAT89 / CORPORATE BONDS | 0.00 | -50.00 | 0.0234 | -0.0039 | |||||
| US45031UCJ88 / iStar Inc | 0.00 | 0.00 | 0.0233 | 0.0068 | |||||
| SE0017486566 / AKER BP ASA SDS COMMON STOCK | 0.00 | 0.00 | 0.0232 | 0.0232 | |||||
| RYAAY / Ryanair Holdings plc - Depositary Receipt (Common Stock) | 0.00 | 25.00 | 0.00 | 0.00 | 0.0231 | 0.0073 | |||
| OTE1V / Metso Outotec Oyj | 0.00 | -19.95 | 0.00 | -33.33 | 0.0230 | 0.0020 | |||
| GEL / Genesis Energy, L.P. - Limited Partnership | 0.00 | 0.00 | 0.0228 | 0.0062 | |||||
| ASML / ASML Holding N.V. - Depositary Receipt (Common Stock) | 0.00 | -37.50 | 0.00 | -50.00 | 0.0227 | -0.0028 | |||
| ADBE / Adobe Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0227 | 0.0071 | |||
| PNN / Pennon Group Plc | 0.00 | -26.75 | 0.00 | -50.00 | 0.0223 | -0.0023 | |||
| US775109CD18 / Rogers Communications Inc | 0.00 | 0.0223 | 0.0223 | ||||||
| AAPL / Apple Inc. | 0.00 | -10.53 | 0.00 | 0.00 | 0.0219 | 0.0050 | |||
| US043436AU81 / Asbury Automotive Group Inc | 0.00 | 0.00 | 0.0218 | 0.0059 | |||||
| Receive GBP UK RPI ALL ITEMS NSA UK RPI ALL ITEMS NSA / DIR (EZKLZ68TLM99) | 0.00 | 0.0217 | 0.0217 | ||||||
| Receive GBP UK RPI ALL ITEMS NSA UK RPI ALL ITEMS NSA / DIR (EZKLZ68TLM99) | 0.00 | 0.0217 | 0.0217 | ||||||
| INTU / Intuit Inc. | 0.00 | 0.00 | 0.0216 | 0.0216 | |||||
| US1248EPCD32 / CCO Holdings LLC / CCO Holdings Capital Corp. | 0.00 | -50.00 | 0.0216 | -0.0036 | |||||
| ODFL / Old Dominion Freight Line, Inc. | 0.00 | -18.18 | 0.00 | -33.33 | 0.0216 | 0.0042 | |||
| EURO STOXX Banks Index Option / DE (N/A) | 0.00 | -83.33 | 0.0213 | 0.0033 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | 0.00 | -83.33 | 0.0213 | 0.0033 | |||||
| KSP / Kingspan Group PLC | 0.00 | 0.00 | 0.0210 | 0.0210 | |||||
| INTP / PT Indocement Tunggal Prakarsa Tbk | 0.00 | 0.00 | 0.0209 | 0.0209 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -83.33 | 0.0207 | 0.0028 | |||||
| MKL / Markel Group Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0205 | 0.0053 | |||
| NSRGY / Nestlé S.A. - Depositary Receipt (Common Stock) | 0.00 | -68.66 | 0.00 | -75.00 | 0.0204 | -0.0284 | |||
| US55617LAQ59 / Macy's Retail Holdings LLC | 0.00 | -50.00 | 0.0204 | -0.0061 | |||||
| CNA / Centrica plc | 0.00 | -73.37 | 0.00 | -75.00 | 0.0203 | -0.0241 | |||
| ABNB / Airbnb, Inc. | 0.00 | -37.84 | 0.00 | -60.00 | 0.0202 | -0.0118 | |||
| ICE / Intercontinental Exchange, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0202 | 0.0038 | |||
| NKE / NIKE, Inc. | 0.00 | 4.76 | 0.00 | 0.00 | 0.0200 | 0.0052 | |||
| BGNE / BeiGene, Ltd. - Depositary Receipt (Common Stock) | 0.00 | -28.57 | 0.00 | -33.33 | 0.0199 | 0.0010 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -83.33 | 0.0198 | 0.0019 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -83.33 | 0.0197 | 0.0018 | |||||
| US443628AJ11 / Hudbay Minerals Inc | 0.00 | 0.0197 | 0.0197 | ||||||
| AXP / American Express Company | 0.00 | 14.29 | 0.00 | 0.00 | 0.0195 | 0.0057 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -83.33 | 0.0195 | 0.0015 | |||||
| EURO STOXX 50 Index Swap / DE (N/A) | 0.00 | -83.33 | 0.0194 | 0.0015 | |||||
| EURO STOXX 50 Index Swap / DE (N/A) | 0.00 | -83.33 | 0.0194 | 0.0015 | |||||
| ISNPY / Intesa Sanpaolo S.p.A. - Depositary Receipt (Common Stock) | 0.00 | -19.71 | 0.00 | -33.33 | 0.0190 | -0.0000 | |||
| BHC / Bausch Health Companies Inc. | 0.00 | 0.0190 | 0.0190 | ||||||
| PEP / PepsiCo, Inc. | 0.00 | -53.57 | 0.00 | -50.00 | 0.0180 | -0.0091 | |||
| MPNGY / Meituan - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0179 | 0.0179 | |||||
| ADRNY / Koninklijke Ahold Delhaize N.V. - Depositary Receipt (Common Stock) | 0.00 | -29.20 | 0.00 | -33.33 | 0.0174 | -0.0014 | |||
| 500247 / Kotak Mahindra Bank Limited | 0.00 | -6.86 | 0.00 | 0.00 | 0.0172 | 0.0038 | |||
