Form NPORT-P GOLDMAN SACHS TRUST For: Jun 30

  
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      Goldman Sachs Trust
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71 South Wacker Drive
      Chicago
      
      60606
      312-655-4400
      Goldman Sachs Managed Futures Strategy Fund
      S000034856
      3J24L49YUVS4LPAV0F85
      2020-12-31
      2020-06-30
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              State Street Bank and Trust
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            2030-09-16
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              JP Morgan Chase Bank
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              Citibank
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              Deutsche Bank
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              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
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              Standard Chartered Bank
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              Deutsche Bank
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              Standard Chartered Bank
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              Morgan Stanley & Co.
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        N/A
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              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
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          N
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        N/A
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        N/A
        
          
        
        1.00000000
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        DFE
        
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              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            298282.99000000
            USD
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            GBP
            2020-09-16
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          N
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        N/A
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        N/A
        
          
          
        
        14.00000000
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        DE
        
        US
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              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                NASDAQ 100 E-Mini Index
                US6311011026
              
            
            2020-09-18
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          N
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        N/A
        N/A
        
        N/A
        
          
          
        
        -10.00000000
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              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2020-09-18
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          N
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        N/A
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              Citibank
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              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            13000.00000000
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          N
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        N/A
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        DCO
        
        GB
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        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-08-19
            2521181.25000000
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          N
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        N/A
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        N/A
        
          
        
        1.00000000
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              UBS
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          N
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        N/A
        
          
        
        1.00000000
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              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
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          N
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        N/A
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              Morgan Stanley & Co.
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            2020-09-16
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          N
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        N/A
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        N/A
        
          
        
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        DFE
        
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              Deutsche Bank
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            244000000.00000000
            RUB
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          N
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        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
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        DFE
        
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              Deutsche Bank
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            257572.09000000
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            CHF
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          N
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        N/A
        
          
        
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              Morgan Stanley & Co.
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            INR
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          N
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        -9.00000000
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        DCO
        
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              ICE Clear US
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            Short
            
              
                N/A
                Sugar No. 11
                
                  
                
              
            
            2020-09-30
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          N
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        N/A
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        N/A
        
          
          
        
        -41.00000000
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              Options Clearing
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                CBOE Volatility Index
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            2020-07-22
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          N
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        N/A
        
          
        
        1.00000000
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              Barclays Bank
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        N/A
        
          
        
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              Deutsche Bank
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            1410000.00000000
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          N
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        N/A
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        N/A
        
          
          
        
        -64.00000000
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        DCO
        
        GB
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              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-08-19
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          N
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        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
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        DFE
        
        N/A
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              JP Morgan Chase Bank
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          N
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        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
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        N/A
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              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            4840000.00000000
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          N
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        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
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        N/A
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              Citibank
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            41160000.00000000
            TRY
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          N
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        N/A
        N/A
        
        N/A
        
          
        
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        DFE
        
        N/A
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              BNP Paribas
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            1790972.04000000
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          N
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        N/A
        N/A
        
        N/A
        
          
          
        
        -82.00000000
        NC
        USD
        -117752.56000000
        -0.03920283199
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-08-19
            -3626962.50000000
            USD
            -117752.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2732.72000000
        -0.00090979222
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1284852.69000000
            USD
            30400000.00000000
            CZK
            2020-09-16
            -2732.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        5854550000.00000000
        PA
        
        150875.74000000
        0.050230383845
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2025-09-16
            25109.57000000
            USD
            0.00000000
            USD
            5854550000.00000000
            HUF
            150875.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -17584.22000000
        -0.00585423554
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            5509685.92000000
            USD
            4880000.00000000
            EUR
            2020-09-16
            -17584.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        130.00000000
        NC
        USD
        28037.10000000
        0.009334266031
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-07-15
            5179687.50000000
            USD
            28037.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        84.00000000
        NC
        USD
        10181.76000000
        0.003389767718
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                MSCI Taiwan Index
                TAMSCI Index
              
            
            2020-07-30
            3634680.00000000
            USD
            10181.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15643.53000000
        -0.00520813032
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            700000000.00000000
            INR
            9173710.77000000
            USD
            2020-09-16
            -15643.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -32282.44000000
        -0.01074764804
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            4426770.57000000
            USD
            474000000.00000000
            JPY
            2020-09-16
            -32282.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7666.26000000
        0.002552293579
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3040000.00000000
            GBP
            3776238.75000000
            USD
            2020-09-16
            7666.26000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -502.48000000
        -0.00016728841
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            942572.35000000
            USD
            1460000.00000000
            NZD
            2020-09-16
            -502.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        24.00000000
        NC
        USD
        113926.08000000
        0.037928899161
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Copper Base Metal
                
                  
                
              
            
            2020-08-19
            3608250.00000000
            USD
            113926.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10933.44000000
        0.003640021172
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            578000.00000000
            GBP
            727458.08000000
            USD
            2020-09-16
            10933.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        3650000.00000000
        PA
        
        59010.35000000
        0.019646051322
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2050-09-16
            211337.14000000
            USD
            0.00000000
            USD
            3650000.00000000
            EUR
            59010.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        33.23000000
        0.000011063114
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            5000.00000000
            EUR
            5660.38000000
            USD
            2020-09-16
            33.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1780.37000000
        -0.00059273060
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of New York
              WFLLPEPC7FZXENRZV188
            
