Invesco V.I. Balanced-Risk Allocation Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$458.18 mm

Liabilities

$1.27 mm

Net assets

$456.91 mm

Number of holdings

157.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

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All historic holdings

Current

Data to display

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#Units

%Holdings

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Holding	Sep 19	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Mar 24	Jun 24	Sep 24
Canadian Imperial Bank of Commerce
Cargill, Inc.
Invesco Government & Agency Portfolio
Invesco Government Money Market Fund
Invesco Premier U.S. Government Money Portfolio
Invesco Treasury Obligations Portfolio
Invesco Treasury Portfolio
Invesco US Dollar Liquidity Portfolio
Invesco V.I. Government Money Market Fund
N/A Citibank, N.A.
N/A BNP Paribas
N/A Cargill, Incorporated
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Macquarie Bank Limited
N/A S&P 500 Mini Index Option
N/A Citibank, N.A.
N/A Barclays Bank PLC
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A Canada 10 Year Bond Future
N/A Morgan Stanley Capital Services LLC
N/A Citibank, N.A.
N/A Royal Bank of Canada
N/A S&P 500 Mini Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Canadian Imperial Bank of Commerce
N/A Cargill, Incorporated
N/A EURO STOXX 50 Index Future
N/A Citibank, N.A.
N/A Merrill Lynch International
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A Royal Bank of Canada
N/A Citibank, N.A.
N/A S&P 500 Mini Index Option
N/A Cargill, Incorporated
N/A S&P 500 Mini Index Option
N/A Macquarie Bank Limited
N/A BNP Paribas
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A EURO STOXX 50 Index Option
N/A Nikkei 225 Index Future
N/A FTSE 100 Index Option
N/A Merrill Lynch International
N/A Cargill, Incorporated
N/A Silver Future
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Mini Index Option
N/A U.S. Treasury Long Bond Future
N/A Citibank, N.A.
N/A Euro-Bund Future
N/A Citibank, N.A.
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A BNP Paribas
N/A Citibank, N.A.
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A MSCI Emerging Markets Index Option
N/A Goldman Sachs International
N/A Goldman Sachs International
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A Royal Bank of Canada
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A BNP Paribas
N/A FTSE 100 Index Future
N/A Barclays Bank PLC
N/A MSCI Emerging Markets Index Option
N/A Morgan Stanley & Co. International PLC
N/A FTSE 100 Index Option
N/A E-Mini S&P 500 Index Future
N/A Nikkei 225 Index Option
N/A BNP Paribas
N/A Japan 10 year Bonds Future
N/A WTI Crude Future
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A MSCI Emerging Markets Index Future
N/A BNP Paribas
N/A Royal Bank of Canada
N/A S&P 500 Mini Index Option
N/A E-Mini Russell 2000 Index Future
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A JPMorgan Chase Bank, National Association
N/A FTSE 100 Index Option
N/A Nikkei 225 Index Option
N/A FTSE 100 Index Option
N/A Citibank, N.A.
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A EURO STOXX 50 Index Option
N/A EURO STOXX 50 Index Option
N/A S&P 500 Mini Index Option
N/A Macquarie Bank Limited
N/A Bank of America, National Association
N/A Low Sulphur Gas Oil Future
N/A Bank of America, National Association
N/A JPMorgan Chase Bank, National Association
N/A Long Gilt Future
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A EURO STOXX 50 Index Option
N/A Canadian Imperial Bank of Commerce
N/A EURO STOXX 50 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Goldman Sachs International
N/A Canadian Imperial Bank of Commerce
N/A Nikkei 225 Index Option
N/A Brent Crude Future
N/A Bank of America, National Association
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Cargill, Incorporated
N/A FTSE 100 Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A Barclays Bank PLC
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A EURO STOXX 50 Index Option
N/A Citibank, N.A.
N/A Australia 10 Year Bonds Future
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A Canadian Imperial Bank of Commerce
N/A Goldman Sachs International
N/A Brent Crude Future
N/A WTI Crude Future
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A MSCI Emerging Markets Index Future
N/A EURO STOXX 50 Index Future
N/A E-Mini S&P 500 Index Future
N/A Silver Future
N/A Nikkei 225 Index Future
N/A E-Mini Russell 2000 Index Future
N/A FTSE 100 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A Royal Bank of Canada
N/A Cargill, Incorporated
N/A Cargill, Incorporated
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Bank of America, National Association
N/A BNP Paribas
N/A BNP Paribas
N/A FTSE 100 Index Future
N/A Canada 10 Year Bond Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Euro-Bund Future
N/A Japan 10 year Bonds Future
N/A U.S. Treasury Long Bond Future
N/A Long Gilt Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Canadian Imperial Bank of Commerce
N/A JPMorgan Chase Bank, National Association
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Cargill, Incorporated
N/A Royal Bank of Canada
N/A Merrill Lynch International
N/A Canadian Imperial Bank of Commerce
N/A Royal Bank of Canada
N/A Barclays Bank PLC
N/A BNP Paribas
N/A Cargill, Incorporated