| DLMAY / Dollarama Inc. - Depositary Receipt (Common Stock) | 0.00 | -46.88 | 0.00 | -33.33 | 0.0163 | -0.0038 | |||
| US44988MAC91 / IRB Holding Corp | 0.00 | 0.00 | 0.0162 | 0.0046 | |||||
| US92840VAB80 / Vistra Operations Co LLC 5.625% 02/15/2027 144A | 0.00 | -33.33 | 0.0159 | -0.0064 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -83.33 | 0.0159 | -0.0021 | |||||
| 05935 / Samsung Electronics Co Ltd | 0.00 | -18.52 | 0.00 | -50.00 | 0.0153 | 0.0011 | |||
| SE / Sea Limited - Depositary Receipt (Common Stock) | 0.00 | -63.77 | 0.00 | -80.00 | 0.0151 | -0.0171 | |||
| 9618 / JD.com, Inc. | 0.00 | -84.87 | 0.00 | -96.15 | 0.0151 | -0.1321 | |||
| 9618 / JD.com, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0151 | 0.0000 | |||
| RYCEY / Rolls-Royce Holdings plc - Depositary Receipt (Common Stock) | 0.00 | -12.63 | 0.00 | 0.00 | 0.0148 | 0.0035 | |||
| US92840MAC64 / Vistra Corp | 0.00 | 0.00 | 0.0147 | 0.0037 | |||||
| US81728UAA25 / Sensata Technologies Inc | 0.00 | 0.00 | 0.0147 | 0.0044 | |||||
| QSR / Restaurant Brands International Inc. | 0.00 | -66.67 | 0.0147 | -0.0061 | |||||
| ACN / Accenture plc | 0.00 | -71.43 | 0.00 | -83.33 | 0.0145 | -0.0210 | |||
| US26885BAL45 / EQM Midstream Partners LP | 0.00 | 0.0143 | 0.0143 | ||||||
| DE000C6JGFD4 / Mini-DAX Index | 0.00 | 0.0143 | 0.0143 | ||||||
| US77340RAR84 / Rockies Express Pipeline LLC | 0.00 | -66.67 | 0.0139 | -0.0072 | |||||
| US81728UAB08 / Sensata Technologies Inc | 0.00 | 0.00 | 0.0138 | 0.0042 | |||||
| US12543DBM11 / CHS/Community Health Systems Inc | 0.00 | 0.0133 | 0.0133 | ||||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0129 | -0.0050 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0129 | -0.0050 | |||||
| US12543DBK54 / CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A | 0.00 | 0.0128 | 0.0128 | ||||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0127 | -0.0052 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0127 | -0.0052 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -91.67 | 0.0124 | -0.0056 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0123 | -0.0056 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0123 | -0.0056 | |||||
| MCO / Moody's Corporation | 0.00 | -16.67 | 0.00 | 0.00 | 0.0123 | 0.0016 | |||
| Volatility Swap USD 10/01/2024 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0122 | -0.0057 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0121 | -0.0058 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0121 | -0.0058 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -91.67 | 0.0121 | -0.0059 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -91.67 | 0.0120 | -0.0059 | |||||
| US44106MBB72 / Hospitality Properties Trust Note M/w Clbl Bond | 0.00 | -66.67 | 0.0118 | -0.0063 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0116 | -0.0064 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0116 | -0.0064 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0116 | -0.0064 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0116 | -0.0064 | |||||
| GBP 0f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | 0.00 | 0.0115 | 0.0115 | ||||||
| GBP 0f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | 0.00 | 0.0115 | 0.0115 | ||||||
| PQX1 / Biotage AB (publ) | 0.00 | -30.43 | 0.00 | 0.00 | 0.0111 | 0.0005 | |||
| VW-V / Volkswagen AG - Preferred Stock | 0.00 | -16.67 | 0.00 | 0.00 | 0.0111 | 0.0005 | |||
| Swap / DE (N/A) | 0.00 | -91.67 | 0.0110 | -0.0070 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | 0.00 | -91.67 | 0.0109 | -0.0071 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | 0.00 | -91.67 | 0.0109 | -0.0071 | |||||
| Volatility Swap USD 07/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0108 | -0.0071 | |||||
| Volatility Swap USD 07/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0108 | -0.0071 | |||||
| Volatility Swap USD 07/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0108 | -0.0071 | |||||