            351717.16000000
            USD
            475000.00000000
            CAD
            2020-09-16
            -1780.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3285.37000000
        0.001093783508
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            129000.00000000
            GBP
            163201.77000000
            USD
            2020-09-16
            3285.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8077.86000000
        0.002689325722
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            100221000.00000000
            HUF
            325912.73000000
            USD
            2020-09-16
            8077.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4380.50000000
        -0.00145838023
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            217602.36000000
            USD
            172000.00000000
            GBP
            2020-09-16
            -4380.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        819.59000000
        0.000272862425
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            81000.00000000
            EUR
            91979.47000000
            USD
            2020-09-16
            819.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1483.57000000
        0.000493918310
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            55000.00000000
            GBP
            69664.98000000
            USD
            2020-09-16
            1483.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -150.00000000
        NC
        
        161.88000000
        0.000053893982
        N/A
        DE
        
        TR
        N
        
        1
        
          
            
              Takasbank
              789000TVSB96MCOKSB52
            
            Short
            
              
                BIST 30 Index
                XU030 Index
              
            
            2020-08-31
            -2018250.00000000
            TRY
            161.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        6550000.00000000
        PA
        
        70891.20000000
        0.023601489459
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2030-09-16
            132018.16000000
            USD
            0.00000000
            USD
            6550000.00000000
            CHF
            70891.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -186.68000000
        -0.00006215053
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            18018.21000000
            USD
            166000.00000000
            SEK
            2020-09-16
            -186.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1887.99000000
        0.000628560048
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            158000.00000000
            EUR
            179706.04000000
            USD
            2020-09-16
            1887.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -168.00000000
        NC
        USD
        -66089.40000000
        -0.02200284770
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                MSCI EAFE E-Mini Index
                MSDUEAFE Index
              
            
            2020-09-18
            -14938560.00000000
            USD
            -66089.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        19.00000000
        NC
        USD
        -7340.15000000
        -0.00244372323
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                DJIA CBOT E-Mini Index
                US2605661048
              
            
            2020-09-18
            2440455.00000000
            USD
            -7340.15000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        519.52000000
        0.000172961464
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            2898589.90000000
            USD
            2576000.00000000
            EUR
            2020-09-16
            519.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        582380000.00000000
        PA
        
        1210146.71000000
        0.402888719901
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2021-09-16
            0.00000000
            USD
            880661.56000000
            USD
            582380000.00000000
            AUD
            1210146.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        448.53000000
        0.000149327082
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            16000.00000000
            GBP
            20283.12000000
            USD
            2020-09-16
            448.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19435.63000000
        -0.00647061717
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            1049207.06000000
            USD
            5600000.00000000
            BRL
            2020-07-02
            -19435.63000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -404.61000000
        -0.00013470499
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            18999.54000000
            USD
            15000.00000000
            GBP
            2020-09-16
            -404.61000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5422.23000000
        0.001805198729
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            1572189.97000000
            USD
            6240000.00000000
            PLN
            2020-09-16
            5422.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        40562.35000000
        0.013504241372
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            3937115.30000000
            USD
            303000000.00000000
            INR
            2020-09-16
            40562.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2591.50000000
        -0.00086277647
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            172425.19000000
            USD
            137000.00000000
            GBP
            2020-09-16
            -2591.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13808.68000000
        -0.00459726193
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            918761.94000000
            USD
            730000.00000000
            GBP
            2020-09-16
            -13808.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        152.22000000
        0.000050677922
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1200000.00000000
            CZK
            50762.22000000
            USD
            2020-09-16
            152.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19987.12000000
        -0.00665422227
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            945759.55000000
            USD
            21500000.00000000
            MXN
            2020-09-17
            -19987.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -18026.93000000
        -0.00600162500
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            2875788.90000000
            USD
            4140000.00000000
            AUD
            2020-09-16
            -18026.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        23186.41000000
        0.007719347552
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            13710000.00000000
            PLN
            3489382.45000000
            USD
            2020-09-16
            23186.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2234.52000000
        0.000743928727
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            187000.00000000
            EUR
            212690.06000000
            USD
            2020-09-16
            2234.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        132.00000000
        NC
        
        23555.95000000
        0.007842376848
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              JSE Clear
              213800PJDCEXAVMM3J32
            
            Long
            
              
                FTSE/JSE Top 40 Index
                TOP40 Index
              
            
            2020-09-17
            66385440.00000000
            ZAR
            23555.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -74.00000000
        NC
        USD
        -246740.42000000
        -0.08214618206
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-07-15
            -3268487.50000000
            USD
            -246740.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2305.58000000
        -0.00076758641
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            392830.02000000
            USD
            347000.00000000
            EUR
            2020-09-16
            -2305.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        730000.00000000
        PA
        
        -3095.81000000
        -0.00103067414
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2050-09-16
            20939.48000000
            USD
            0.00000000
            USD
            730000.00000000
            GBP
            -3095.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -706.57000000
        -0.00023523518
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            51532.71000000
            USD
            41000.00000000
            GBP
            2020-09-16
            -706.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        268.00000000
        NC
        
        -100567.73000000
        -0.03348156357
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2020-09-15
            39746222.40000000
            AUD
            -100567.73000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -66062.37000000
        -0.02199384873
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1841832.26000000
            USD
            127500000.00000000
            RUB
            2020-09-16
            -66062.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3915.79000000
        -0.00130366641
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            439457.46000000
            USD
            387000.00000000
            EUR
            2020-09-16
            -3915.79000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -104412.83000000
        -0.03476169548
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2020523.24000000
            USD
            10420000.00000000
            BRL
            2020-07-02
            -104412.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6741.75000000
        -0.00224450060
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            2787970.05000000
            USD
            2629000.00000000
            CHF
            2020-09-16
            -6741.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6640.68000000
        0.002210851826
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            2003000.00000000
            CAD
            1482268.87000000
            USD
            2020-09-16
            6640.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10446.15000000
        -0.00347778989
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1600000000.00000000
            KRW
            1324021.05000000
            USD
            2020-09-16
            -10446.15000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        551460000.00000000
        PA
        