N/A Canadian Imperial Bank of Commerce
N/A Goldman Sachs International
N/A BNP Paribas
N/A BNP Paribas
N/A Citibank, N.A.
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Royal Bank of Canada
N/A Barclays Bank PLC
N/A Canadian Imperial Bank of Commerce
N/A Macquarie Bank Limited
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A Citibank, N.A.
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A Barclays Bank PLC
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Goldman Sachs International
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Morgan Stanley & Co. International PLC
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A BNP Paribas
N/A BNP Paribas
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A Australia 10 Year Bonds Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Low Sulphur Gas Oil Future
N/A Brent Crude Future
N/A WTI Crude Future
N/A Nikkei 225 Index Future
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A MSCI Emerging Markets Index Future
N/A E-Mini S&P 500 Index Future
N/A EURO STOXX 50 Index Future
N/A Silver Future
N/A E-Mini Russell 2000 Index Future
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Cargill, Incorporated
N/A Merrill Lynch International
N/A Morgan Stanley Capital Services LLC
N/A FTSE 100 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Euro-Bund Future
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Royal Bank of Canada
N/A Cargill, Incorporated
N/A Cargill, Incorporated
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Goldman Sachs International
N/A BNP Paribas
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A J.P. Morgan Securities PLC
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A BNP Paribas
N/A Bank of America, National Association
N/A Citigroup Global Markets Limited
N/A BNP Paribas
N/A BNP Paribas
N/A Japan 10 year Bonds Future
N/A U.S. Treasury Long Bond Future
N/A Long Gilt Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Australia 10 Year Bonds Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A Canadian Imperial Bank of Commerce
N/A JPMorgan Chase Bank, National Association
N/A Macquarie Bank Limited
N/A Merrill Lynch International
N/A Cargill, Incorporated
N/A Royal Bank of Canada
N/A Merrill Lynch International
N/A Canadian Imperial Bank of Commerce
N/A Royal Bank of Canada
N/A JPMorgan Chase Bank, National Association
N/A Barclays Bank PLC
N/A BNP Paribas
N/A Cargill, Incorporated
N/A Canadian Imperial Bank of Commerce
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A BNP Paribas
N/A Citibank, N.A.
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Royal Bank of Canada
N/A Canadian Imperial Bank of Commerce
N/A Macquarie Bank Limited
N/A Morgan Stanley Capital Services LLC
N/A BNP Paribas
N/A Macquarie Bank Limited
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A Canada 10 Year Bond Future
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A S&P 500 Mini Index Option
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Barclays Bank PLC
N/A Citibank, N.A.
N/A U.S. Treasury Long Bond Future
N/A S&P 500 Mini Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Mini Index Option
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Royal Bank of Canada
N/A Nikkei 225 Index Option
N/A Canadian Imperial Bank of Commerce
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A BNP Paribas
N/A Barclays Bank PLC
N/A BNP Paribas
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A Goldman Sachs International
N/A MSCI Emerging Markets Index Option
N/A Royal Bank of Canada
N/A Citibank, N.A.
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A Cargill, Incorporated
N/A EURO STOXX 50 Index Option
N/A Merrill Lynch International
N/A FTSE 100 Index Future
N/A Macquarie Bank Limited
N/A Japan 10 year Bonds Future
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Silver Future
N/A EURO STOXX 50 Index Option
N/A JPMorgan Chase Bank, National Association
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A Morgan Stanley Capital Services LLC
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A FTSE 100 Index Option
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A BNP Paribas
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A FTSE 100 Index Option
N/A Barclays Bank PLC
N/A Canadian Imperial Bank of Commerce
N/A BNP Paribas
N/A Long Gilt Future
N/A J.P. Morgan Securities PLC
N/A Canada 10 Year Bond Future
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A FTSE 100 Index Option
N/A Royal Bank of Canada
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Mini Index Option
N/A Merrill Lynch International
N/A EURO STOXX 50 Index Future
N/A Nikkei 225 Index Future
N/A JPMorgan Chase Bank, National Association
N/A Euro-Bund Future
N/A Merrill Lynch International
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A Nikkei 225 Index Option
N/A Macquarie Bank Limited
N/A BNP Paribas
N/A Canadian Imperial Bank of Commerce
N/A Australia 10 Year Bonds Future
N/A BNP Paribas
N/A E-Mini Russell 2000 Index Future
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Merrill Lynch International
N/A S&P 500 Mini Index Option
N/A Nikkei 225 Index Option
N/A Cargill, Incorporated
N/A EURO STOXX 50 Index Option
N/A Nikkei 225 Index Option
N/A Citibank, N.A.
N/A Cargill, Incorporated
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Canadian Imperial Bank of Commerce