| ANE / Corporación Acciona Energías Renovables, S.A. | 0.00 | -69.00 | 0.00 | -66.67 | 0.0108 | -0.0102 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -91.67 | 0.0103 | -0.0077 | |||||
| Volatility Swap USD 07/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0101 | -0.0078 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -91.67 | 0.0097 | -0.0082 | |||||
| ABMD / Abiomed Inc. | 0.00 | -55.56 | 0.00 | -50.00 | 0.0093 | -0.0053 | |||
| US817609AB66 / Servicemaster Co Ltd Bond | 0.00 | 0.00 | 0.0092 | 0.0029 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0091 | -0.0088 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0091 | -0.0088 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -91.67 | 0.0091 | -0.0089 | |||||
| SG Strong Balance Sheet 250 Index Swap / DE (N/A) | 0.00 | -91.67 | 0.0091 | -0.0089 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0091 | -0.0089 | |||||
| Volatility Swap USD 13/11/2023 Receive USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0091 | -0.0089 | |||||
| US674599DZ54 / Occidental Petroleum Corp | 0.00 | 0.00 | 0.0090 | 0.0027 | |||||
| US040114HX11 / Argentine Republic Government International Bond | 0.00 | 0.00 | 0.0082 | 0.0002 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0081 | -0.0098 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0081 | -0.0098 | |||||
| Volatility Swap USD 10/01/2024 Pay USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0080 | -0.0099 | |||||
| Volatility Swap USD 10/01/2024 Pay USDJPY / DO (N/A) | 0.00 | -91.67 | 0.0080 | -0.0099 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0078 | -0.0101 | |||||
| Swap / DCR (EZR45YDVNY75) | 0.00 | -100.00 | 0.0069 | 0.0337 | |||||
| EFX / Equifax Inc. | 0.00 | -20.00 | 0.00 | -100.00 | 0.0066 | 0.0009 | |||
| Volatility Swap USD 13/11/2023 Pay USDJPY / DO (N/A) | 0.00 | -100.00 | 0.0065 | -0.0115 | |||||
| Volatility Swap USD 13/11/2023 Pay USDJPY / DO (N/A) | 0.00 | -100.00 | 0.0065 | -0.0115 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0064 | -0.0116 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0060 | -0.0119 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | 0.00 | -100.00 | 0.0059 | -0.0121 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | 0.00 | -100.00 | 0.0059 | -0.0121 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0057 | -0.0123 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0057 | -0.0123 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0050 | -0.0129 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0045 | -0.0134 | |||||
| COST / Costco Wholesale Corporation | 0.00 | -50.00 | 0.00 | -100.00 | 0.0043 | -0.0017 | |||
| EW / Edwards Lifesciences Corporation | 0.00 | -37.50 | 0.00 | 0.0040 | -0.0008 | ||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0037 | -0.0142 | |||||
| Volatility Swap EUR 13/11/2023 Pay EURUSD / DO (N/A) | 0.00 | -100.00 | 0.0030 | -0.0149 | |||||
| Volatility Swap EUR 13/11/2023 Pay EURUSD / DO (N/A) | 0.00 | -100.00 | 0.0030 | -0.0149 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0030 | -0.0149 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0029 | -0.0150 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0029 | -0.0150 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0029 | -0.0151 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0027 | -0.0152 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0026 | -0.0153 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0024 | -0.0155 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0023 | -0.0157 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0022 | -0.0157 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0022 | -0.0158 | |||||
| USD vs. CNH / DFE (N/A) | 0.00 | -100.00 | 0.0022 | -0.0158 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0022 | -0.0158 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0021 | -0.0158 | |||||