        56091.46000000
        0.018674278358
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2025-09-16
            537953.41000000
            USD
            0.00000000
            USD
            551460000.00000000
            CZK
            56091.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2216.71000000
        0.000737999324
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2218000.00000000
            SEK
            240471.74000000
            USD
            2020-09-16
            2216.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -107354.20000000
        -0.03574095261
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            4235428.67000000
            USD
            3330000.00000000
            GBP
            2020-09-16
            -107354.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -25875.48000000
        -0.00861460757
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            1285372.08000000
            USD
            1016000.00000000
            GBP
            2020-09-16
            -25875.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        6.00000000
        NC
        USD
        33.84000000
        0.000011266199
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                RBOB Gasoline
                
                  
                
              
            
            2020-07-31
            304290.00000000
            USD
            33.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1238.20000000
        0.000412228375
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            93000.00000000
            GBP
            116526.77000000
            USD
            2020-09-16
            1238.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4737.05000000
        0.001577084823
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            186000.00000000
            GBP
            235314.18000000
            USD
            2020-09-16
            4737.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        141.78000000
        0.000047202179
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            791035.99000000
            USD
            703000.00000000
            EUR
            2020-09-16
            141.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -147858.16000000
        -0.04922575446
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            2256482.50000000
            USD
            1730000000.00000000
            CLP
            2020-09-16
            -147858.16000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        743910000.00000000
        PA
        
        865064.42000000
        0.288002019859
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2021-09-16
            0.00000000
            USD
            216976.21000000
            USD
            743910000.00000000
            GBP
            865064.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1311.99000000
        0.000436794949
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            204292.57000000
            USD
            22177000.00000000
            JPY
            2020-09-16
            1311.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6628.92000000
        0.002206936622
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            2585000.00000000
            CHF
            2741309.47000000
            USD
            2020-09-16
            6628.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -279.60000000
        -0.00009308597
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            26312.50000000
            USD
            21000.00000000
            GBP
            2020-09-16
            -279.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1426.21000000
        -0.00047482170
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            70847.28000000
            USD
            56000.00000000
            GBP
            2020-09-16
            -1426.21000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4073.08000000
        0.001356032267
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            151000.00000000
            GBP
            191262.04000000
            USD
            2020-09-16
            4073.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -70.28000000
        -0.00002339800
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            2639.07000000
            USD
            810000.00000000
            HUF
            2020-09-16
            -70.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4762.52000000
        0.001585564436
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            187000.00000000
            GBP
            236579.31000000
            USD
            2020-09-16
            4762.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3313.34000000
        -0.00110309543
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            4240246.70000000
            USD
            5080000000.00000000
            KRW
            2020-09-16
            -3313.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        189312.84000000
        0.063027075261
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            29478117.56000000
            USD
            3200000000.00000000
            JPY
            2020-09-16
            189312.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -54.59000000
        -0.00001817440
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            12434.33000000
            USD
            11000.00000000
            EUR
            2020-09-16
            -54.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1904.36000000
        -0.00063401003
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            105780.33000000
            USD
            141000.00000000
            CAD
            2020-09-16
            -1904.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        683220000.00000000
        PA
        
        -64230.92000000
        -0.02138411229
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2021-09-16
            56425.18000000
            USD
            0.00000000
            USD
            683220000.00000000
            SEK
            -64230.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        838.78000000
        0.000279251265
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            63000.00000000
            GBP
            78937.49000000
            USD
            2020-09-16
            838.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -45636.08000000
        -0.01519341555
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            6924771.50000000
            USD
            742000000.00000000
            JPY
            2020-09-16
            -45636.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        528.22000000
        0.000175857916
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            330348.40000000
            USD
            294000.00000000
            EUR
            2020-09-16
            528.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        96.10000000
        0.000031994142
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            22032.18000000
            USD
            206000.00000000
            SEK
            2020-09-16
            96.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        51427.56000000
        0.017121547036
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            17050000000.00000000
            COP
            4559311.16000000
            USD
            2020-09-16
            51427.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        5480000.00000000
        PA
        
        -12451.37000000
        -0.00414537880
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2022-09-16
            56.37000000
            USD
            0.00000000
            USD
            5480000.00000000
            GBP
            -12451.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1639.17000000
        -0.00054572152
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            183958.94000000
            USD
            162000.00000000
            EUR
            2020-09-16
            -1639.17000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1691.85000000
        0.000563260037
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            4275000.00000000
            ZAR
            246089.56000000
            USD
            2020-09-16
            1691.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -22875.27000000
        -0.00761576110
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1256097.39000000
            USD
            18180000000.00000000
            IDR
            2020-09-16
            -22875.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2394.99000000
        -0.00079735328
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1002854.32000000
            USD
            3784000000.00000000
            COP
            2020-09-16
            -2394.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1278.55000000
        0.000425661920
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            756000.00000000
            PLN
            192412.34000000
            USD
            2020-09-16
            1278.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -72940.05000000
        -0.02428360390
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1328363.79000000
            USD
            1030000000.00000000
            CLP
            2020-09-16
            -72940.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        38378.78000000
        0.012777275199
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            24800000.00000000
            NOK
            2615678.38000000
            USD
            2020-09-16
            38378.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        42.00000000
        NC
        USD
        -12641.86000000
        -0.00420879778
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-08-19
            2144100.00000000
            USD
            -12641.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        516.56000000
        0.000171976005
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            8135000.00000000
            HUF
            26315.41000000
            USD
            2020-09-16
            516.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        43.00000000
        NC
        
