Mga Batayang Estadistika
| Nilai Portofolio | $ 919,827,416 |
| Posisi Saat Ini | 855 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
Emerging Markets Local Income Portfolio - Emerging Markets Local Income Portfolio telah mengungkapkan total kepemilikan 855 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 919,827,416 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Emerging Markets Local Income Portfolio - Emerging Markets Local Income Portfolio adalah Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class (US:US61747C7074) , South Africa - Corporate Bond/Note (ZA:R2035) , BRAZIL LTN BRL 0.0% 07-01-25 (BR:BRSTNCLTN7Z6) , Peru - Corporate Bond/Note (PE:SB12AGO34) , and Romania Government Bond (RO:RO7P95F9FNY6) . Posisi baru Emerging Markets Local Income Portfolio - Emerging Markets Local Income Portfolio meliputi: South Africa - Corporate Bond/Note (ZA:R2035) , BRAZIL LTN BRL 0.0% 07-01-25 (BR:BRSTNCLTN7Z6) , Peru - Corporate Bond/Note (PE:SB12AGO34) , Romania Government Bond (RO:RO7P95F9FNY6) , and Mexican Bonos (MX:MX0MGO0000J5) .
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 |
|---|---|---|---|---|
| 49.84 | 4.9655 | 4.9655 | ||
| 102.42 | 102.42 | 10.2053 | 4.1825 | |
| 20.00 | 1.9928 | 1.9928 | ||
| 13.97 | 1.3915 | 1.3915 | ||
| 10.78 | 1.0743 | 1.0743 | ||
| 10.78 | 1.0739 | 1.0739 | ||
| 10.77 | 1.0733 | 1.0733 | ||
| 10.26 | 1.0227 | 1.0227 | ||
| 13.40 | 1.3356 | 0.9381 | ||
| 8.82 | 0.8787 | 0.8787 |
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 |
|---|---|---|---|---|
| 4.13 | 0.4113 | -3.1702 | ||
| 22.60 | 2.2515 | -2.1142 | ||
| 7.10 | 0.7069 | -1.4595 | ||
| 22.62 | 2.2542 | -1.4454 | ||
| -10.77 | -1.0734 | -1.0734 | ||
| -10.77 | -1.0733 | -1.0733 | ||
| -10.77 | -1.0731 | -1.0731 | ||
| 0.94 | 0.0937 | -0.8910 | ||
| 0.81 | 0.0811 | -0.6473 | ||
| 1.17 | 0.1170 | -0.5927 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-06-23 untuk periode pelaporan 2025-04-30. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 102.42 | 81.93 | 102.42 | 81.93 | 10.2053 | 4.1825 | |||
| U.S. Treasury Bills / STIV (US912797NN35) | 49.84 | 4.9655 | 4.9655 | ||||||
| Republic of Poland Government Bond / DBT (PL0000117024) | 26.59 | 12.29 | 2.6495 | 0.1162 | |||||
| R2035 / South Africa - Corporate Bond/Note | 22.62 | -34.58 | 2.2542 | -1.4454 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 22.60 | -44.63 | 2.2515 | -2.1142 | |||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 21.37 | 6.12 | 2.1293 | -0.0250 | |||||
| XS2170852847 / Synlab Bondco PLC | 20.27 | -14.36 | 2.0194 | -0.5124 | |||||
| U.S. Treasury Bills / STIV (US912797ND52) | 20.00 | 1.9928 | 1.9928 | ||||||
| SB12AGO34 / Peru - Corporate Bond/Note | 16.13 | 1.52 | 1.6076 | -0.0926 | |||||
| RO7P95F9FNY6 / Romania Government Bond | 14.42 | 10.56 | 1.4370 | 0.0414 | |||||
| U.S. Treasury Bills / STIV (US912797NM51) | 13.97 | 1.3915 | 1.3915 | ||||||
| MX0MGO0000J5 / Mexican Bonos | 13.86 | -20.12 | 1.3812 | -0.4752 | |||||
| PTPP / PT PP (Persero) Tbk | 13.40 | 260.71 | 1.3356 | 0.9381 | |||||
| IDG000020900 / INDONESIA GOV'T | 13.14 | -7.44 | 1.3096 | -0.2095 | |||||
| TH062303I602 / Thailand Government Bond | 13.07 | 5.01 | 1.3026 | -0.0291 | |||||
| XS2655862014 / EUROPE ASIA INVESTMENT FINANCE | 12.94 | -0.89 | 1.2896 | -0.1073 | |||||
| ROGSHSTVFMX2 / Romania Government Bond | 12.63 | 10.39 | 1.2587 | 0.0346 | |||||
| ZAG000125980 / Republic of South Africa Government Bond | 12.47 | -2.81 | 1.2424 | -0.1300 | |||||
| IDG000012303 / Indonesia Treasury Bond | 12.44 | -1.50 | 1.2395 | -0.1116 | |||||
| R2044 / South Africa - Sovereign or Government Agency Debt | 12.33 | -3.10 | 1.2281 | -0.1326 | |||||
| Uzbek Industrial and Construction Bank ATB / DBT (XS2855478496) | 12.25 | -0.87 | 1.2201 | -0.1013 | |||||
| MX0MGO0000R8 / Mexican Bonos | 11.92 | 10.72 | 1.1877 | 0.0359 | |||||
| XS1151974877 / Ethiopia International Bond | 11.20 | 5.95 | 1.1159 | -0.0149 | |||||
| RSMFRSD86176 / Serbia Treasury Bonds | 10.96 | -15.18 | 1.0918 | -0.2902 | |||||
| PEP01000C2Z1 / Peru Government Bond | 10.94 | -2.06 | 1.0904 | -0.1049 | |||||
| AMGB1129A332 / Republic of Armenia Treasury Bonds | 10.93 | 3.41 | 1.0892 | -0.0418 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 10.91 | 29.28 | 1.0871 | 0.1843 | |||||
| IDG000011602 / Indonesia Treasury Bond | 10.88 | -1.39 | 1.0837 | -0.0961 | |||||
| DGZ / DB Gold Short ETN | 10.78 | 1.0743 | 1.0743 | ||||||
| BMIET5NT1 EATON VANCE / DFE (000000000) | 10.78 | 1.0739 | 1.0739 | ||||||
| DGZ / DB Gold Short ETN | 10.77 | 1.0733 | 1.0733 | ||||||
| XS1303929894 / Ukraine Government International Bond | 10.76 | 8.62 | 1.0725 | 0.0124 | |||||
| PTPP / PT PP (Persero) Tbk | 10.26 | 1.0227 | 1.0227 | ||||||
| IDG000021809 / INDONESIA GOV'T | 9.93 | 78.32 | 0.9898 | 0.3938 | |||||
| Paraguay Government International Bond / DBT (US699149AP51) | 9.32 | -19.47 | 0.9288 | -0.3096 | |||||
| XS2443892281 / Dominican Republic International Bond | 9.05 | 2.31 | 0.9013 | -0.0446 | |||||
| R2032 / South Africa - Corporate Bond/Note | 9.03 | 0.79 | 0.9001 | -0.0587 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 8.82 | 0.8787 | 0.8787 | ||||||
| Albanian Government Bond / DBT (AL000A3L0YB0) | 8.61 | 13.88 | 0.8583 | 0.0491 | |||||
| U.S. Treasury Bills / STIV (US912797LB15) | 7.99 | 0.7958 | 0.7958 | ||||||
| RO1J9H39WKT4 / ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 4.25000000 | 7.78 | 2.54 | 0.7752 | -0.0364 | |||||
| USL8450FAA95 / Simpar Finance S.a.r.l | 7.55 | 2.37 | 0.7522 | -0.0367 | |||||
| ROHRVN7NLNO2 / Romania Government Bond | 7.16 | 9.88 | 0.7135 | 0.0163 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 7.10 | -64.96 | 0.7069 | -1.4595 | |||||
| Albanian Government Bond / DBT (AL000A3LTAW4) | 7.04 | 11.54 | 0.7013 | 0.0262 | |||||
| US25714RCZ55 / Dominican Republic International Bond | 6.98 | 3.93 | 0.6951 | -0.0230 | |||||
| U.S. Treasury Bills / STIV (US912797NP82) | 6.47 | 0.6450 | 0.6450 | ||||||
| Montenegro Government International Bond / DBT (XS3037625319) | 6.34 | 0.6321 | 0.6321 | ||||||
| XS2189251031 / Uzbek Industrial and Construction Bank ATB via Daryo Finance BV | 6.18 | -0.05 | 0.6155 | -0.0457 | |||||
| Nigeria OMO Bill / STIV (NGO2Z2705258) | 5.37 | -1.65 | 0.5346 | -0.0489 | |||||
| Colombian TES / DBT (COL17CT03938) | 5.33 | 0.5309 | 0.5309 | ||||||
| XS2023698553 / Banque Centrale de Tunisie International Bond | 5.17 | 8.70 | 0.5152 | 0.0063 | |||||
| Honduras Government International Bond / DBT (USP5178RAE82) | 5.17 | 0.5149 | 0.5149 | ||||||
| Sri Lanka Government Bonds / DBT (LKB00428J159) | 4.87 | 0.21 | 0.4855 | -0.0347 | |||||
| IDG000018805 / INDOGB 7.125 06/15/42 FR92 | 4.77 | -1.24 | 0.4750 | -0.0415 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 4.69 | 0.4674 | 0.4674 | ||||||
| BJSDSX2 / Alicorp SAA | 4.66 | -32.29 | 0.4644 | -0.2719 | |||||
| Albanian Government Bond / DBT (AL000A3L0PN3) | 4.53 | 10.60 | 0.4512 | 0.0131 | |||||
| US25714PER55 / Dominican Republic Central Bank Notes | 4.53 | -28.10 | 0.4511 | -0.2225 | |||||
| ROAW5KY5CD78 / Romania Government Bond | 4.50 | 11.26 | 0.4479 | 0.0157 | |||||
| TRT051033T12 / TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033 | 4.33 | -39.59 | 0.4311 | -0.3350 | |||||
| SAGB / Republic of South Africa Government Bond | 4.13 | -87.67 | 0.4113 | -3.1702 | |||||
| MYBMY1900052 / Malaysia Government Bond | 4.01 | 5.47 | 0.4000 | -0.0072 | |||||
| National Bank of Uzbekistan / DBT (XS2853544802) | 3.92 | 0.28 | 0.3907 | -0.0276 | |||||
| Development Bank of Kazakhstan JSC / DBT (US48129VAC00) | 3.79 | -56.73 | 0.3780 | -0.5598 | |||||
| Benin Government International Bond / DBT (XS2759982064) | 3.79 | -29.61 | 0.3772 | -0.1981 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 3.74 | 5.20 | 0.3728 | -0.0076 | |||||
| US70338LAA70 / Patrimonio Autonomo Union Del Sur | 3.68 | -4.44 | 0.3671 | -0.0454 | |||||
| Uzbek Industrial and Construction Bank ATB / DBT (XS3025929269) | 3.66 | 0.3651 | 0.3651 | ||||||
| RO1227DBN011 / Romania Government Bond | 3.56 | 10.56 | 0.3549 | 0.0102 | |||||
| Nigeria OMO Bill / STIV (NGO8A0710250) | 3.50 | -2.02 | 0.3489 | -0.0334 | |||||
| USP06518AH06 / Bahamas Government International Bond | 3.45 | 0.3439 | 0.3439 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 3.41 | 0.3401 | 0.3401 | ||||||
| TRT190728T18 / Turkey Government Bond | 3.41 | -38.58 | 0.3399 | -0.2543 | |||||
| Suriname Government International Bond / DBT (USP68788AC53) | 3.24 | 989.90 | 0.3226 | 0.2908 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 3.03 | -4.96 | 0.3016 | -0.0391 | |||||
| MX0MGO0001E4 / Mexican Bonos | 2.98 | 11.40 | 0.2971 | 0.0107 | |||||
| Montenegro Government International Bond / DBT (XS2779850630) | 2.91 | -1.89 | 0.2900 | -0.0274 | |||||
| Sri Lanka Government Bonds / DBT (LKB01534I155) | 2.81 | 0.2797 | 0.2797 | ||||||
| Suriname Government International Bond / DBT (USP68788AD37) | 2.68 | 5.67 | 0.2673 | -0.0043 | |||||