| TWST / Twist Bioscience Corporation | 0.00 | -84.62 | 0.00 | -100.00 | 0.0021 | -0.0043 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0020 | -0.0159 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0020 | -0.0159 | |||||
| B / Barrick Mining Corporation | 0.00 | -97.62 | 0.00 | -100.00 | 0.0020 | -0.0818 | |||
| EZXW2BZFPXQ6 / CDX HY38 5Y ICE | 0.00 | 0.0019 | 0.0019 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0017 | -0.0163 | |||||
| ARC / Aker BP ASA | 0.00 | 0.00 | 0.0016 | 0.0016 | |||||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.00 | -100.00 | 0.0015 | -0.0165 | |||||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.00 | -100.00 | 0.0015 | -0.0165 | |||||
| Volatility Swap USD 23/01/2023 Long Vol USD/JPY / DO (N/A) | 0.00 | -100.00 | 0.0015 | -0.0165 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0015 | -0.0165 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0014 | -0.0166 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0011 | -0.0168 | |||||
| CLNX / Cellnex Telecom, S.A. | 0.00 | -87.50 | 0.00 | -100.00 | 0.0011 | -0.0053 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0010 | -0.0169 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0010 | -0.0170 | |||||
| Swap / DCR (EZTNSMVR5NW1) | 0.00 | -100.00 | 0.0010 | -0.1406 | |||||
| Swap / DCR (EZTNSMVR5NW1) | 0.00 | -100.00 | 0.0010 | -0.1406 | |||||
| Swap / DCR (EZTNSMVR5NW1) | 0.00 | -100.00 | 0.0010 | -0.1406 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0009 | -0.0171 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0007 | -0.0172 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0007 | -0.0172 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0006 | -0.0173 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0006 | -0.0174 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0003 | -0.0176 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0003 | -0.0176 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0177 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0002 | -0.0178 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0178 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0178 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0001 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| GBP vs. USD / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | -0.0000 | -0.0179 | |||||
| 2357 / ASUSTeK Computer Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0680 | ||||
| Helix Holdco S.A. / EC (N/A) | 0.00 | 11.86 | 0.00 | -100.00 | 0.0000 | -0.0179 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | -0.0000 | -0.0179 | |||||
| Helix Holdco S.A. / EC (N/A) | 0.00 | 11.86 | 0.00 | -100.00 | 0.0000 | -0.0179 | |||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| SBER / Sberbank of Russia | 0.00 | 1,300.00 | 0.00 | 0.0000 | 0.0000 | ||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | -100.00 | 0.0000 | -0.0179 | |||||
| 944BCZ906 / Codere New Topco S.A. | 0.00 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| RU000A0ZYUB7 / Russian Federal Bond - OFZ | 0.00 | 0.0000 | 0.0000 | ||||||
| RU000A103901 / Russian Federal Bond - OFZ | 0.00 | 0.0000 | 0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0000 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0180 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0181 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0001 | -0.0181 | |||||
| USD vs. CNH / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0181 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| USD vs. CNH / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| USD vs. CNH / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0002 | -0.0182 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0003 | -0.0183 | |||||