        4015.67000000
        0.001336919013
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                S&P/TSX 60 Index
                XC0009654721
              
            
            2020-09-17
            7985100.00000000
            CAD
            4015.67000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -20973.37000000
        -0.00698257006
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            386000000.00000000
            INR
            5046299.14000000
            USD
            2020-09-16
            -20973.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -40149.72000000
        -0.01336686631
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            3821596.80000000
            USD
            3360000.00000000
            EUR
            2020-09-16
            -40149.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4686.11000000
        -0.00156012559
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            232783.92000000
            USD
            184000.00000000
            GBP
            2020-09-16
            -4686.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        828.88000000
        0.000275955303
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            167000.00000000
            EUR
            188775.80000000
            USD
            2020-09-16
            828.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        973180000.00000000
        PA
        
        -908386.74000000
        -0.30242512567
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2021-09-16
            0.00000000
            USD
            3464165.51000000
            USD
            973180000.00000000
            EUR
            -908386.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1720.70000000
        -0.00057286493
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            163782.72000000
            USD
            144000.00000000
            EUR
            2020-09-16
            -1720.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -691.01000000
        -0.00023005486
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            117735.80000000
            USD
            104000.00000000
            EUR
            2020-09-16
            -691.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4261.02000000
        0.001418602289
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            152000.00000000
            GBP
            192689.64000000
            USD
            2020-09-16
            4261.02000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -328.18000000
        -0.00010925949
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            22260000.00000000
            ZAR
            1272254.96000000
            USD
            2020-09-16
            -328.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        172040000.00000000
        PA
        
        -268843.93000000
        -0.08950500457
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2022-09-16
            0.00000000
            USD
            1317968.03000000
            USD
            172040000.00000000
            EUR
            -268843.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        78988.50000000
        0.026297287253
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            980000000.00000000
            HUF
            3186901.70000000
            USD
            2020-09-16
            78988.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -39410.22000000
        -0.01312066789
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1358687.66000000
            USD
            416000000.00000000
            HUF
            2020-09-16
            -39410.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        276.70000000
        0.000092120490
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            281125.63000000
            USD
            266000.00000000
            CHF
            2020-09-16
            276.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2557.16000000
        -0.00085134381
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            243399.32000000
            USD
            214000.00000000
            EUR
            2020-09-16
            -2557.16000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -22003.00000000
        -0.00732536016
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1506562.96000000
            USD
            35200000.00000000
            CZK
            2020-09-16
            -22003.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        67640000.00000000
        PA
        
        284496.69000000
        0.094716207798
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2030-09-16
            989032.23000000
            USD
            0.00000000
            USD
            67640000.00000000
            EUR
            284496.69000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4021.58000000
        0.001338886603
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            18000000.00000000
            SEK
            1937561.02000000
            USD
            2020-09-16
            4021.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1492.84000000
        0.000497004529
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            172000.00000000
            AUD
            120221.12000000
            USD
            2020-09-16
            1492.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10462.07000000
        0.003483090070
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            112000000.00000000
            CZK
            4734061.96000000
            USD
            2020-09-16
            10462.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        34.00000000
        NC
        USD
        49143.28000000
        0.016361051934
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-07-15
            2603448.00000000
            USD
            49143.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -72.00000000
        NC
        USD
        149493.19000000
        0.049770097671
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Lean Hogs
                
                  
                
              
            
            2020-08-14
            -1406880.00000000
            USD
            149493.19000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -15.00000000
        NC
        USD
        -125764.95000000
        -0.04187036108
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Copper Base Metal
                
                  
                
              
            
            2020-08-19
            -2255156.25000000
            USD
            -125764.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2208.24000000
        0.000735179445
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            900110.17000000
            USD
            8400000.00000000
            SEK
            2020-09-16
            2208.24000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10808.43000000
        -0.00359840215
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1223884.70000000
            USD
            1880000.00000000
            NZD
            2020-09-16
            -10808.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        12.00000000
        NC
        
        -6685.37000000
        -0.00222573026
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                Nikkei 225 Index
                JP9010C00002
              
            
            2020-09-10
            267240000.00000000
            JPY
            -6685.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -148.00000000
        NC
        USD
        169891.42000000
        0.056561188953
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Natural Gas
                
                  
                
              
            
            2020-07-29
            -2594440.00000000
            USD
            169891.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1237.34000000
        0.000411942060
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            179000.00000000
            CAD
            133108.26000000
            USD
            2020-09-16
            1237.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        21.00000000
        NC
        USD
        46437.07000000
        0.015460085569
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Silver
                
                  
                
              
            
            2020-09-28
            1949325.00000000
            USD
            46437.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        240610000.00000000
        PA
        
        641062.76000000
        0.213426151241
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2025-09-16
            396042.26000000
            USD
            0.00000000
            USD
            240610000.00000000
            ZAR
            641062.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1983.59000000
        0.000660387727
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            166000.00000000
            EUR
            188805.08000000
            USD
            2020-09-16
            1983.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        13.00000000
        NC
        