| XS2286298711 / Benin Government International Bond | 2.67 | -46.46 | 0.2662 | -0.2678 | |||||
| CZ0001007033 / CZECH REPUBLIC | 2.66 | 10.52 | 0.2649 | 0.0075 | |||||
| IDG000014101 / Indonesia Treasury Bond | 2.45 | -1.33 | 0.2441 | -0.0215 | |||||
| US87938YAA73 / Telefonica del Peru SAA | 2.34 | -44.45 | 0.2331 | -0.2175 | |||||
| USP48864AQ80 / Barbados Government International Bond | 2.27 | 0.2265 | 0.2265 | ||||||
| PEP01000C4L7 / Peru Government Bond | 2.25 | 0.58 | 0.2237 | -0.0151 | |||||
| Suriname Government International Bond / DBT (US86886PAD42) | 2.22 | 2.83 | 0.2207 | -0.0098 | |||||
| AMGB3029A522 / Republic of Armenia Treasury Bonds | 2.20 | 4.60 | 0.2197 | -0.0058 | |||||
| 88WE / Angolan Government International Bond | 2.18 | 0.2170 | 0.2170 | ||||||
| XS2436896273 / Dominican Republic International Bond | 2.15 | 2.72 | 0.2144 | -0.0098 | |||||
| HU0000404165 / Hungary Government Bond | 2.14 | 8.68 | 0.2132 | 0.0025 | |||||
| European Bank for Reconstruction & Development / DBT (XS2800009578) | 2.07 | -48.85 | 0.2061 | -0.2264 | |||||
| AMGB3129A504 / Republic of Armenia Treasury Bonds | 2.03 | 4.58 | 0.2025 | -0.0054 | |||||
| USP7807HAR68 / Petroleos de Venezuela SA | 2.03 | -3.24 | 0.2021 | -0.0222 | |||||
| Sri Lanka Government Bonds / DBT (LKB00832L158) | 2.01 | 0.2007 | 0.2007 | ||||||
| Ipoteka-Bank ATIB / DBT (XS2808393370) | 2.01 | 14.21 | 0.2002 | 0.0120 | |||||
| Paraguay Government International Bond / DBT (USP75744AP07) | 2.00 | -4.62 | 0.1998 | -0.0250 | |||||
| TH062303D603 / Thailand Government Bond | 2.00 | 0.1991 | 0.1991 | ||||||
| US25714PEW41 / Dominican Republic International Bond | 2.00 | -18.92 | 0.1990 | -0.0645 | |||||
| Mongolia Government International Bond / DBT (USY6142NAJ73) | 1.93 | 0.1922 | 0.1922 | ||||||
| XS1953916290 / Republic of Uzbekistan Bond | 1.87 | 0.1865 | 0.1865 | ||||||
| XS1796266754 / Ivory Coast Government International Bond | 1.86 | 0.87 | 0.1852 | -0.0119 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 1.82 | 0.1809 | 0.1809 | ||||||
| Sri Lanka Government Bonds / DBT (LKB00730J158) | 1.80 | 226.50 | 0.1793 | 0.1203 | |||||
| US25714PEU84 / Dominican Republic Central Bank Notes | 1.80 | 3.45 | 0.1791 | -0.0068 | |||||
| Bahamas Government International Bond / DBT (USP06518AC19) | 1.75 | 0.1743 | 0.1743 | ||||||
| XS2360598630 / Republic of Cameroon International Bond | 1.62 | 34.11 | 0.1615 | 0.0322 | |||||
| Long: SMIBCBKA6 IRS CNY R F 2.39750 2 CCPNDF / Short: SMIBCBKA6 IRS CNY P V 00MCNRR 1 CCPNDF / DIR (000000000) | 1.61 | 0.1605 | 0.1605 | ||||||
| Nigeria OMO Bill / STIV (NGO7A3009256) | 1.46 | -65.12 | 0.1450 | -0.3013 | |||||
| ROZBOC49U096 / Romania Government Bond | 1.43 | 8.84 | 0.1423 | 0.0019 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 1.39 | 0.1387 | 0.1387 | ||||||
| Paraguay Government International Bond / DBT (US699149BX76) | 1.38 | 0.1379 | 0.1379 | ||||||
| XS2199272662 / Jordan Government International Bond | 1.38 | 0.1371 | 0.1371 | ||||||
| XS1819680528 / Angolan Government International Bond | 1.35 | 0.1349 | 0.1349 | ||||||
| Nigeria OMO Bill / STIV (NGO2A1908252) | 1.35 | -2.25 | 0.1342 | -0.0132 | |||||
| Long: SMID7MYE1 IRS THB R F 2.48300 BMID7MYF8 CCPNDFOIS / Short: SMID7MYE1 IRS THB P V 12MTHOR BMID7MYG6 CCPNDFOIS / DIR (000000000) | 1.34 | 0.1333 | 0.1333 | ||||||
| Albanian Government Bond / DBT (AL000A4D54G1) | 1.26 | 0.1252 | 0.1252 | ||||||
| PTPP / PT PP (Persero) Tbk | 1.23 | -1.12 | 0.1230 | -0.0106 | |||||
| Nigeria OMO Bill / STIV (NGO9Y2005251) | 1.17 | -82.30 | 0.1170 | -0.5927 | |||||
| European Bank for Reconstruction & Development / DBT (XS2778917190) | 1.17 | -19.34 | 0.1168 | -0.0387 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.17 | 0.1167 | 0.1167 | ||||||
| XS0559237796 / Lebanon Government International Bond | 1.17 | 10.32 | 0.1161 | 0.0031 | |||||
| Nigeria OMO Bill / STIV (NGO6Z1706258) | 1.09 | -38.80 | 0.1083 | -0.0817 | |||||
| Albanian Government Bond / DBT (AL000A3LUHP1) | 1.08 | 10.37 | 0.1072 | 0.0029 | |||||
| XS1419879686 / Lebanon Government International Bond | 1.07 | 496.09 | 0.1063 | 0.0871 | |||||
| IDG000012501 / Indonesia Treasury Bond | 1.03 | -0.48 | 0.1023 | -0.0080 | |||||
| XS2278994418 / BENIN INTL GOV BOND 4.875000% 01/19/2032 | 0.99 | -33.02 | 0.0990 | -0.0598 | |||||
| US486661AF87 / Kazakhstan Government International Bond | 0.99 | -3.23 | 0.0987 | -0.0108 | |||||
| Itau BBA International PLC / SN (XS2742662955) | 0.98 | -2.10 | 0.0977 | -0.0095 | |||||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.94 | -92.15 | 0.0937 | -0.8910 | |||||
| Albanian Government Bond / DBT (AL000A3L7VG0) | 0.94 | 24.70 | 0.0936 | 0.0130 | |||||
| HU0000404991 / Hungary Government Bond | 0.94 | 7.35 | 0.0932 | -0.0001 | |||||
| US922646AS37 / Venezuela Government International Bond | 0.93 | -8.56 | 0.0926 | -0.0161 | |||||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0647336129) | 0.92 | 0.0918 | 0.0918 | ||||||
| Long: SMIE8TBR9 IRS MXN R F 8.88000 BMIE8TBS7 CCPOIS / Short: SMIE8TBR9 IRS MXN P V 00MTIEF BMIE8TBT5 CCPOIS / DIR (000000000) | 0.91 | 0.0905 | 0.0905 | ||||||
| Long: SMICJT382 IRS THB R F 2.94400 BMICJT390 CCPNDFOIS / Short: SMICJT382 IRS THB P V 12MTHOR BMICJT3A7 CCPNDFOIS / DIR (000000000) | 0.90 | 0.0893 | 0.0893 | ||||||
| Long: SMIDBRSQ5 IRS PLN R F 5.42250 BMIDBRSR3 CCPVANILLA / Short: SMIDBRSQ5 IRS PLN P V 06MWIBOR BMIDBRSS1 CCPVANILLA / DIR (000000000) | 0.88 | 0.0875 | 0.0875 | ||||||
| XS0250882478 / Lebanon Government International Bond | 0.87 | 63.48 | 0.0870 | 0.0298 | |||||
| XS2270576700 / Montenegro Government International Bond | 0.86 | 10.53 | 0.0859 | 0.0025 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.85 | 0.0851 | 0.0851 | ||||||
| Long: SMIBCKQ36 IRS CNY R F 2.46500 2 CCPNDF / Short: SMIBCKQ36 IRS CNY P V 00MCNRR 1 CCPNDF / DIR (000000000) | 0.83 | 0.0822 | 0.0822 | ||||||
| USP5015VAQ97 / REPUBLIC OF GUATEMALA 6.600000% 06/13/2036 | 0.82 | 0.0820 | 0.0820 | ||||||
| Long: SMID7N3V5 IRS THB R F 2.17600 BMID7N3W3 CCPNDFOIS / Short: SMID7N3V5 IRS THB P V 12MTHOR BMID7N3X1 CCPNDFOIS / DIR (000000000) | 0.82 | 0.0819 | 0.0819 | ||||||
| US25714WBR34 / Dominican Republic International Bond | 0.81 | -88.06 | 0.0811 | -0.6473 | |||||
| XS1577950311 / Jordan Government International Bond | 0.78 | 0.0773 | 0.0773 | ||||||
| USP7807HAT25 / Petroleos de Venezuela SA | 0.76 | -3.18 | 0.0758 | -0.0083 | |||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.76 | 0.0757 | 0.0757 | ||||||
| XS2490821126 / Dominican Republic International Bond | 0.71 | 5.47 | 0.0712 | -0.0013 | |||||
| USP17625AB33 / Venezuela Government International Bond | 0.71 | -4.57 | 0.0708 | -0.0089 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.70 | 0.0695 | 0.0695 | ||||||
| ARARGE520718 / Argentina Treasury Bill 05/28/2020 TBLM | 0.68 | 0.0674 | 0.0674 | ||||||
| ARARGE520718 / Argentina Treasury Bill 05/28/2020 TBLM | 0.67 | 0.0673 | 0.0673 | ||||||
| US29766LAA44 / Federal Democratic Republic of Ethiopia | 0.66 | 2.18 | 0.0656 | -0.0032 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.64 | 0.0643 | 0.0643 | ||||||
| BA100RSRSOF9 / Republic of Srpska Treasury Bond | 0.64 | 9.93 | 0.0640 | 0.0015 | |||||
| ZAG000096173 / Republic of South Africa Government Bond | 0.63 | -3.83 | 0.0625 | -0.0073 | |||||
| XS0294364954 / Petroleos de Venezuela SA | 0.61 | -4.55 | 0.0607 | -0.0075 | |||||
| XS2490786113 / Dominican Republic Central Bank Notes | 0.59 | 4.98 | 0.0588 | -0.0014 | |||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.59 | 0.0583 | 0.0583 | ||||||
| VENZ / Venezuela Government International Bond | 0.56 | -12.62 | 0.0560 | -0.0128 | |||||
| Albanian Treasury Bill / STIV (AL000A4D7SN1) | 0.55 | 0.0551 | 0.0551 | ||||||
| AMGN36294269 / Republic of Armenia Treasury Bonds | 0.55 | 2.62 | 0.0548 | -0.0025 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.54 | 0.0542 | 0.0542 | ||||||
| Bono Del Tesoro Nacional Capitalizable en Pesos / DBT (AR0071678673) | 0.53 | 0.0532 | 0.0532 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.53 | 0.0528 | 0.0528 | ||||||
| Long: SMIE8X6L9 IRS INR R F 5.95100 BMIE8X6M7 CCPNDFOIS / Short: SMIE8X6L9 IRS INR P V 06MMIBOR BMIE8X6N5 CCPNDFOIS / DIR (000000000) | 0.52 | 0.0516 | 0.0516 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.51 | 0.0511 | 0.0511 | ||||||
| Albanian Government Bond / DBT (AL000A3L1EF1) | 0.49 | 13.36 | 0.0490 | 0.0025 | |||||
| Albanian Government Bond / DBT (AL000A4D6JW3) | 0.49 | 0.0487 | 0.0487 | ||||||
| Long: SMICVDZF2 IRS CNY R F 2.33900 BMICVDZG0 CCPNDF / Short: SMICVDZF2 IRS CNY P V 00MCNRR BMICVDZH8 CCPNDF / DIR (000000000) | 0.48 | 0.0483 | 0.0483 | ||||||
| Long: SMIC9ZAX6 IRS CNY R F 2.47500 BMIC9ZAY4 CCPNDF / Short: SMIC9ZAX6 IRS CNY P V 00MCNRR BMIC9ZAZ1 CCPNDF / DIR (000000000) | 0.47 | 0.0464 | 0.0464 | ||||||
| Montenegro Government International Bond / DBT (US857305AA45) | 0.46 | -1.91 | 0.0461 | -0.0044 | |||||
| Long: SMIDBSS75 IRS PLN R F 5.50000 BMIDBSS83 CCPVANILLA / Short: SMIDBSS75 IRS PLN P V 06MWIBOR BMIDBSS91 CCPVANILLA / DIR (000000000) | 0.46 | 0.0459 | 0.0459 | ||||||