| Swap / DCR (EZTNSMVR5NW1) | -0.00 | -100.00 | -0.0003 | -0.1418 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0004 | -0.0184 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0005 | -0.0184 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0005 | -0.0184 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0005 | -0.0184 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0005 | -0.0185 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0005 | -0.0185 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -100.00 | -0.0006 | -0.0185 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -100.00 | -0.0006 | -0.0185 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0006 | -0.0186 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0007 | -0.0187 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0008 | -0.0187 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0009 | -0.0188 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0009 | -0.0188 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0009 | -0.0188 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0009 | -0.0189 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0010 | -0.0189 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0011 | -0.0190 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0011 | -0.0190 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0011 | -0.0191 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0012 | -0.0191 | |||||
| S&P 500 Index Swap / DE (N/A) | -0.00 | -100.00 | -0.0012 | -0.0192 | |||||
| USD vs. CNH / DFE (N/A) | -0.00 | -100.00 | -0.0012 | -0.0192 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0013 | -0.0192 | |||||
| Variance Swap SX5E / DE (N/A) | -0.00 | -100.00 | -0.0013 | -0.0193 | |||||
| Variance Swap SX5E / DE (N/A) | -0.00 | -100.00 | -0.0013 | -0.0193 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0015 | -0.0194 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0016 | -0.0195 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0016 | -0.0195 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0017 | -0.0196 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0017 | -0.0196 | |||||
| GB00JSZRJX95 / LONG GILT FUTURE Sep22 | -0.00 | -0.0018 | -0.0018 | ||||||
| EUR 0f4Y Pay Fixed - 27/06/2022 / DIR (EZ89G169T5S0) | -0.00 | -0.0018 | -0.0018 | ||||||
| EUR 0f4Y Pay Fixed - 27/06/2022 / DIR (EZ89G169T5S0) | -0.00 | -0.0018 | -0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0020 | -0.0199 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0021 | -0.0201 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0022 | -0.0202 | |||||
| EZPSQX5TFCM8 / CDX IG38 5Y ICE | -0.00 | -0.0023 | -0.0023 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0023 | -0.0203 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0024 | -0.0204 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0024 | -0.0204 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0024 | -0.0204 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0024 | -0.0204 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0025 | -0.0205 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0025 | -0.0205 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0028 | -0.0208 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0029 | -0.0208 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0029 | -0.0208 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0029 | -0.0209 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0030 | -0.0209 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0030 | -0.0210 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0031 | -0.0210 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0031 | -0.0211 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0033 | -0.0212 | |||||