        -21745.56000000
        -0.00723965182
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2020-09-10
            202605000.00000000
            JPY
            -21745.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2809.27000000
        -0.00093527766
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            156044.75000000
            USD
            208000.00000000
            CAD
            2020-09-16
            -2809.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19129.93000000
        -0.00636884184
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1775775.82000000
            USD
            12300000.00000000
            TRY
            2020-09-16
            -19129.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        105450.84000000
        0.035107275497
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            10420000.00000000
            BRL
            2018253.38000000
            USD
            2020-08-04
            105450.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -27551.09000000
        -0.00917246090
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            4934033.24000000
            USD
            6660000.00000000
            CAD
            2020-09-16
            -27551.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14816.26000000
        -0.00493271103
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            988000.00000000
            CHF
            1030392.40000000
            USD
            2020-09-16
            -14816.26000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2950.20000000
        -0.00098219686
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            4938946.22000000
            USD
            376000000.00000000
            INR
            2020-09-16
            -2950.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -33264.26000000
        -0.01107452098
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1426024.96000000
            USD
            100000000.00000000
            RUB
            2020-09-16
            -33264.26000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        339352.99000000
        0.112979269873
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            17940000.00000000
            GBP
            22578889.32000000
            USD
            2020-09-16
            339352.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -34.00000000
        NC
        USD
        -96698.72000000
        -0.03219347141
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-07-15
            -2603448.00000000
            USD
            -96698.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -126.00000000
        NC
        USD
        -16875.58000000
        -0.00561831120
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-08-19
            -5065987.50000000
            USD
            -16875.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        54.00000000
        NC
        
        -50464.84000000
        -0.01680103298
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Market Operation Department of KOFEX
              549300TJ3RRV6Q1UEW14
            
            Long
            
              
                KOSPI 200 Index
                KRD020020016
              
            
            2020-09-10
            3790800000.00000000
            KRW
            -50464.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1324.34000000
        0.000440906580
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            52000.00000000
            GBP
            65786.76000000
            USD
            2020-09-16
            1324.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        202.00000000
        NC
        USD
        816132.92000000
        0.271711474891
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2020-09-18
            31211020.00000000
            USD
            816132.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2611.31000000
        -0.00086937173
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            252037.90000000
            USD
            2322000.00000000
            SEK
            2020-09-16
            -2611.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -285.13000000
        -0.00009492705
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            142000.00000000
            GBP
            175746.87000000
            USD
            2020-09-16
            -285.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -194.01000000
        -0.00006459087
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            962000.00000000
            EUR
            1082470.30000000
            USD
            2020-09-16
            -194.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1197.96000000
        -0.00039883145
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            5940000.00000000
            EUR
            6683860.26000000
            USD
            2020-09-16
            -1197.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -91604.62000000
        -0.03049751553
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            950000000.00000000
            JPY
            8715913.78000000
            USD
            2020-09-16
            -91604.62000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        539360000.00000000
        PA
        
        -183797.35000000
        -0.06119082789
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2021-09-16
            0.00000000
            USD
            3519375.38000000
            USD
            539360000.00000000
            CHF
            -183797.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        43919.66000000
        0.014621975542
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            4830000.00000000
            GBP
            6031487.13000000
            USD
            2020-09-16
            43919.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2659.20000000
        -0.00088531553
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            44949000.00000000
            JPY
            414066.22000000
            USD
            2020-09-16
            -2659.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -76045.54000000
        -0.02531750077
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            8021586.12000000
            USD
            7060000.00000000
            EUR
            2020-09-16
            -76045.54000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -4.00000000
        NC
        
        2881.75000000
        0.000959408110
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Short
            
              
                HSCEI
                HK0000004330
              
            
            2020-07-30
            -1929600.00000000
            HKD
            2881.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -87.85000000
        -0.00002924750
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            16295.45000000
            USD
            22000.00000000
            CAD
            2020-09-16
            -87.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        556.50000000
        0.000185273050
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            55000.00000000
            EUR
            62455.19000000
            USD
            2020-09-16
            556.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3775.99000000
        0.001257123425
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            316000.00000000
            EUR
            359412.08000000
            USD
            2020-09-16
            3775.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -58941.56000000
        -0.01962314937
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1222266.36000000
            USD
            4400000000.00000000
            COP
            2020-09-16
            -58941.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11017.28000000
        0.003667933647
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            922000.00000000
            EUR
            1048664.36000000
            USD
            2020-09-16
            11017.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -29637.95000000
        -0.00986722984
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2252341.70000000
            USD
            3220000.00000000
            AUD
            2020-09-16
            -29637.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -29736.94000000
        -0.00990018614
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            4600287.10000000
            USD
            5480000000.00000000
            KRW
            2020-09-16
            -29736.94000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -38887.06000000
        -0.01294649458
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1410756.35000000
            USD
            98500000.00000000
            RUB
            2020-09-16
            -38887.06000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        40121.65000000
        0.013357521096
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            29682000.00000000
            ZAR
            1737013.51000000
            USD
            2020-09-16
            40121.65000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5594.23000000
        0.001862461918
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            1220387.10000000
            USD
            1900000.00000000
            NZD
            2020-09-16
            5594.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -819.23000000
        -0.00027274257
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            4140000000.00000000
            IDR
            280013.53000000
            USD
            2020-09-16
            -819.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -14.00000000
        NC
        USD
        -21873.53000000
        -0.00728225629
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                Brent Crude Oil
                
                  
                
              
            
            2020-07-31
            -578620.00000000
            USD
            -21873.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        748.00000000
        NC
        
        -14384.29000000
        -0.00478889719
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                VSTOXX
                DE000A0C3QF1
              