| GHGGOG069915 / Ghana Government Bond | 0.45 | 0.0445 | 0.0445 | ||||||
| Long: SMID6F6S7 IRS INR R F 6.23300 BMID6F6T5 CCPNDFOIS / Short: SMID6F6S7 IRS INR P V 06MMIBOR BMID6F6U2 CCPNDFOIS / DIR (000000000) | 0.45 | 0.0445 | 0.0445 | ||||||
| TRT061124T11 / Turkey Government Bond | 0.44 | -50.94 | 0.0443 | -0.0525 | |||||
| TRT061124T11 / Turkey Government Bond | 0.44 | -84.10 | 0.0443 | -0.2546 | |||||
| IDG000009606 / Indonesia Treasury Bond | 0.42 | -1.40 | 0.0421 | -0.0037 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.42 | 0.0420 | 0.0420 | ||||||
| Long: SMIDAWJS1 IRS CZK R F 3.64500 BMIDAWJT9 CCPVANILLA / Short: SMIDAWJS1 IRS CZK P V 06MPRIBO BMIDAWJU6 CCPVANILLA / DIR (000000000) | 0.42 | 0.0417 | 0.0417 | ||||||
| Nigeria OMO Bill / STIV (NGO7Z1006251) | 0.41 | -1.69 | 0.0407 | -0.0038 | |||||
| GHGGOG069972 / Ghana Government Bond | 0.40 | 138.46 | 0.0402 | 0.0221 | |||||
| US86886PAC68 / Suriname Government International Bond | 0.39 | -3.44 | 0.0392 | -0.0044 | |||||
| Long: BMIDMW025 IRS MYR R F 3.63900 BMIDMW033 NDF / Short: BMIDMW025 IRS MYR P V 03MKLIBO BMIDMW041 NDF / DIR (000000000) | 0.39 | 0.0392 | 0.0392 | ||||||
| Long: SMIE71CL3 IRS MXN R F 9.11000 BMIE71CM1 CCPOIS / Short: SMIE71CL3 IRS MXN P V 00MTIEF BMIE71CN9 CCPOIS / DIR (000000000) | 0.39 | 0.0390 | 0.0390 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.39 | 0.0389 | 0.0389 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.38 | 0.0382 | 0.0382 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.38 | 0.0379 | 0.0379 | ||||||
| Long: SMIB3FEL0 IRS PLN R F 5.18870 2 CCPVANILLA / Short: SMIB3FEL0 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | 0.37 | 0.0365 | 0.0365 | ||||||
| Benin Government International Bond / DBT (XS2976334222) | 0.37 | 0.0365 | 0.0365 | ||||||
| GHGGOG069964 / Ghana Government Bond | 0.36 | 44.05 | 0.0362 | 0.0092 | |||||
| Long: SMIDBUU51 IRS PLN R F 5.40500 BMIDBUU69 CCPVANILLA / Short: SMIDBUU51 IRS PLN P V 06MWIBOR BMIDBUU77 CCPVANILLA / DIR (000000000) | 0.36 | 0.0357 | 0.0357 | ||||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.36 | 0.0356 | 0.0356 | ||||||
| XS0493540297 / Lebanon Government International Bond | 0.35 | 297.75 | 0.0354 | 0.0258 | |||||
| Long: SMIE0UEK6 IRS INR R F 6.01200 BMIE0UEL4 CCPNDFOIS / Short: SMIE0UEK6 IRS INR P V 06MMIBOR BMIE0UEM2 CCPNDFOIS / DIR (000000000) | 0.34 | 0.0338 | 0.0338 | ||||||
| Ghana Cocoa Bond / DBT (GHGCMB071664) | 0.33 | 23.51 | 0.0331 | 0.0044 | |||||
| US917288BL51 / Uruguay Government International Bond | 0.33 | 4.44 | 0.0328 | -0.0009 | |||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.33 | 0.0328 | 0.0328 | ||||||
| Sri Lanka Government Bonds / DBT (LKB02033F013) | 0.33 | 0.0324 | 0.0324 | ||||||
| Long: SMIE4XCP7 IRS INR R F 6.28000 BMIE4XCQ5 CCPNDFOIS / Short: SMIE4XCP7 IRS INR P V 06MMIBOR BMIE4XCR3 CCPNDFOIS / DIR (000000000) | 0.32 | 0.0317 | 0.0317 | ||||||
| GHGGOG069923 / Ghana Government Bond | 0.32 | 0.0317 | 0.0317 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.32 | 0.0316 | 0.0316 | ||||||
| Long: SMIC4QGF4 IRS CNY R F 2.49300 2 CCPNDF / Short: SMIC4QGF4 IRS CNY P V 00MCNRR 1 CCPNDF / DIR (000000000) | 0.31 | 0.0310 | 0.0310 | ||||||
| Ghana Cocoa Bond / DBT (GHGCMB071656) | 0.30 | 25.42 | 0.0300 | 0.0043 | |||||
| Long: SMIBR1691 IRS CZK R F 5.38570 2 CCPVANILLA / Short: SMIBR1691 IRS CZK P V 06MPRIBO 1 CCPVANILLA / DIR (000000000) | 0.30 | 0.0297 | 0.0297 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.29 | 0.0292 | 0.0292 | ||||||
| GHGGOG069956 / Ghana Government Bond | 0.29 | 105.67 | 0.0289 | 0.0138 | |||||
| XS0217249126 / Venezuela Government International Bond | 0.29 | -8.28 | 0.0288 | -0.0048 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.29 | 0.0284 | 0.0284 | ||||||
| USP7807HAQ85 / Petroleos de Venezuela SA | 0.28 | -1.74 | 0.0282 | -0.0027 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.28 | 0.0281 | 0.0281 | ||||||
| GHGGOG070004 / Ghana Government Bond | 0.28 | 44.33 | 0.0279 | 0.0071 | |||||
| XS0944226637 / Lebanon Government International Bond | 0.28 | -50.88 | 0.0278 | -0.0330 | |||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.27 | 0.0268 | 0.0268 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.27 | 0.0265 | 0.0265 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.26 | 0.0260 | 0.0260 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.26 | 0.0257 | 0.0257 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.26 | 0.0256 | 0.0256 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.26 | 0.0256 | 0.0256 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.26 | 0.0255 | 0.0255 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.25 | 0.0253 | 0.0253 | ||||||
| XS0859367194 / Lebanon Government International Bond | 0.25 | 620.00 | 0.0252 | 0.0213 | |||||
| BMID0PTL1 EATON VANCE / DFE (000000000) | 0.25 | 0.0248 | 0.0248 | ||||||
| Long: SMIBCBKD0 IRS CNY R F 2.40250 2 CCPNDF / Short: SMIBCBKD0 IRS CNY P V 00MCNRR 1 CCPNDF / DIR (000000000) | 0.25 | 0.0246 | 0.0246 | ||||||
| GHGGOG069949 / Ghana Government Bond | 0.24 | 98.33 | 0.0237 | 0.0108 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.24 | 0.0237 | 0.0237 | ||||||
| TRT081128T15 / TURKIYE GOVERNMENT BOND 31.080000% 11/08/2028 | 0.23 | -22.37 | 0.0229 | -0.0087 | |||||
| XS0294367205 / Petroleos de Venezuela SA | 0.23 | -4.22 | 0.0227 | -0.0027 | |||||
| US917288BL51 / Uruguay Government International Bond | 0.22 | 5.69 | 0.0223 | -0.0003 | |||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.21 | 0.0211 | 0.0211 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.21 | 0.0210 | 0.0210 | ||||||
| Long: SMIEC2MS9 IRS INR R F 6.20500 BMIEC2MT7 CCPNDFOIS / Short: SMIEC2MS9 IRS INR P V 06MMIBOR BMIEC2MU4 CCPNDFOIS / DIR (000000000) | 0.21 | 0.0207 | 0.0207 | ||||||
| XS2446175577 / Angolan Government International Bond | 0.21 | 0.0206 | 0.0206 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.21 | 0.0205 | 0.0205 | ||||||
| USP97475AJ95 / Venezuela Government International Bond | 0.20 | -0.98 | 0.0203 | -0.0017 | |||||
| USP7807HAP03 / Petroleos de Venezuela SA | 0.20 | 2.01 | 0.0202 | -0.0011 | |||||
| XS1052421150 / LEBANESE REP MED TERM NTS 144A 5.8% 04/14/2020 REGS | 0.20 | 126.97 | 0.0202 | 0.0106 | |||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.20 | 0.0202 | 0.0202 | ||||||
| USP97475AN08 / Venezuela Government International Bond | 0.20 | -3.37 | 0.0201 | -0.0023 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.20 | 0.0200 | 0.0200 | ||||||
| Long: SMIDXR3K1 IRS INR R F 5.92500 BMIDXR3L9 CCPNDFOIS / Short: SMIDXR3K1 IRS INR P V 06MMIBOR BMIDXR3M7 CCPNDFOIS / DIR (000000000) | 0.20 | 0.0199 | 0.0199 | ||||||
| XS0471464023 / Seychelles International Bond | 0.20 | 0.51 | 0.0198 | -0.0013 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.20 | 0.0196 | 0.0196 | ||||||
| Mongolia Government International Bond / DBT (US60937LAJ44) | 0.19 | 0.0192 | 0.0192 | ||||||
| Long: SMIELEXS1 IRS INR R F 5.95300 BMIELEXT9 CCPNDFOIS / Short: SMIELEXS1 IRS INR P V 06MMIBOR BMIELEXU6 CCPNDFOIS / DIR (000000000) | 0.19 | 0.0192 | 0.0192 | ||||||
| BNP / BNP Paribas SA | 0.19 | 0.0189 | 0.0189 | ||||||
| Albanian Government Bond / DBT (AL000A3L7AH2) | 0.19 | 0.0188 | 0.0188 | ||||||
| Long: SMIDBUU85 IRS PLN R F 5.53000 BMIDBUU93 CCPVANILLA / Short: SMIDBUU85 IRS PLN P V 06MWIBOR BMIDBUUA0 CCPVANILLA / DIR (000000000) | 0.19 | 0.0185 | 0.0185 | ||||||
| Long: SMICS0YP3 IRS CNY R F 2.38100 BMICS0YQ1 CCPNDF / Short: SMICS0YP3 IRS CNY P V 00MCNRR BMICS0YR9 CCPNDF / DIR (000000000) | 0.18 | 0.0184 | 0.0184 | ||||||
| Long: SMICBUL46 IRS CNY R F 2.28600 BMICBUL53 CCPNDF / Short: SMICBUL46 IRS CNY P V 00MCNRR BMICBUL61 CCPNDF / DIR (000000000) | 0.18 | 0.0181 | 0.0181 | ||||||
| Long: SMICBUL79 IRS CNY R F 2.28100 BMICBUL87 CCPNDF / Short: SMICBUL79 IRS CNY P V 00MCNRR BMICBUL95 CCPNDF / DIR (000000000) | 0.18 | 0.0180 | 0.0180 | ||||||
| Long: SMIELJX50 IRS BRL R F 14.78250 BMIELJX68 CCPNDFPREDISWAP / Short: SMIELJX50 IRS BRL P V 00MBRCDI BMIELJX76 CCPNDFPREDISWAP / DIR (000000000) | 0.18 | 0.0177 | 0.0177 | ||||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.18 | 0.0176 | 0.0176 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.17 | 0.0172 | 0.0172 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.17 | 0.0171 | 0.0171 | ||||||
| Long: SMIEK6SS5 IRS INR R F 6.01100 BMIEK6ST3 CCPNDFOIS / Short: SMIEK6SS5 IRS INR P V 06MMIBOR BMIEK6SU0 CCPNDFOIS / DIR (000000000) | 0.17 | 0.0170 | 0.0170 | ||||||
| Long: BMIELLPL9 IRS MYR R F 3.49000 BMIELLPM7 NDF / Short: BMIELLPL9 IRS MYR P V 03MKLIBO BMIELLPN5 NDF / DIR (000000000) | 0.17 | 0.0169 | 0.0169 | ||||||
| USP17625AE71 / Venezuela Government International Bond | 0.17 | -6.70 | 0.0167 | -0.0026 | |||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.17 | 0.0166 | 0.0166 | ||||||
| Long: BMICUXGX1 IRS CNY R F 2.35000 BMICUXGY9 NDF / Short: BMICUXGX1 IRS CNY P V 00MCNRR BMICUXGZ6 NDF / DIR (000000000) | 0.17 | 0.0166 | 0.0166 | ||||||