| S&P 500 Index Option / DE (N/A) | -0.00 | -100.00 | -0.0034 | -0.0213 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0034 | -0.0214 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0035 | -0.0214 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0035 | -0.0214 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0043 | -0.0223 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0044 | -0.0223 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0047 | -0.0227 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0047 | -0.0227 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0052 | -0.0232 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0055 | -0.0235 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -100.00 | -0.0056 | -0.0235 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -100.00 | -0.0056 | -0.0235 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0068 | -0.0248 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0069 | -0.0249 | |||||
| S&P 500 Index Swap / DE (N/A) | -0.00 | -100.00 | -0.0072 | -0.0251 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -100.00 | -0.0074 | -0.0253 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -100.00 | -0.0076 | -0.0255 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -100.00 | -0.0076 | -0.0255 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -108.33 | -0.0080 | -0.0259 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -108.33 | -0.0086 | -0.0265 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -108.33 | -0.0086 | -0.0265 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -108.33 | -0.0087 | -0.0267 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -108.33 | -0.0092 | -0.0271 | |||||
| Variance Swap SPX / DE (N/A) | -0.00 | -108.33 | -0.0092 | -0.0271 | |||||
| S&P 500 Index Swap / DE (N/A) | -0.00 | -108.33 | -0.0119 | -0.0298 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -108.33 | -0.0135 | -0.0314 | |||||
| E-MINI S&P 500 Index Future / DE (N/A) | -0.00 | -108.33 | -0.0140 | -0.0320 | |||||
| E-MINI S&P 500 Index Future / DE (N/A) | -0.00 | -108.33 | -0.0140 | -0.0320 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0165 | -0.0344 | |||||
| S&P 500 Index Option / DE (N/A) | -0.00 | -116.67 | -0.0168 | -0.0348 | |||||
| S&P 500 Index Option / DE (N/A) | -0.00 | -116.67 | -0.0168 | -0.0348 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0171 | -0.0350 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0175 | -0.0354 | |||||
| GBP 0f10Y Pay Fixed - 01/07/2022 / DIR (EZT91NBDRKF6) | -0.00 | -0.0177 | -0.0177 | ||||||
| GBP 0f10Y Pay Fixed - 01/07/2022 / DIR (EZT91NBDRKF6) | -0.00 | -0.0177 | -0.0177 | ||||||
| GBP 0f10Y Pay Fixed - 01/07/2022 / DIR (EZT91NBDRKF6) | -0.00 | -0.0177 | -0.0177 | ||||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0178 | -0.0357 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0178 | -0.0357 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0189 | -0.0369 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0189 | -0.0369 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0196 | -0.0375 | |||||
| GBP vs. USD / DFE (N/A) | -0.00 | -116.67 | -0.0196 | -0.0375 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0201 | -0.0381 | |||||
| USD 5Y Pay Fixed / DIR (N/A) | -0.00 | -116.67 | -0.0208 | -0.0388 | |||||
| USD 5Y Pay Fixed / DIR (N/A) | -0.00 | -116.67 | -0.0208 | -0.0388 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0209 | -0.0388 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -116.67 | -0.0209 | -0.0388 | |||||
| Swap / DO (N/A) | -0.00 | -116.67 | -0.0231 | -0.0410 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0241 | -0.0420 | |||||
| Volatility Swap EUR 14/12/2022 Short Vol EUR/USD / DO (N/A) | -0.00 | -125.00 | -0.0244 | -0.0423 | |||||
| Volatility Swap EUR 14/12/2022 Short Vol EUR/USD / DO (N/A) | -0.00 | -125.00 | -0.0244 | -0.0423 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0247 | -0.0427 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0250 | -0.0430 | |||||