            
            2020-07-22
            2296360.00000000
            EUR
            -14384.29000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -768.99000000
        -0.00025601639
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            86301.72000000
            USD
            76000.00000000
            EUR
            2020-09-16
            -768.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -139.00000000
        NC
        USD
        -64575.40000000
        -0.02149879847
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Corn
                
                  
                
              
            
            2020-09-14
            -2366475.00000000
            USD
            -64575.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -13.00000000
        NC
        USD
        -51799.28000000
        -0.01724530210
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                NY Harbor ULSD
                
                  
                
              
            
            2020-07-31
            -649630.80000000
            USD
            -51799.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -23379.60000000
        -0.00778366543
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1244391.60000000
            USD
            18000000000.00000000
            IDR
            2020-09-16
            -23379.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        524.13000000
        0.000174496251
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            286000.00000000
            PLN
            72831.36000000
            USD
            2020-09-16
            524.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -38.00000000
        NC
        USD
        -28314.03000000
        -0.00942646309
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Cotton No. 2
                
                  
                
              
            
            2020-12-08
            -1159000.00000000
            USD
            -28314.03000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28612.77000000
        0.009525921264
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1989867.11000000
            USD
            1908000.00000000
            CHF
            2020-09-16
            28612.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -48664.37000000
        -0.01620161057
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            1583592.93000000
            USD
            484000000.00000000
            HUF
            2020-09-16
            -48664.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        322.76000000
        0.000107455040
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            1444600.00000000
            SEK
            155500.04000000
            USD
            2020-09-16
            322.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -10.00000000
        NC
        
        8376.69000000
        0.002788813854
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Short
            
              
                Hang Seng Index
                HK0000004322
              
            
            2020-07-30
            -12123500.00000000
            HKD
            8376.69000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        
        38141W273
        
          
        
        232531469.36000000
        NS
        USD
        232531469.36000000
        77.41565981480
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        23.00000000
        NC
        USD
        192046.52000000
        0.063937187090
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                100 oz Gold
                
                  
                
              
            
            2020-08-27
            4134940.00000000
            USD
            192046.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        694.95000000
        0.000231366588
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            271000.00000000
            CHF
            287386.80000000
            USD
            2020-09-16
            694.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        76.00000000
        NC
        USD
        80990.92000000
        0.026963943968
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-07-15
            3872675.00000000
            USD
            80990.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3565.52000000
        -0.00118705259
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            177118.20000000
            USD
            140000.00000000
            GBP
            2020-09-16
            -3565.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -39038.09000000
        -0.01299677632
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            8029595.90000000
            USD
            7100000.00000000
            EUR
            2020-09-16
            -39038.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1564.91000000
        -0.00052099847
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            871000.00000000
            EUR
            978685.21000000
            USD
            2020-09-16
            -1564.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -43.00000000
        NC
        USD
        17073.01000000
        0.005684040692
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Live Cattle
                
                  
                
              
            
            2020-08-31
            -1660230.00000000
            USD
            17073.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -76.00000000
        NC
        USD
        -64121.58000000
        -0.02134771021
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-07-15
            -3872675.00000000
            USD
            -64121.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2903.69000000
        0.000966712496
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            243000.00000000
            EUR
            276383.34000000
            USD
            2020-09-16
            2903.69000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -65.21000000
        -0.00002171007
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            218000.00000000
            PLN
            55050.09000000
            USD
            2020-09-16
            -65.21000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        45.00000000
        NC
        USD
        -4919.85000000
        -0.00163794360
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-08-19
            1809281.25000000
            USD
            -4919.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        120735.32000000
        0.040195868913
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            89320000.00000000
            ZAR
            5227075.22000000
            USD
            2020-09-16
            120735.32000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        69.00000000
        NC
        
        66196.95000000
        0.022038653847
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                EU0009658145
              
            
            2020-09-18
            2223870.00000000
            EUR
            66196.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -370.12000000
        -0.00012322239
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            206000.00000000
            EUR
            231468.60000000
            USD
            2020-09-16
            -370.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -769.31000000
        -0.00025612293
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            318140.36000000
            USD
            300000.00000000
            CHF
            2020-09-16
            -769.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -56447.95000000
        -0.01879296297
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            4167284.35000000
            USD
            5580000.00000000
            CAD
            2020-09-16
            -56447.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -915.16000000
        -0.00030468011
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            356000.00000000
            EUR
            399738.16000000
            USD
            2020-09-16
            -915.16000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -48.00000000
        NC
        USD
        -24738.70000000
        -0.00823614450
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Soybean
                
                  
                
              
            
            2020-11-13
            -2115600.00000000
            USD
            -24738.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15366.97000000
        -0.00511605644
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3389494.34000000
            USD
            4580000.00000000
            CAD
            2020-09-16
            -15366.97000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1019.02000000
        -0.00033925776
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            490956.43000000
            USD
            4561000.00000000
            SEK
            2020-09-16
            -1019.02000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        46.52000000
        0.000015487695
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            7000.00000000
            EUR
            7924.53000000
            USD
            2020-09-16
            46.52000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8728.14000000
        -0.00290582052
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1677356.43000000
            USD
            6600000.00000000
            PLN
            2020-09-16
            -8728.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14506.96000000
        -0.00482973716
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            4440000.00000000
            NZD
            2850417.84000000
            USD
            2020-09-16
            -14506.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2357.13000000
        -0.00078474872
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            457255.64000000
            USD
            430000.00000000
            CHF
            2020-09-16
            -2357.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -22350.85000000
        -0.00744116830
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1836000000.00000000
            JPY
            16999337.34000000
            USD
            2020-09-16
            -22350.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5.19000000
        0.000001727883
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            12000.00000000
            CAD
            8845.70000000
            USD
            2020-09-16
            5.19000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4828.34000000
        0.001607477594
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            179000.00000000
            GBP
            226727.84000000
            USD
            2020-09-16
            4828.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        292.97000000
        0.000097537188
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            17000.00000000
            GBP
            21367.22000000
            USD
            2020-09-16
            292.97000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4605.81000000
        0.001533391678
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            4220000.00000000
            MXN
            186315.56000000
            USD
            2020-09-17
            4605.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        324480000.00000000
        PA
        USD
        174954.59000000
        0.058246847447
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2022-09-16
            63920.75000000
            USD
            0.00000000
            USD
            324480000.00000000
            USD
            174954.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -168554.00000000
        -0.05611592770
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            5663108.00000000
            USD
            81000000000.00000000
            IDR
            2020-09-16
            -168554.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -108.00000000
        NC
        USD
        -329504.80000000
        -0.10970055611
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                Russell 2000 E-Mini Index
                US1248351090
              