| Long: BMIELUKR1 IRS MYR R F 3.48000 BMIELUKS9 NDF / Short: BMIELUKR1 IRS MYR P V 03MKLIBO BMIELUKT7 NDF / DIR (000000000) | 0.17 | 0.0165 | 0.0165 | ||||||
| GHGGOG070020 / Ghana Government Bond | 0.17 | 0.0164 | 0.0164 | ||||||
| Long: SMIEJXL22 IRS MXN R F 8.41950 BMIEJXL30 CCPOIS / Short: SMIEJXL22 IRS MXN P V 01MTIEF BMIEJXL48 CCPOIS / DIR (000000000) | 0.16 | 0.0160 | 0.0160 | ||||||
| Long: SMID0M5R1 IRS CNY R F 2.21400 BMID0M5S9 CCPNDF / Short: SMID0M5R1 IRS CNY P V 00MCNRR BMID0M5T7 CCPNDF / DIR (000000000) | 0.16 | 0.0158 | 0.0158 | ||||||
| GHGGOG069931 / Ghana Government Bond | 0.16 | 0.0158 | 0.0158 | ||||||
| TRT130733T17 / Turkey Government Bond | 0.16 | -65.26 | 0.0155 | -0.0325 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.15 | 0.0154 | 0.0154 | ||||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.15 | 0.0153 | 0.0153 | ||||||
| Long: SMIDJYLY2 IRS PLN R F 5.02000 BMIDJYLZ9 CCPVANILLA / Short: SMIDJYLY2 IRS PLN P V 06MWIBOR BMIDJYM05 CCPVANILLA / DIR (000000000) | 0.15 | 0.0152 | 0.0152 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.15 | 0.0151 | 0.0151 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.15 | 0.0151 | 0.0151 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.15 | 0.0149 | 0.0149 | ||||||
| USP17625AA59 / Venezuela Government International Bond | 0.15 | -10.84 | 0.0148 | -0.0030 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.15 | 0.0147 | 0.0147 | ||||||
| Long: SMIDJZLA1 IRS CNY R F 2.03050 BMIDJZLB9 CCPNDF / Short: SMIDJZLA1 IRS CNY P V 00MCNRR BMIDJZLC7 CCPNDF / DIR (000000000) | 0.15 | 0.0147 | 0.0147 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.15 | 0.0145 | 0.0145 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 0.14 | -10.06 | 0.0143 | -0.0027 | |||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.14 | 0.0142 | 0.0142 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.14 | 0.0142 | 0.0142 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.14 | 0.0142 | 0.0142 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.14 | 0.0137 | 0.0137 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.14 | 0.0135 | 0.0135 | ||||||
| BMID0VS88 EATON VANCE / DFE (000000000) | 0.13 | 0.0133 | 0.0133 | ||||||
| Long: SMIEF2555 IRS THB R F 1.97000 BMIEF2563 CCPNDFOIS / Short: SMIEF2555 IRS THB P V 12MTHOR BMIEF2571 CCPNDFOIS / DIR (000000000) | 0.13 | 0.0132 | 0.0132 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.13 | 0.0132 | 0.0132 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.13 | 0.0132 | 0.0132 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.13 | 0.0131 | 0.0131 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.13 | 0.0131 | 0.0131 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.13 | 0.0130 | 0.0130 | ||||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.13 | 0.0130 | 0.0130 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.13 | 0.0130 | 0.0130 | ||||||
| BMID18J62 EATON VANCE / DFE (000000000) | 0.13 | 0.0129 | 0.0129 | ||||||
| Long: SMIEFTDG3 IRS INR R F 6.07300 BMIEFTDH1 CCPNDFOIS / Short: SMIEFTDG3 IRS INR P V 06MMIBOR BMIEFTDJ7 CCPNDFOIS / DIR (000000000) | 0.13 | 0.0128 | 0.0128 | ||||||
| PURCHASED KES / SOLD USD / DFE (000000000) | 0.12 | 0.0123 | 0.0123 | ||||||
| PDVSA / Petroleos de Venezuela SA | 0.12 | 0.00 | 0.0120 | -0.0009 | |||||
| Long: SMIDZPE62 IRS INR R F 5.94100 BMIDZPE70 CCPNDFOIS / Short: SMIDZPE62 IRS INR P V 06MMIBOR BMIDZPE88 CCPNDFOIS / DIR (000000000) | 0.12 | 0.0119 | 0.0119 | ||||||
| Long: SMIED9US4 IRS KRW R F 2.72500 BMIED9UT2 CCPNDF / Short: SMIED9US4 IRS KRW P V 03MKSDA BMIED9UU9 CCPNDF / DIR (000000000) | 0.12 | 0.0116 | 0.0116 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.12 | 0.0115 | 0.0115 | ||||||
| USP17625AD98 / Venezuela Government International Bond | 0.11 | -8.94 | 0.0112 | -0.0020 | |||||
| PURCHASED KES / SOLD USD / DFE (000000000) | 0.11 | 0.0110 | 0.0110 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.11 | 0.0109 | 0.0109 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.11 | 0.0108 | 0.0108 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.11 | 0.0105 | 0.0105 | ||||||
| Long: SMIBVC3L8 IRS CZK R F 4.61170 2 CCPVANILLA / Short: SMIBVC3L8 IRS CZK P V 06MPRIBO 1 CCPVANILLA / DIR (000000000) | 0.10 | 0.0101 | 0.0101 | ||||||
| XS2366832496 / Benin Government International Bond | 0.10 | 0.0100 | 0.0100 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 0.10 | -10.19 | 0.0097 | -0.0019 | |||||
| GHGGOG069998 / Ghana Government Bond | 0.10 | 159.46 | 0.0096 | 0.0056 | |||||
| Long: SMIEQG2A4 IRS INR R F 5.80900 BMIEQG2B2 CCPNDFOIS / Short: SMIEQG2A4 IRS INR P V 06MMIBOR BMIEQG2C0 CCPNDFOIS / DIR (000000000) | 0.10 | 0.0096 | 0.0096 | ||||||
| XS0793155911 / Lebanon Government International Bond | 0.10 | 6.74 | 0.0096 | -0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.09 | 0.0093 | 0.0093 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.09 | 0.0092 | 0.0092 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.09 | 0.0091 | 0.0091 | ||||||
| XS1586230309 / Lebanon Government International Bond | 0.09 | 7.23 | 0.0089 | 0.0000 | |||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.09 | 0.0089 | 0.0089 | ||||||
| Long: SMIEQTG37 IRS KRW R F 2.50700 BMIEQTG45 CCPNDF / Short: SMIEQTG37 IRS KRW P V 03MKSDA BMIEQTG52 CCPNDF / DIR (000000000) | 0.09 | 0.0087 | 0.0087 | ||||||
| Long: SMIE8NTP7 IRS INR R F 6.00450 BMIE8NTQ5 CCPNDFOIS / Short: SMIE8NTP7 IRS INR P V 06MMIBOR BMIE8NTR3 CCPNDFOIS / DIR (000000000) | 0.09 | 0.0087 | 0.0087 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.09 | 0.0086 | 0.0086 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.09 | 0.0085 | 0.0085 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.08 | 0.0084 | 0.0084 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.08 | 0.0084 | 0.0084 | ||||||
| Long: SMIED1QZ0 IRS KRW R F 2.60000 BMIED1R06 CCPNDF / Short: SMIED1QZ0 IRS KRW P V 03MKSDA BMIED1R14 CCPNDF / DIR (000000000) | 0.08 | 0.0083 | 0.0083 | ||||||
| VEZM / REPUBLIC OF VENEZUELA SR UNSECURED REGS 12/20 6 | 0.08 | -8.89 | 0.0083 | -0.0014 | |||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.08 | 0.0082 | 0.0082 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.08 | 0.0082 | 0.0082 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.08 | 0.0082 | 0.0082 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.08 | 0.0080 | 0.0080 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.08 | 0.0080 | 0.0080 | ||||||
| USP17625AC16 / Venezuela Government International Bond | 0.08 | -10.11 | 0.0080 | -0.0015 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.08 | 0.0079 | 0.0079 | ||||||
| DGZ / DB Gold Short ETN | 0.08 | 0.0079 | 0.0079 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.08 | 0.0079 | 0.0079 | ||||||
| Long: SMIELU2C4 IRS CNY R F 1.65950 BMIELU2D2 CCPNDF / Short: SMIELU2C4 IRS CNY P V 00MCNRR BMIELU2E0 CCPNDF / DIR (000000000) | 0.08 | 0.0078 | 0.0078 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.08 | 0.0076 | 0.0076 | ||||||
| Long: SMIE9EMZ1 IRS INR R F 5.93300 BMIE9EN07 CCPNDFOIS / Short: SMIE9EMZ1 IRS INR P V 06MMIBOR BMIE9EN15 CCPNDFOIS / DIR (000000000) | 0.08 | 0.0076 | 0.0076 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.08 | 0.0076 | 0.0076 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.08 | 0.0075 | 0.0075 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.07 | 0.0075 | 0.0075 | ||||||
| US922646BL74 / Venezuela Government International Bond | 0.07 | 10.45 | 0.0074 | 0.0001 | |||||
| BMIEE3AP4 EATON VANCE / DFE (000000000) | 0.07 | 0.0072 | 0.0072 | ||||||
| BMIEG7UC0 EATON VANCE / DFE (000000000) | 0.07 | 0.0071 | 0.0071 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.07 | 0.0070 | 0.0070 | ||||||
| DGZ / DB Gold Short ETN | 0.07 | 0.0070 | 0.0070 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.07 | 0.0069 | 0.0069 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.07 | 0.0069 | 0.0069 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.07 | 0.0069 | 0.0069 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.07 | 0.0069 | 0.0069 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.07 | 0.0068 | 0.0068 | ||||||
| Long: SMIELEU21 IRS CNY R F 1.57850 BMIELEU39 CCPNDF / Short: SMIELEU21 IRS CNY P V 00MCNRR BMIELEU47 CCPNDF / DIR (000000000) | 0.07 | 0.0067 | 0.0067 | ||||||
| DGZ / DB Gold Short ETN | 0.07 | 0.0067 | 0.0067 | ||||||
| GHGGOG070012 / Ghana Government Bond | 0.07 | 0.0066 | 0.0066 | ||||||
| Long: SMICA0VL4 IRS CZK R F 4.15000 BMICA0VM2 CCPVANILLA / Short: SMICA0VL4 IRS CZK P V 06MPRIBO BMICA0VN0 CCPVANILLA / DIR (000000000) | 0.07 | 0.0066 | 0.0066 | ||||||
| PURCHASED RUB / SOLD USD / DFE (000000000) | 0.06 | 0.0065 | 0.0065 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.06 | 0.0063 | 0.0063 | ||||||
| Long: BMIEPP868 IRS MYR R F 3.46000 BMIEPP876 NDF / Short: BMIEPP868 IRS MYR P V 03MKLIBO BMIEPP884 NDF / DIR (000000000) | 0.06 | 0.0063 | 0.0063 | ||||||