| GBP 0f10Y Pay Fixed - 23/06/2022 / DIR (EZLK4VXWH9G1) | -0.00 | -0.0269 | -0.0269 | ||||||
| GBP 0f10Y Pay Fixed - 23/06/2022 / DIR (EZLK4VXWH9G1) | -0.00 | -0.0269 | -0.0269 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0272 | -0.0452 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0272 | -0.0452 | |||||
| Swap / DO (N/A) | -0.00 | -125.00 | -0.0282 | -0.0461 | |||||
| Swap / DO (N/A) | -0.00 | -125.00 | -0.0283 | -0.0463 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0285 | -0.0464 | |||||
| Swap / DCR (EZR45YDVNY75) | -0.00 | -25.00 | -0.0300 | -0.0032 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -125.00 | -0.0311 | -0.0490 | |||||
| Swap / DO (N/A) | -0.00 | -133.33 | -0.0318 | -0.0497 | |||||
| Swap / DO (N/A) | -0.00 | -133.33 | -0.0318 | -0.0497 | |||||
| Swap / DO (N/A) | -0.00 | -133.33 | -0.0335 | -0.0515 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -141.67 | -0.0402 | -0.0581 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -141.67 | -0.0403 | -0.0582 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -141.67 | -0.0403 | -0.0583 | |||||
| S&P 500 Index Option / DE (N/A) | -0.01 | -141.67 | -0.0412 | -0.0591 | |||||
| FTSE UK Mid Cap Tradable Plus Index Future / DE (GB00JH72KT88) | -0.01 | -0.0412 | -0.0412 | ||||||
| FTSE UK Mid Cap Tradable Plus Index Future / DE (GB00JH72KT88) | -0.01 | -0.0412 | -0.0412 | ||||||
| Russell 2000 Index Swap / DE (N/A) | -0.01 | -141.67 | -0.0459 | -0.0638 | |||||
| Russell 2000 Index Swap / DE (N/A) | -0.01 | -141.67 | -0.0459 | -0.0638 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -141.67 | -0.0474 | -0.0653 | |||||
| GBP 0f1Y Pay Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.01 | -0.0479 | -0.0479 | ||||||
| GBP 0f1Y Pay Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.01 | -0.0479 | -0.0479 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -150.00 | -0.0479 | -0.0658 | |||||
| AUD 1f2Y Pay Fixed - 05/04/2024 / DIR (EZXYF38RBJ57) | -0.01 | -0.0482 | -0.0482 | ||||||
| AUD 1f2Y Pay Fixed - 05/04/2024 / DIR (EZXYF38RBJ57) | -0.01 | -0.0482 | -0.0482 | ||||||
| GBP vs. USD / DFE (N/A) | -0.01 | -150.00 | -0.0483 | -0.0663 | |||||
| GBP vs. USD / DFE (N/A) | -0.01 | -150.00 | -0.0483 | -0.0663 | |||||
| GBP 0f10Y Pay Fixed - 01/07/2022 / DIR (EZT91NBDRKF6) | -0.01 | -0.0491 | -0.0491 | ||||||
| Volatility Swap EUR 14/12/2022 Pay EURUSD / DO (N/A) | -0.01 | -150.00 | -0.0523 | -0.0702 | |||||
| Volatility Swap EUR 14/12/2022 Pay EURUSD / DO (N/A) | -0.01 | -150.00 | -0.0523 | -0.0702 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -150.00 | -0.0536 | -0.0716 | |||||
| S&P 500 Index Swap / DE (N/A) | -0.01 | -150.00 | -0.0539 | -0.0718 | |||||
| GBP vs. USD / DFE (N/A) | -0.01 | -158.33 | -0.0606 | -0.0785 | |||||
| GBP vs. USD / DFE (N/A) | -0.01 | -158.33 | -0.0606 | -0.0785 | |||||
| USD 2f30Y Pay Fixed - 25/07/2024 / DIR (N/A) | -0.01 | -166.67 | -0.0633 | -0.0812 | |||||
| USD 2f30Y Pay Fixed - 25/07/2024 / DIR (N/A) | -0.01 | -166.67 | -0.0633 | -0.0812 | |||||
| USD vs. CNH / DFE (N/A) | -0.01 | -175.00 | -0.0737 | -0.0916 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -175.00 | -0.0738 | -0.0917 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -183.33 | -0.0835 | -0.1014 | |||||
| Volatility Swap USD 10/01/2024 Pay USDJPY / DO (N/A) | -0.01 | -183.33 | -0.0857 | -0.1036 | |||||
| Volatility Swap USD 10/01/2024 Pay USDJPY / DO (N/A) | -0.01 | -183.33 | -0.0857 | -0.1036 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -200.00 | -0.0974 | -0.1153 | |||||
| GBP vs. USD / DFE (N/A) | -0.01 | -200.00 | -0.1019 | -0.1199 | |||||
| GBP vs. USD / DFE (N/A) | -0.01 | -200.00 | -0.1019 | -0.1199 | |||||
| Swaption / DIR (N/A) | -0.01 | -208.33 | -0.1047 | -0.1226 | |||||