            
            2020-09-18
            -7763040.00000000
            USD
            -329504.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        19.00000000
        NC
        
        125.77000000
        0.000041872042
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                Amsterdam Exchange Index
                NL0000000107
              
            
            2020-07-17
            2126290.00000000
            EUR
            125.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -34856.06000000
        -0.01160447181
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1063697.43000000
            USD
            9900000.00000000
            NOK
            2020-09-16
            -34856.06000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -49688.47000000
        -0.01654255959
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1421476.97000000
            USD
            13200000.00000000
            NOK
            2020-09-16
            -49688.47000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -16000.32000000
        -0.00532691481
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            5305524.50000000
            USD
            4700000.00000000
            EUR
            2020-09-16
            -16000.32000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -16.00000000
        NC
        USD
        -18473.20000000
        -0.00615019967
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Feeder Cattle
                
                  
                
              
            
            2020-08-27
            -1066000.00000000
            USD
            -18473.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        78.38000000
        0.000026094702
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            17967.99000000
            USD
            168000.00000000
            SEK
            2020-09-16
            78.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        126.00000000
        NC
        
        77303.33000000
        0.025736251159
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2020-07-17
            20994750.00000000
            SEK
            77303.33000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4171.68000000
        -0.00138885872
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of New York
              WFLLPEPC7FZXENRZV188
            
            824128.83000000
            USD
            1113000.00000000
            CAD
            2020-09-16
            -4171.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        84.10000000
        0.000027999036
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3000.00000000
            GBP
            3803.09000000
            USD
            2020-09-16
            84.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3172.71000000
        -0.00105627611
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1504938.17000000
            USD
            5940000.00000000
            PLN
            2020-09-16
            -3172.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        26.00000000
        NC
        USD
        19270.86000000
        0.006415761041
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Long
            
              
                MSCI Emerging Markets E-Mini Index
                MXEF Index
              
            
            2020-09-18
            1281410.00000000
            USD
            19270.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        417.00000000
        NC
        USD
        43039.23000000
        0.014328857928
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                FTSE China A50 Index
                XIN9I Index
              
            
            2020-07-30
            5713942.50000000
            USD
            43039.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4100.40000000
        -0.00136512779
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1757413.30000000
            USD
            2540000.00000000
            AUD
            2020-09-16
            -4100.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1379.68000000
        -0.00045933067
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            235000.00000000
            GBP
            289940.89000000
            USD
            2020-09-16
            -1379.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -51879.50000000
        -0.01727200939
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1836697.37000000
            USD
            31220000.00000000
            ZAR
            2020-09-16
            -51879.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4197.00000000
        0.001397288397
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3732000.00000000
            SEK
            405084.18000000
            USD
            2020-09-16
            4197.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        33020000.00000000
        PA
        USD
        -686387.86000000
        -0.22851603362
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2050-09-16
            30570.28000000
            USD
            0.00000000
            USD
            33020000.00000000
            USD
            -686387.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        60180000.00000000
        PA
        USD
        143058.48000000
        0.047627818513
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2030-09-16
            406611.24000000
            USD
            0.00000000
            USD
            60180000.00000000
            USD
            143058.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        66716.91000000
        0.022211761800
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of New York
              WFLLPEPC7FZXENRZV188
            
            17800000.00000000
            CAD
            13180137.68000000
            USD
            2020-09-16
            66716.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -25.00000000
        NC
        USD
        -464039.50000000
        -0.15449059076
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Copper Base Metal
                
                  
                
              
            
            2020-07-15
            -3755156.25000000
            USD
            -464039.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1998.90000000
        0.000665484817
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            148000.00000000
            CAD
            111031.84000000
            USD
            2020-09-16
            1998.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        11.00000000
        NC
        
        12689.38000000
        0.004224618405
        N/A
        DE
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                SPI 200 Index
                XC0006013624
              
            
            2020-09-17
            1620300.00000000
            AUD
            12689.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6061.38000000
        -0.00201798807
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            301100.94000000
            USD
            238000.00000000
            GBP
            2020-09-16
            -6061.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        38090000.00000000
        PA
        
        42326.97000000
        0.014091728399
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2030-09-16
            565017.76000000
            USD
            0.00000000
            USD
            38090000.00000000
            GBP
            42326.97000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        412.74000000
        0.000137411678
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            31000.00000000
            GBP
            38842.26000000
            USD
            2020-09-16
            412.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -64.00000000
        NC
        USD
        -69126.60000000
        -0.02301400909
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Coffee 'C'
                
                  
                
              
            