| Long: SMIEF2621 IRS THB R F 1.96500 BMIEF2639 CCPNDFOIS / Short: SMIEF2621 IRS THB P V 12MTHOR BMIEF2647 CCPNDFOIS / DIR (000000000) | 0.06 | 0.0062 | 0.0062 | ||||||
| Long: BMIE0KG26 IRS MYR R F 3.45800 BMIE0KG34 NDF / Short: BMIE0KG26 IRS MYR P V 03MKLIBO BMIE0KG42 NDF / DIR (000000000) | 0.06 | 0.0060 | 0.0060 | ||||||
| PURCHASED RUB / SOLD USD / DFE (000000000) | 0.06 | 0.0059 | 0.0059 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.06 | 0.0059 | 0.0059 | ||||||
| PURCHASED RUB / SOLD USD / DFE (000000000) | 0.06 | 0.0059 | 0.0059 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.06 | 0.0058 | 0.0058 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.06 | 0.0057 | 0.0057 | ||||||
| XS0114831273 / Banque Centrale de Tunisie | 0.06 | 9.62 | 0.0057 | 0.0001 | |||||
| Long: SMIDDGGW7 IRS BRL R F 13.20219 BMIDDGGX5 CCPNDFPREDISWAP / Short: SMIDDGGW7 IRS BRL P V 00MBRCDI BMIDDGGY3 CCPNDFPREDISWAP / DIR (000000000) | 0.06 | 0.0057 | 0.0057 | ||||||
| BNP / BNP Paribas SA | 0.06 | 0.0057 | 0.0057 | ||||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.06 | 0.0057 | 0.0057 | ||||||
| Long: SMIEDFPS6 IRS KRW R F 2.71750 BMIEDFPT4 CCPNDF / Short: SMIEDFPS6 IRS KRW P V 03MKSDA BMIEDFPU1 CCPNDF / DIR (000000000) | 0.06 | 0.0057 | 0.0057 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.05 | 0.0053 | 0.0053 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| Long: SMIDZPBT5 IRS INR R F 5.94300 BMIDZPBU2 CCPNDFOIS / Short: SMIDZPBT5 IRS INR P V 06MMIBOR BMIDZPBV0 CCPNDFOIS / DIR (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| Long: SMIC3AVT3 IRS THB R F 1.69000 2 CCPNDFOIS / Short: SMIC3AVT3 IRS THB P V 00MTHOR 1 CCPNDFOIS / DIR (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 0.05 | -5.56 | 0.0052 | -0.0007 | |||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| Long: BMIE3L4T5 IRS MYR R F 3.58200 BMIE3L4U2 NDF / Short: BMIE3L4T5 IRS MYR P V 03MKLIBO BMIE3L4V0 NDF / DIR (000000000) | 0.05 | 0.0051 | 0.0051 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.05 | 0.0050 | 0.0050 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.05 | 0.0050 | 0.0050 | ||||||
| PURCHASED RUB / SOLD USD / DFE (000000000) | 0.05 | 0.0050 | 0.0050 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | 0.05 | 0.0049 | 0.0049 | ||||||
| XS1419879504 / Lebanon Government International Bond | 0.05 | 0.0049 | 0.0049 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| Long: SMIEF2704 IRS THB R F 1.95800 BMIEF2712 CCPNDFOIS / Short: SMIEF2704 IRS THB P V 12MTHOR BMIEF2720 CCPNDFOIS / DIR (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| Long: SMICJT358 IRS THB R F 2.95300 BMICJT366 CCPNDFOIS / Short: SMICJT358 IRS THB P V 12MTHOR BMICJT374 CCPNDFOIS / DIR (000000000) | 0.05 | 0.0048 | 0.0048 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.05 | 0.0047 | 0.0047 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.05 | 0.0047 | 0.0047 | ||||||
| Long: SMIERHEA8 IRS ZAR R F 7.70890 BMIERHEB6 CCPVANILLA / Short: SMIERHEA8 IRS ZAR P V 03MJIBAR BMIERHEC4 CCPVANILLA / DIR (000000000) | 0.05 | 0.0047 | 0.0047 | ||||||
| Long: SMIEC05F0 IRS CZK R F 3.63550 BMIEC05G8 CCPVANILLA / Short: SMIEC05F0 IRS CZK P V 06MPRIBO BMIEC05H6 CCPVANILLA / DIR (000000000) | 0.05 | 0.0046 | 0.0046 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.05 | 0.0046 | 0.0046 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.05 | 0.0046 | 0.0046 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.05 | 0.0046 | 0.0046 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.05 | 0.0046 | 0.0046 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.05 | 0.0046 | 0.0046 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.05 | 0.0045 | 0.0045 | ||||||
| EURO-BUXL 30Y BND JUN25 / DIR (000000000) | 0.05 | 0.0045 | 0.0045 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.04 | 0.0045 | 0.0045 | ||||||
| Long: SMIEALPT4 IRS INR R F 6.06900 BMIEALPU1 CCPNDFOIS / Short: SMIEALPT4 IRS INR P V 06MMIBOR BMIEALPV9 CCPNDFOIS / DIR (000000000) | 0.04 | 0.0044 | 0.0044 | ||||||
| Long: SMIEALP64 IRS INR R F 6.07500 BMIEALP72 CCPNDFOIS / Short: SMIEALP64 IRS INR P V 06MMIBOR BMIEALP80 CCPNDFOIS / DIR (000000000) | 0.04 | 0.0044 | 0.0044 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.04 | 0.0043 | 0.0043 | ||||||
| Long: SMIE1T6S0 IRS CZK R F 3.55950 BMIE1T6T8 CCPVANILLA / Short: SMIE1T6S0 IRS CZK P V 06MPRIBO BMIE1T6U5 CCPVANILLA / DIR (000000000) | 0.04 | 0.0043 | 0.0043 | ||||||
| Long: SMIED9SS7 IRS KRW R F 2.71000 BMIED9ST5 CCPNDF / Short: SMIED9SS7 IRS KRW P V 03MKSDA BMIED9SU2 CCPNDF / DIR (000000000) | 0.04 | 0.0042 | 0.0042 | ||||||
| BMIEEULU1 EATON VANCE / DFE (000000000) | 0.04 | 0.0042 | 0.0042 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.04 | 0.0042 | 0.0042 | ||||||
| Long: SMIET4UW9 IRS HUF R F 6.15000 BMIET4UX7 CCPVANILLA / Short: SMIET4UW9 IRS HUF P V 06MBUBOR BMIET4UY5 CCPVANILLA / DIR (000000000) | 0.04 | 0.0042 | 0.0042 | ||||||
| BNP / BNP Paribas SA | 0.04 | 0.0041 | 0.0041 | ||||||
| BA100RSRSOH5 / Republic of Srpska Treasury Bond | 0.04 | 10.81 | 0.0041 | 0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.04 | 0.0041 | 0.0041 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.04 | 0.0041 | 0.0041 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.04 | 0.0040 | 0.0040 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.04 | 0.0040 | 0.0040 | ||||||
| Long: SMIEEULF4 IRS KRW R F 2.60000 BMIEEULG2 CCPNDF / Short: SMIEEULF4 IRS KRW P V 03MKSDA BMIEEULH0 CCPNDF / DIR (000000000) | 0.04 | 0.0040 | 0.0040 | ||||||
| XS1313647841 / Lebanon Government International Bond | 0.04 | 0.0040 | 0.0040 | ||||||
| XS1720803326 / Lebanon Government International Bond | 0.04 | 0.0039 | 0.0039 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.04 | 0.0038 | 0.0038 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.04 | 0.0038 | 0.0038 | ||||||
| DGZ / DB Gold Short ETN | 0.04 | 0.0038 | 0.0038 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.04 | 0.0037 | 0.0037 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.04 | 0.0037 | 0.0037 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.04 | 0.0036 | 0.0036 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.04 | 0.0036 | 0.0036 | ||||||
| Long: BMIEQHJ06 IRS MYR R F 3.44500 BMIEQHJ14 NDF / Short: BMIEQHJ06 IRS MYR P V 03MKLIBO BMIEQHJ22 NDF / DIR (000000000) | 0.04 | 0.0036 | 0.0036 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.04 | 0.0036 | 0.0036 | ||||||
| Long: SMIEALNY5 IRS INR R F 6.08400 BMIEALNZ2 CCPNDFOIS / Short: SMIEALNY5 IRS INR P V 06MMIBOR BMIEALP07 CCPNDFOIS / DIR (000000000) | 0.04 | 0.0035 | 0.0035 | ||||||
| BNP / BNP Paribas SA | 0.04 | 0.0035 | 0.0035 | ||||||
| Long: SMIED1UF9 IRS KRW R F 2.61000 BMIED1UG7 CCPNDF / Short: SMIED1UF9 IRS KRW P V 03MKSDA BMIED1UH5 CCPNDF / DIR (000000000) | 0.03 | 0.0034 | 0.0034 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.03 | 0.0034 | 0.0034 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.03 | 0.0034 | 0.0034 | ||||||
| XS1196417569 / Lebanon Government International Bond | 0.03 | 50.00 | 0.0033 | 0.0010 | |||||
| BA100RSRSOG7 / Republic of Srpska Treasury Bond | 0.03 | 10.00 | 0.0033 | 0.0001 | |||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0032 | 0.0032 | ||||||
| PURCHASED KES / SOLD USD / DFE (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0032 | 0.0032 | ||||||
| Long: SMIEQTG60 IRS KRW R F 2.51300 BMIEQTG78 CCPNDF / Short: SMIEQTG60 IRS KRW P V 03MKSDA BMIEQTG86 CCPNDF / DIR (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.03 | 0.0032 | 0.0032 | ||||||
| BA100RSRSOE2 / Republic of Srpska Treasury Bond | 0.03 | 7.14 | 0.0031 | 0.0001 | |||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.03 | 0.0031 | 0.0031 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.03 | 0.0030 | 0.0030 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0030 | 0.0030 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0030 | 0.0030 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.03 | 0.0030 | 0.0030 | ||||||
| DGZ / DB Gold Short ETN | 0.03 | 0.0029 | 0.0029 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0029 | 0.0029 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0028 | 0.0028 | ||||||
| Long: SMIEQSGQ8 IRS INR R F 5.78120 BMIEQSGR6 CCPNDFOIS / Short: SMIEQSGQ8 IRS INR P V 06MMIBOR BMIEQSGS4 CCPNDFOIS / DIR (000000000) | 0.03 | 0.0028 | 0.0028 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.03 | 0.0028 | 0.0028 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.03 | 0.0027 | 0.0027 | ||||||
| XS0859366899 / Lebanon Government International Bond | 0.03 | 8.00 | 0.0027 | -0.0000 | |||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.03 | 0.0027 | 0.0027 | ||||||
| XS1586230051 / Lebanon Government International Bond | 0.03 | 8.33 | 0.0027 | -0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0026 | 0.0026 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0026 | 0.0026 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.03 | 0.0026 | 0.0026 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0026 | 0.0026 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0026 | 0.0026 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.03 | 0.0025 | 0.0025 | ||||||