| Volatility Swap EUR 13/11/2023 Pay EURUSD / DO (N/A) | -0.01 | -208.33 | -0.1051 | -0.1231 | |||||
| Volatility Swap EUR 13/11/2023 Pay EURUSD / DO (N/A) | -0.01 | -208.33 | -0.1051 | -0.1231 | |||||
| USD 1f2Y Pay Fixed - 05/04/2024 / DIR (N/A) | -0.01 | -216.67 | -0.1118 | -0.1298 | |||||
| USD 1f2Y Pay Fixed - 05/04/2024 / DIR (N/A) | -0.01 | -216.67 | -0.1118 | -0.1298 | |||||
| Swaption / DCR (N/A) | -0.02 | -225.00 | -0.1198 | -0.1377 | |||||
| Swaption / DCR (N/A) | -0.02 | -225.00 | -0.1198 | -0.1377 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | -0.02 | -233.33 | -0.1324 | -0.1503 | |||||
| Volatility Swap USD 23/01/2023 Pay USDJPY / DO (N/A) | -0.02 | -233.33 | -0.1324 | -0.1503 | |||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZWSWGG5NMZ0) | -0.02 | -0.1338 | -0.1379 | ||||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZWSWGG5NMZ0) | -0.02 | -0.1338 | -0.1379 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -241.67 | -0.1351 | -0.1530 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | -0.02 | -241.67 | -0.1386 | -0.1565 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | -0.02 | -241.67 | -0.1386 | -0.1565 | |||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZDX7MZ7LRH5) | -0.02 | -1,900.00 | -0.1450 | -0.1537 | |||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZDX7MZ7LRH5) | -0.02 | -1,900.00 | -0.1450 | -0.1537 | |||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZDX7MZ7LRH5) | -0.02 | -1,900.00 | -0.1450 | -0.1537 | |||||
| DE000C6JGCX9 / STOXX EUROPE 600 SEP22 XEUR 20220916 | -0.02 | -0.1498 | -0.1498 | ||||||
| GB00JLVR7414 / FTSE 100 Index | -0.02 | -0.1527 | -0.1527 | ||||||
| SGXDB0835643 / SGX NIFTY 50 Index | -0.02 | -0.1675 | -0.1675 | ||||||
| GBP 0f1Y Pay Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.02 | -0.1789 | -0.1789 | ||||||
| GBP 0f1Y Pay Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.02 | -0.1789 | -0.1789 | ||||||
| MSCI World Index Future / DE (DE000C4GFZC7) | -0.02 | -0.1923 | -0.1923 | ||||||
| MSCI World Index Future / DE (DE000C4GFZC7) | -0.02 | -0.1923 | -0.1923 | ||||||
| GBP 1f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.03 | -0.2093 | -0.2093 | ||||||
| GBP 1f1Y Receive Fixed - 18/05/2023 / DIR (EZVLWCKBL8V5) | -0.03 | -0.2093 | -0.2093 | ||||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZDX7MZ7LRH5) | -0.03 | -2,900.00 | -0.2283 | -0.2371 | |||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZ4KYYL0KQY6) | -0.03 | -0.2425 | -0.2414 | ||||||
| USD 2f2Y Pay Fixed - 05/04/2024 / DIR (EZ4KYYL0KQY6) | -0.03 | -0.2425 | -0.2414 | ||||||
| EURO STOXX Banks Index Option / DE (N/A) | -0.03 | -375.00 | -0.2632 | -0.2812 | |||||
| EURO STOXX Banks Index Option / DE (N/A) | -0.03 | -375.00 | -0.2632 | -0.2812 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -383.33 | -0.2701 | -0.2881 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -383.33 | -0.2737 | -0.2917 | |||||
| DE000C5SKSC4 / EURO STOXX 50 Index | -0.04 | -0.3278 | -0.3278 | ||||||
| Swaption / DIR (N/A) | -0.05 | -516.67 | -0.3967 | -0.4146 | |||||
| FREN05957013 / CAC40 10 EURO FUT Aug22 | -0.07 | -0.5254 | -0.5254 | ||||||
| E-Mini Russell 2000 Index Future / DE (N/A) | -0.08 | -733.33 | -0.6073 | -0.6253 | |||||
| E-Mini Russell 2000 Index Future / DE (N/A) | -0.08 | -733.33 | -0.6073 | -0.6253 | |||||
| USD 30Y Receive Fixed / DIR (N/A) | -0.08 | -750.00 | -0.6224 | -0.6404 | |||||
| USD 30Y Receive Fixed / DIR (N/A) | -0.08 | -750.00 | -0.6224 | -0.6404 | |||||
| USD 5Y Receive Fixed / DIR (EZDMZWBPMYM4) | -0.10 | -24.00 | -0.7580 | -0.0493 | |||||
| USD 5Y Receive Fixed / DIR (EZDMZWBPMYM4) | -0.10 | -24.00 | -0.7580 | -0.0493 | |||||
| Pay GBP UK RPI ALL ITEMS NSA UK RPI ALL ITEMS NSA / DIR (EZV4Z808ZFS8) | -0.37 | 7,340.00 | -2.9482 | -2.9329 | |||||
| Pay GBP UK RPI ALL ITEMS NSA UK RPI ALL ITEMS NSA / DIR (EZV4Z808ZFS8) | -0.37 | 7,340.00 | -2.9482 | -2.9329 |