            2020-09-18
            -2427600.00000000
            USD
            -69126.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        41.45000000
        0.000013799762
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            76000.00000000
            SEK
            8205.28000000
            USD
            2020-09-16
            41.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -3.00000000
        NC
        
        1252.41000000
        0.000416959247
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Short
            
              
                CAC 40 10 Euro Index
                FR0003500008
              
            
            2020-07-17
            -147405.00000000
            EUR
            1252.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -144485.43000000
        -0.04810288658
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            23820000.00000000
            BRL
            4235720.89000000
            USD
            2020-07-02
            -144485.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -12009.07000000
        -0.00399812584
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            1143066.90000000
            USD
            1005000.00000000
            EUR
            2020-09-16
            -12009.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4023.94000000
        0.001339672307
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            158000.00000000
            GBP
            199890.54000000
            USD
            2020-09-16
            4023.94000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -44247.81000000
        -0.01473122505
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            4401651.65000000
            USD
            470000000.00000000
            JPY
            2020-09-16
            -44247.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        286210000.00000000
        PA
        
        29322.16000000
        0.009762095297
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2021-09-16
            0.00000000
            USD
            117939.45000000
            USD
            286210000.00000000
            CAD
            29322.16000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -19.00000000
        NC
        
        20754.59000000
        0.006909732620
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Short
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2020-07-17
            -1369862.00000000
            EUR
            20754.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        10.00000000
        NC
        USD
        6899.20000000
        0.002296919731
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-08-19
            766890.00000000
            USD
            6899.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        919130000.00000000
        PA
        USD
        286395.73000000
        0.095348446673
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2021-09-16
            0.00000000
            USD
            161487.39000000
            USD
            919130000.00000000
            USD
            286395.73000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -31.00000000
        NC
        
        3157.71000000
        0.001051282236
        N/A
        DE
        
        TH
        N
        
        1
        
          
            
              Clearing Company (Thailand)
              5493006L9QU2265UKZ88
            
            Short
            
              
                SET50 Index
                SET50 Index
              
            
            2020-09-29
            -5434920.00000000
            THB
            3157.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -63.00000000
        NC
        USD
        37489.07000000
        0.012481068037
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Wheat
                
                  
                
              
            
            2020-09-14
            -1550587.50000000
            USD
            37489.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4592.42000000
        0.001528933805
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            833274.67000000
            USD
            7800000.00000000
            SEK
            2020-09-16
            4592.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -130.00000000
        NC
        USD
        -362837.90000000
        -0.12079799569
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-07-15
            -5179687.50000000
            USD
            -362837.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1959.70000000
        -0.00065243413
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1447327.17000000
            USD
            2240000.00000000
            NZD
            2020-09-16
            -1959.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        260670000.00000000
        PA
        
        355440.39000000
        0.118335175847
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2025-09-17
            482828.98000000
            USD
            0.00000000
            USD
            260670000.00000000
            MXN
            355440.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        4.00000000
        NC
        
        21663.79000000
        0.007212428500
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                DAX Index
                DE0008469008
              
            
            2020-09-18
            1232550.00000000
            EUR
            21663.79000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        272.98000000
        0.000090882007
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            55000.00000000
            EUR
            62171.67000000
            USD
            2020-09-16
            272.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7514.45000000
        -0.00250175215
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            8840000.00000000
            TRY
            1254985.52000000
            USD
            2020-09-16
            -7514.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -77.00000000
        NC
        USD
        86577.83000000
        0.028823968872
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                KC HRW Wheat
                
                  
                
              
            
            2020-09-14
            -1692075.00000000
            USD
            86577.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        25.00000000
        NC
        USD
        288454.25000000
        0.096033780509
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Copper Base Metal
                
                  
                
              
            
            2020-07-15
            3755156.25000000
            USD
            288454.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1014.11000000
        -0.00033762309
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            196726.26000000
            USD
            185000.00000000
            CHF
            2020-09-16
            -1014.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19813.83000000
        -0.00659652961
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            1673073.79000000
            USD
            39200000.00000000
            CZK
            2020-09-16
            -19813.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2017.30000000
        0.000671610646
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            314116.98000000
            USD
            34099000.00000000
            JPY
            2020-09-16
            2017.30000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        79007.66000000
        0.026303666106
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            2950000000.00000000
            CLP
            3674638.76000000
            USD
            2020-09-16
            79007.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1164.09000000
        0.000387555265
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            12462000.00000000
            CZK
            526748.93000000
            USD
            2020-09-16
            1164.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        186.75000000
        0.000062173840
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            115101.82000000
            USD
            93000.00000000
            GBP
            2020-09-16
            186.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        125.04000000
        0.000041629006
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            697641.98000000
            USD
            620000.00000000
            EUR
            2020-09-16
            125.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        271470000.00000000
        PA
        
        304443.30000000
        0.101356943258
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2030-09-16
            180492.18000000
            USD
            0.00000000
            USD
            271470000.00000000
            SEK
            304443.30000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        118019.56000000
        0.039291723109
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            45250000.00000000
            MXN
            2066447.59000000
            USD
            2020-09-17
            118019.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2343.66000000
        0.000780264218
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            2084000.00000000
            SEK
            226204.56000000
            USD
            2020-09-16
            2343.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        96280000.00000000
        PA
        
        983544.75000000
        0.327447145060
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2025-09-16
            0.00000000
            USD
            449653.01000000
            USD
            96280000.00000000
            PLN
            983544.75000000
          
        
        
          N
          N
          N
        
      
    
    
      2020-07-30
      Goldman Sachs Trust
      Peter Fortner
      Peter Fortner
      Assistant Treasurer