| PURCHASED UZS / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| XS1419879769 / Lebanon Government International Bond | 0.02 | 0.0025 | 0.0025 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0025 | 0.0025 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0024 | 0.0024 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0023 | 0.0023 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.02 | 0.0023 | 0.0023 | ||||||
| PURCHASED MYR / SOLD USD / DFE (000000000) | 0.02 | 0.0023 | 0.0023 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0022 | 0.0022 | ||||||
| XS1586230481 / Lebanon Government International Bond | 0.02 | -67.19 | 0.0021 | -0.0048 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0021 | 0.0021 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.02 | 0.0020 | 0.0020 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0019 | 0.0019 | ||||||
| BA100RSRSOI3 / Republic of Srpska Treasury Bond | 0.02 | 12.50 | 0.0018 | 0.0000 | |||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| Long: SMIESUPQ1 IRS SGD R F 1.95700 BMIESUPR9 CCPOIS / Short: SMIESUPQ1 IRS SGD P V 06MSORA BMIESUPS7 CCPOIS / DIR (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| Long: SMIEQFZN2 IRS CNY R F 1.58100 BMIEQFZP7 CCPNDF / Short: SMIEQFZN2 IRS CNY P V 00MCNRR BMIEQFZQ5 CCPNDF / DIR (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0018 | 0.0018 | ||||||
| DGZ / DB Gold Short ETN | 0.02 | 0.0017 | 0.0017 | ||||||
| Long: SMIEALQL0 IRS INR R F 6.06200 BMIEALQM8 CCPNDFOIS / Short: SMIEALQL0 IRS INR P V 06MMIBOR BMIEALQN6 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| Long: SMIEQSGZ8 IRS INR R F 5.78100 BMIEQSH04 CCPNDFOIS / Short: SMIEQSGZ8 IRS INR P V 06MMIBOR BMIEQSH12 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| Long: SMIEGHUB0 IRS KRW R F 2.56500 BMIEGHUC8 CCPNDF / Short: SMIEGHUB0 IRS KRW P V 03MKSDA BMIEGHUD6 CCPNDF / DIR (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0016 | 0.0016 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0016 | 0.0016 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| Long: BMIED0Q17 IRS COP R V 12MCPIBR BMIED0Q33 CCPNDFOIS / Short: BMIED0Q17 IRS COP P F 8.44500 BMIED0Q25 CCPNDFOIS / DIR (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0015 | 0.0015 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0014 | 0.0014 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0014 | 0.0014 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0013 | 0.0013 | ||||||
| XS1396347566 / Lebanon Government International Bond | 0.01 | 0.0013 | 0.0013 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0013 | 0.0013 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0012 | 0.0012 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0012 | 0.0012 | ||||||
| PURCHASED UYU / SOLD USD / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| Long: SMIEHFL98 IRS CNY R F 1.49500 BMIEHFLA5 CCPNDF / Short: SMIEHFL98 IRS CNY P V 00MCNRR BMIEHFLB3 CCPNDF / DIR (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0012 | 0.0012 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0011 | 0.0011 | ||||||
| Long: SMIES6CJ4 IRS INR R F 5.70020 BMIES6CK1 CCPNDFOIS / Short: SMIES6CJ4 IRS INR P V 06MMIBOR BMIES6CL9 CCPNDFOIS / DIR (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| Long: SMIEHH964 IRS CNY R F 1.50200 BMIEHH972 CCPNDF / Short: SMIEHH964 IRS CNY P V 00MCNRR BMIEHH980 CCPNDF / DIR (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0011 | 0.0011 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0010 | 0.0010 | ||||||
| Long: SMIETMLA7 IRS CNY R F 1.44325 BMIETMLC3 CCPNDF / Short: SMIETMLA7 IRS CNY P V 00MCNRR BMIETMLD1 CCPNDF / DIR (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| BMIEGDTB1 EATON VANCE / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| Long: SMIEHH9R8 IRS CNY R F 1.51470 BMIEHH9S6 CCPNDF / Short: SMIEHH9R8 IRS CNY P V 00MCNRR BMIEHH9T4 CCPNDF / DIR (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0009 | 0.0009 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED USD / SOLD KZT / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| Long: SMIEHB9R1 IRS CNY R F 1.51000 BMIEHB9S9 CCPNDF / Short: SMIEHB9R1 IRS CNY P V 00MCNRR BMIEHB9T7 CCPNDF / DIR (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| Long: SMIERGTA4 IRS ILS R F 3.87750 BMIERGTB2 CCPVANILLA / Short: SMIERGTA4 IRS ILS P V 03MTELBO BMIERGTC0 CCPVANILLA / DIR (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SMIES6CT2 IRS INR R F 5.70400 BMIES6CU9 CCPNDFOIS / Short: SMIES6CT2 IRS INR P V 06MMIBOR BMIES6CV7 CCPNDFOIS / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0007 | 0.0007 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SMIEHFGP8 IRS CNY R F 1.49250 BMIEHFGQ6 CCPNDF / Short: SMIEHFGP8 IRS CNY P V 00MCNRR BMIEHFGR4 CCPNDF / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SMIEU0677 IRS BRL R F 13.52000 BMIEU0685 CCPNDFPREDISWAP / Short: SMIEU0677 IRS BRL P V 00MBRCDI BMIEU0693 CCPNDFPREDISWAP / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SMIEHAM72 IRS CNY R F 1.52000 BMIEHAM80 CCPNDF / Short: SMIEHAM72 IRS CNY P V 00MCNRR BMIEHAM98 CCPNDF / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| Long: SMICVJHD4 IRS CZK R F 3.53620 BMICVJHE2 CCPVANILLA / Short: SMICVJHD4 IRS CZK P V 06MPRIBO BMICVJHF9 CCPVANILLA / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| Long: SMIEHB9U4 IRS CNY R F 1.51500 BMIEHB9V2 CCPNDF / Short: SMIEHB9U4 IRS CNY P V 00MCNRR BMIEHB9W0 CCPNDF / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0006 | 0.0006 | ||||||
| Long: SMIEHBBM9 IRS CNY R F 1.50300 BMIEHBBN7 CCPNDF / Short: SMIEHBBM9 IRS CNY P V 00MCNRR BMIEHBBP2 CCPNDF / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.01 | 0.0006 | 0.0006 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0006 | 0.0006 | ||||||
| Long: SMIEGKYZ6 IRS CNY R F 1.45800 BMIEGKZ02 CCPNDF / Short: SMIEGKYZ6 IRS CNY P V 00MCNRR BMIEGKZ10 CCPNDF / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| Long: SMIEHFJ83 IRS CNY R F 1.50000 BMIEHFJ91 CCPNDF / Short: SMIEHFJ83 IRS CNY P V 00MCNRR BMIEHFJA8 CCPNDF / DIR (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED RON / SOLD EUR / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| Long: SMIEQTQ44 IRS THB R F 1.41300 BMIEQTQ51 CCPNDFOIS / Short: SMIEQTQ44 IRS THB P V 12MTHOR BMIEQTQ69 CCPNDFOIS / DIR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0003 | 0.0003 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CZK / SOLD EUR / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0002 | 0.0002 | ||||||
| Long: SMIE9ZXJ8 IRS CNY R F 1.43500 BMIE9ZXK5 CCPNDF / Short: SMIE9ZXJ8 IRS CNY P V 00MCNRR BMIE9ZXL3 CCPNDF / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F 4.26550 BMIEUGCR1 CCPVANILLA / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| Long: SMIEQTGD5 IRS THB R F 1.41000 BMIEQTGE3 CCPNDFOIS / Short: SMIEQTGD5 IRS THB P V 12MTHOR BMIEQTGF0 CCPNDFOIS / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| Long: SMIEQSGH8 IRS THB R F 1.40630 BMIEQSGJ4 CCPNDFOIS / Short: SMIEQSGH8 IRS THB P V 12MTHOR BMIEQSGK1 CCPNDFOIS / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED EGP / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| Long: SEV4QYQB2 IRS CLP R F 4.18000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QYQB2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| Long: SMIERBZS9 IRS THB R F 1.40500 BMIERBZT7 CCPNDFOIS / Short: SMIERBZS9 IRS THB P V 12MTHOR BMIERBZU4 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| Long: SMIEQX4H0 IRS THB R F 1.40350 BMIEQX4J6 CCPNDFOIS / Short: SMIEQX4H0 IRS THB P V 12MTHOR BMIEQX4K3 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0000 | -0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| Long: SMIEREUD1 IRS THB R F 1.39000 BMIEREUE9 CCPNDFOIS / Short: SMIEREUD1 IRS THB P V 12MTHOR BMIEREUF6 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0002 | -0.0002 | ||||||
| Long: SMIERFN61 IRS THB R F 1.36400 BMIERFN79 CCPNDFOIS / Short: SMIERFN61 IRS THB P V 12MTHOR BMIERFN87 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0002 | -0.0002 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0002 | -0.0002 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| Long: BMICACCM7 IRS CLP R V 00MCLICP BMICACCP0 CCPNDFCAMARAPROMEDIO / Short: BMICACCM7 IRS CLP P F 5.23150 BMICACCN5 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED EUR / SOLD RON / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0003 | -0.0003 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0003 | -0.0003 | ||||||
| Long: SMIDWYFY4 IRS CLP R F 4.54500 BMIDWYFZ1 CCPNDFCAMARAPROMEDIO / Short: SMIDWYFY4 IRS CLP P V 00MCLICP BMIDWYG07 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| BMIEGDTC9 EATON VANCE / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| Long: SMIEQY9V2 IRS THB R F 1.36600 BMIEQY9W0 CCPNDFOIS / Short: SMIEQY9V2 IRS THB P V 12MTHOR BMIEQY9X8 CCPNDFOIS / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| EURO-BUND FUTURE JUN25 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0005 | -0.0005 | ||||||
| Long: SMIERF0M1 IRS THB R F 1.37500 BMIERF0N9 CCPNDFOIS / Short: SMIERF0M1 IRS THB P V 12MTHOR BMIERF0P4 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| Long: BMIEMLWY2 TRS COP R F .00000 ACI05MPY0 BOND TRS / Short: BMIEMLWY2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED EUR / SOLD RON / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0008 | -0.0008 | ||||||
| BMIEGDTF2 EATON VANCE / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0009 | -0.0009 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0012 | -0.0012 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0012 | -0.0012 | ||||||
| Long: SMIEU6526 IRS COP R F 8.24000 BMIEU6534 CCPNDFOIS / Short: SMIEU6526 IRS COP P V 03MCPIBR BMIEU6542 CCPNDFOIS / DIR (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| US 2YR NOTE (CBT) JUN25 / DIR (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.01 | -0.0013 | -0.0013 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.01 | -0.0015 | -0.0015 | ||||||
| Long: SMIE2SK14 IRS COP R F 8.44500 BMIE2SK22 CCPNDFOIS / Short: SMIE2SK14 IRS COP P V 12MCPIBR BMIE2SK30 CCPNDFOIS / DIR (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| Long: BMIE57HA1 IRS CLP R V 00MCLICP BMIE57HC7 CCPNDFCAMARAPROMEDIO / Short: BMIE57HA1 IRS CLP P F 5.35000 BMIE57HB9 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| Long: BMIE56YV8 IRS CLP R V 00MCLICP BMIE56YX4 CCPNDFCAMARAPROMEDIO / Short: BMIE56YV8 IRS CLP P F 5.33000 BMIE56YW6 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| BMIEEULV9 EATON VANCE / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F 2.63000 BMIEGHUF1 CCPNDF / DIR (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0017 | -0.0017 | ||||||
| Long: SEV4NL799 IRS CLP R F 2.87000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4NL799 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0017 | -0.0017 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F 4.30978 BMIEUBRD7 CCPVANILLA / DIR (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.02 | -0.0019 | -0.0019 | ||||||
| Long: SEV54GJL8 IRS PLN R F 3.87000 2 CCPVANILLA / Short: SEV54GJL8 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0020 | -0.0020 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.02 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.02 | -0.0021 | -0.0021 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.02 | -0.0022 | -0.0022 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.02 | -0.0022 | -0.0022 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0023 | -0.0023 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0024 | -0.0024 | ||||||
| BMIEEULT4 EATON VANCE / DFE (000000000) | -0.02 | -0.0024 | -0.0024 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0025 | -0.0025 | ||||||
| BNP / BNP Paribas SA | -0.03 | -0.0027 | -0.0027 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.03 | -0.0027 | -0.0027 | ||||||
| EURO-SCHATZ FUT JUN25 / DIR (000000000) | -0.03 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.03 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD RUB / DFE (000000000) | -0.03 | -0.0030 | -0.0030 | ||||||
| DGZ / DB Gold Short ETN | -0.03 | -0.0030 | -0.0030 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD RUB / DFE (000000000) | -0.03 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.03 | -0.0031 | -0.0031 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.03 | -0.0031 | -0.0031 | ||||||
| Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F 2.70000 BMIED1UD4 CCPNDF / DIR (000000000) | -0.03 | -0.0032 | -0.0032 | ||||||
| BMIEE3D48 EATON VANCE / DFE (000000000) | -0.03 | -0.0032 | -0.0032 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.03 | -0.0033 | -0.0033 | ||||||
| Long: SMIDDGGT4 IRS BRL R F 13.10424 BMIDDGGU1 CCPNDFPREDISWAP / Short: SMIDDGGT4 IRS BRL P V 00MBRCDI BMIDDGGV9 CCPNDFPREDISWAP / DIR (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| BMIEG7UA4 EATON VANCE / DFE (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| US 10YR ULTRA FUT JUN25 / DIR (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0034 | -0.0034 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.03 | -0.0035 | -0.0035 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0.03 | -0.0035 | -0.0035 | ||||||
| Long: SMIC3AVQ9 IRS THB R F 1.30000 2 CCPNDF / Short: SMIC3AVQ9 IRS THB P V 12MTHOR 1 CCPNDF / DIR (000000000) | -0.03 | -0.0035 | -0.0035 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.04 | -0.0036 | -0.0036 | ||||||
| Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F 2.68500 BMIEEULN7 CCPNDF / DIR (000000000) | -0.04 | -0.0036 | -0.0036 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.04 | -0.0036 | -0.0036 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.04 | -0.0039 | -0.0039 | ||||||
| Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F 2.79200 BMIED9T23 CCPNDF / DIR (000000000) | -0.04 | -0.0039 | -0.0039 | ||||||
| PURCHASED USD / SOLD RUB / DFE (000000000) | -0.04 | -0.0040 | -0.0040 | ||||||
| Long: SEV46AKS5 IRS PLN R F .48220 2 CCPVANILLA / Short: SEV46AKS5 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | -0.04 | -0.0040 | -0.0040 | ||||||
| Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F 4.33500 BMIESFFA0 CCPVANILLA / DIR (000000000) | -0.04 | -0.0041 | -0.0041 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.04 | -0.0042 | -0.0042 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.04 | -0.0042 | -0.0042 | ||||||
| PURCHASED KZT / SOLD USD / DFE (000000000) | -0.04 | -0.0042 | -0.0042 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| DGZ / DB Gold Short ETN | -0.04 | -0.0043 | -0.0043 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.04 | -0.0043 | -0.0043 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.05 | -0.0047 | -0.0047 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.05 | -0.0047 | -0.0047 | ||||||
| Long: SEV479W54 IRS PLN R F .68720 2 CCPVANILLA / Short: SEV479W54 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | -0.05 | -0.0047 | -0.0047 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.05 | -0.0048 | -0.0048 | ||||||
| PURCHASED USD / SOLD RUB / DFE (000000000) | -0.05 | -0.0048 | -0.0048 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.05 | -0.0050 | -0.0050 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | -0.05 | -0.0050 | -0.0050 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.05 | -0.0051 | -0.0051 | ||||||
| Long: SEV43EYV8 IRS CLP R F 1.38000 CCP OIS CME / Short: SEV43EYV8 IRS CLP P V 00MCLICP CLICP OIS CCP CME / DIR (000000000) | -0.05 | -0.0052 | -0.0052 | ||||||
| Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F 2.79250 BMIEDFPX5 CCPNDF / DIR (000000000) | -0.05 | -0.0052 | -0.0052 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.05 | -0.0053 | -0.0053 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.05 | -0.0054 | -0.0054 | ||||||
| Long: BMIEQ3EL6 TRS KZT R F .00000 KZW100014270 BOND TRS / Short: BMIEQ3EL6 TRS USD P V 00MSOFR SOFRRATE+0BPS / DCR (000000000) | -0.06 | -0.0056 | -0.0056 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.06 | -0.0058 | -0.0058 | ||||||
| BMIEE3GX1 EATON VANCE / DFE (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.06 | -0.0060 | -0.0060 | ||||||
| Long: SMIC3AVZ9 IRS THB R F .89500 2 CCPNDFOIS / Short: SMIC3AVZ9 IRS THB P V 00MTHOR 1 CCPNDFOIS / DIR (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | -0.06 | -0.0060 | -0.0060 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.06 | -0.0061 | -0.0061 | ||||||
| BMIEG7UF3 EATON VANCE / DFE (000000000) | -0.06 | -0.0061 | -0.0061 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.06 | -0.0064 | -0.0064 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.06 | -0.0065 | -0.0065 | ||||||
| US LONG BOND(CBT) JUN25 / DIR (000000000) | -0.07 | -0.0065 | -0.0065 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.07 | -0.0067 | -0.0067 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.07 | -0.0068 | -0.0068 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.07 | -0.0069 | -0.0069 | ||||||
| Long: SEV484E54 IRS CLP R F 1.33000 2 CCPNDFCAMARAPROMEDIO / Short: SEV484E54 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.07 | -0.0071 | -0.0071 | ||||||
| Long: SEV4GQH87 IRS CLP R F 1.92000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4GQH87 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.07 | -0.0074 | -0.0074 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.08 | -0.0075 | -0.0075 | ||||||
| Long: SEV4ATVG3 IRS HUF R F 1.20220 2 CCPVANILLA / Short: SEV4ATVG3 IRS HUF P V 06MBUBOR 1 CCPVANILLA / DIR (000000000) | -0.08 | -0.0075 | -0.0075 | ||||||
| Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F 2.69000 BMIED1R30 CCPNDF / DIR (000000000) | -0.08 | -0.0077 | -0.0077 | ||||||
| US 10YR NOTE (CBT)JUN25 / DIR (000000000) | -0.08 | -0.0077 | -0.0077 | ||||||
| Long: SMIE2EUG1 IRS HUF R F 6.19150 BMIE2EUH9 CCPVANILLA / Short: SMIE2EUG1 IRS HUF P V 06MBUBOR BMIE2EUJ5 CCPVANILLA / DIR (000000000) | -0.08 | -0.0078 | -0.0078 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.08 | -0.0079 | -0.0079 | ||||||
| Long: SEV4F4KD2 IRS CLP R F 1.59000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4F4KD2 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.08 | -0.0084 | -0.0084 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.09 | -0.0085 | -0.0085 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.09 | -0.0085 | -0.0085 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.09 | -0.0085 | -0.0085 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.09 | -0.0087 | -0.0087 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.09 | -0.0089 | -0.0089 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.09 | -0.0089 | -0.0089 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.09 | -0.0092 | -0.0092 | ||||||
| PURCHASED USD / SOLD KZT / DFE (000000000) | -0.09 | -0.0094 | -0.0094 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.10 | -0.0100 | -0.0100 | ||||||
| Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F 2.80500 BMIED9UX3 CCPNDF / DIR (000000000) | -0.11 | -0.0107 | -0.0107 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.11 | -0.0114 | -0.0114 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.11 | -0.0114 | -0.0114 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.12 | -0.0115 | -0.0115 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.12 | -0.0116 | -0.0116 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.12 | -0.0116 | -0.0116 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0.12 | -0.0117 | -0.0117 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.12 | -0.0119 | -0.0119 | ||||||
| PURCHASED USD / SOLD KES / DFE (000000000) | -0.12 | -0.0121 | -0.0121 | ||||||
| PURCHASED USD / SOLD KES / DFE (000000000) | -0.12 | -0.0121 | -0.0121 | ||||||
| PURCHASED USD / SOLD UZS / DFE (000000000) | -0.12 | -0.0122 | -0.0122 | ||||||
| Long: SEV4QWVA2 IRS CLP R F 4.08000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4QWVA2 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.12 | -0.0124 | -0.0124 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.12 | -0.0124 | -0.0124 | ||||||
| Long: SEV54GJD6 IRS PLN R F 3.91000 2 CCPVANILLA / Short: SEV54GJD6 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | -0.13 | -0.0126 | -0.0126 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.13 | -0.0129 | -0.0129 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.13 | -0.0130 | -0.0130 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.14 | -0.0135 | -0.0135 | ||||||
| PURCHASED USD / SOLD KES / DFE (000000000) | -0.14 | -0.0135 | -0.0135 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.14 | -0.0135 | -0.0135 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.14 | -0.0136 | -0.0136 | ||||||
| Long: BMIEMLW22 TRS COP R F .00000 ACI17K571 BOND TRS / Short: BMIEMLW22 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING / DIR (000000000) | -0.14 | -0.0138 | -0.0138 | ||||||
| PURCHASED PLN / SOLD EUR / DFE (000000000) | -0.14 | -0.0139 | -0.0139 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.14 | -0.0144 | -0.0144 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.15 | -0.0149 | -0.0149 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.15 | -0.0151 | -0.0151 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.16 | -0.0155 | -0.0155 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.16 | -0.0156 | -0.0156 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.16 | -0.0161 | -0.0161 | ||||||
| EURO-BOBL FUTURE JUN25 / DIR (000000000) | -0.16 | -0.0163 | -0.0163 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.16 | -0.0163 | -0.0163 | ||||||
| PURCHASED USD / SOLD NGN / DFE (000000000) | -0.17 | -0.0167 | -0.0167 | ||||||
| Long: BMIE3HC32 IRS PLN R V 06MWIBOR BMIE3HC57 CCPVANILLA / Short: BMIE3HC32 IRS PLN P F 5.14000 BMIE3HC40 CCPVANILLA / DIR (000000000) | -0.18 | -0.0177 | -0.0177 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.18 | -0.0183 | -0.0183 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.18 | -0.0184 | -0.0184 | ||||||
| Long: SEV4DCTA3 IRS CLP R F 1.48000 2 CCPNDFCAMARAPROMEDIO / Short: SEV4DCTA3 IRS CLP P V 00MCLICP 1 CCPNDFCAMARAPROMEDIO / DIR (000000000) | -0.19 | -0.0186 | -0.0186 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.19 | -0.0188 | -0.0188 | ||||||
| PURCHASED USD / SOLD EGP / DFE (000000000) | -0.20 | -0.0197 | -0.0197 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.20 | -0.0198 | -0.0198 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.21 | -0.0205 | -0.0205 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.21 | -0.0207 | -0.0207 | ||||||
| US 5YR NOTE (CBT) JUN25 / DIR (000000000) | -0.21 | -0.0212 | -0.0212 | ||||||
| Long: SEV4J8B07 IRS CZK R F 1.46070 2 CCPVANILLA / Short: SEV4J8B07 IRS CZK P V 06MPRIBO 1 CCPVANILLA / DIR (000000000) | -0.23 | -0.0232 | -0.0232 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.24 | -0.0239 | -0.0239 | ||||||
| PURCHASED USD / SOLD MYR / DFE (000000000) | -0.24 | -0.0244 | -0.0244 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.25 | -0.0245 | -0.0245 | ||||||
| PURCHASED USD / SOLD COP / DFE (000000000) | -0.25 | -0.0249 | -0.0249 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.25 | -0.0251 | -0.0251 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.26 | -0.0261 | -0.0261 | ||||||
| Long: SMIDPMF69 IRS BRL R F 11.89250 BMIDPMF77 CCPNDFPREDISWAP / Short: SMIDPMF69 IRS BRL P V 00MBRCDI BMIDPMF85 CCPNDFPREDISWAP / DIR (000000000) | -0.27 | -0.0270 | -0.0270 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.27 | -0.0270 | -0.0270 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | -0.27 | -0.0273 | -0.0273 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.28 | -0.0279 | -0.0279 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.29 | -0.0286 | -0.0286 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.29 | -0.0287 | -0.0287 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | -0.29 | -0.0288 | -0.0288 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0.30 | -0.0302 | -0.0302 | ||||||
| Long: SEV4EVDX7 IRS PLN R F .63970 2 CCPVANILLA / Short: SEV4EVDX7 IRS PLN P V 06MWIBOR 1 CCPVANILLA / DIR (000000000) | -0.34 | -0.0335 | -0.0335 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.34 | -0.0338 | -0.0338 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.37 | -0.0372 | -0.0372 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.41 | -0.0407 | -0.0407 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.48 | -0.0483 | -0.0483 | ||||||
| Long: SMIDJ6JW0 IRS BRL R F 10.64750 BMIDJ6JX8 CCPNDFPREDISWAP / Short: SMIDJ6JW0 IRS BRL P V 00MBRCDI BMIDJ6JY6 CCPNDFPREDISWAP / DIR (000000000) | -0.49 | -0.0490 | -0.0490 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.50 | -0.0496 | -0.0496 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.51 | -0.0513 | -0.0513 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.52 | -0.0515 | -0.0515 | ||||||
| Long: SMIDDGFZ1 IRS BRL R F 10.47207 BMIDDGG07 CCPNDFPREDISWAP / Short: SMIDDGFZ1 IRS BRL P V 00MBRCDI BMIDDGG15 CCPNDFPREDISWAP / DIR (000000000) | -0.53 | -0.0530 | -0.0530 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | -0.54 | -0.0539 | -0.0539 | ||||||
| Long: SEV2RH6F5 IRS PLN R F 2.84000 CCP LCH / Short: SEV2RH6F5 IRS PLN P V 06MWIBOR WIBO6M+0BPS CCP LCH / DIR (000000000) | -0.55 | -0.0544 | -0.0544 | ||||||
| Long: SMID4SDW4 IRS BRL R F 10.33250 BMID4SDX2 CCPNDFPREDISWAP / Short: SMID4SDW4 IRS BRL P V 00MBRCDI BMID4SDY0 CCPNDFPREDISWAP / DIR (000000000) | -0.75 | -0.0747 | -0.0747 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.91 | -0.0911 | -0.0911 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -1.00 | -0.0995 | -0.0995 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -1.16 | -0.1155 | -0.1155 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -1.16 | -0.1156 | -0.1156 | ||||||
| Long: SMIDDGFU2 IRS BRL R F 10.05682 BMIDDGFV0 CCPNDFPREDISWAP / Short: SMIDDGFU2 IRS BRL P V 00MBRCDI BMIDDGFW8 CCPNDFPREDISWAP / DIR (000000000) | -1.59 | -0.1589 | -0.1589 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -1.62 | -0.1612 | -0.1612 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -1.78 | -0.1770 | -0.1770 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -1.94 | -0.1936 | -0.1936 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -2.18 | -0.2175 | -0.2175 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -4.69 | -0.4669 | -0.4669 | ||||||
| DGZ / DB Gold Short ETN | -10.77 | -1.0731 | -1.0731 | ||||||
| BMIET5NT1 EATON VANCE / DFE (000000000) | -10.77 | -1.0733 | -1.0733 | ||||||
| DGZ / DB Gold Short ETN | -10.77 | -1.0734 | -1.0734 |