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A WTI Crude Future
N/A S&P 500 Mini Index Option
N/A EURO STOXX 50 Index Option
N/A E-Mini S&P 500 Index Future
N/A Nikkei 225 Index Option
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A Cargill, Incorporated
N/A Nikkei 225 Index Option
N/A Brent Crude Future
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A MSCI Emerging Markets Index Future
N/A JPMorgan Chase Bank, National Association
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A S&P 500 Mini Index Option
N/A S&P 500 Mini Index Option
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A WTI Crude Future
N/A Bank of America, National Association
N/A Nikkei 225 Index Future
N/A Merrill Lynch International
N/A Citibank, N.A.
N/A MSCI Emerging Markets Index Future
N/A Goldman Sachs International
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A Australia 10 Year Bonds Future
N/A S&P 500 Index Option
N/A Canadian Imperial Bank of Commerce
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A FTSE 100 Index Future
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A J.P. Morgan Securities PLC
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Royal Bank of Canada
N/A EURO STOXX 50 Index Option
N/A Barclays Bank PLC
N/A JPMorgan Chase Bank, National Association
N/A Long Gilt Future
N/A S&P 500 Index Option
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Canada 10 Year Bond Future
N/A Nikkei 225 Index Option
N/A Royal Bank of Canada
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Goldman Sachs International
N/A Goldman Sachs International
N/A Citibank, N.A.
N/A E-Mini Russell 2000 Index Future
N/A Royal Bank of Canada
N/A Macquarie Bank Limited
N/A Citibank, N.A.
N/A Merrill Lynch International
N/A Citibank, N.A.
N/A S&P 500 Index Option
N/A Euro-Bund Future
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Bank of America, National Association
N/A Macquarie Bank Limited
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Canadian Imperial Bank of Commerce
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A BNP Paribas
N/A Goldman Sachs International
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A Brent Crude Future
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Citibank, N.A.
N/A MSCI Emerging Markets Index Option
N/A Canadian Imperial Bank of Commerce
N/A Citibank, N.A.
N/A Bank of America, National Association
N/A Goldman Sachs International
N/A Bank of America, National Association
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A EURO STOXX 50 Index Option
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A J.P. Morgan Securities PLC
N/A Canadian Imperial Bank of Commerce
N/A S&P 500 Index Option
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A Silver Future
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A Citibank, N.A.
N/A EURO STOXX 50 Index Future
N/A Merrill Lynch International
N/A FTSE 100 Index Option
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A Barclays Bank PLC
N/A Nikkei 225 Index Option
N/A Citibank, N.A.
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A E-Mini S&P 500 Index Future
N/A S&P 500 Index Option
N/A Japan 10 year Bonds Future
N/A Citigroup Global Markets Limited
N/A Citibank, N.A.
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Morgan Stanley Capital Services LLC
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Index Option
N/A Merrill Lynch International
N/A BNP Paribas
N/A U.S. Treasury Long Bond Future
N/A Goldman Sachs International
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A BNP Paribas
N/A Citibank, N.A.
N/A Canadian Imperial Bank of Commerce
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Barclays Bank PLC
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A J.P. Morgan Securities PLC
N/A JPMorgan Chase Bank, National Association
N/A Silver Future
N/A MSCI Emerging Markets Index Future
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A FTSE 100 Index Future
N/A Euro-Bund Future
N/A Royal Bank of Canada
N/A Australia 10 Year Bonds Future
N/A S&P 500 Index Option
N/A Nikkei 225 Index Future
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Canada 10 Year Bond Future
N/A JPMorgan Chase Bank, National Association
N/A Long Gilt Future
N/A Royal Bank of Canada
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Goldman Sachs International
N/A Goldman Sachs International
N/A Royal Bank of Canada
N/A Macquarie Bank Limited
N/A Citibank, N.A.
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A WTI Crude Future
N/A Merrill Lynch International
N/A Bank of America, National Association
N/A Macquarie Bank Limited
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Index Option
N/A Canadian Imperial Bank of Commerce
N/A Cargill, Incorporated
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A BNP Paribas
N/A Goldman Sachs International
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A MSCI Emerging Markets Index Option
N/A Cargill, Incorporated
N/A Citibank, N.A.
N/A Brent Crude Future
N/A Canadian Imperial Bank of Commerce
N/A Bank of America, National Association
N/A Bank of America, National Association
N/A JPMorgan Chase Bank, National Association
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Barclays Bank PLC
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A J.P. Morgan Securities PLC
N/A Canadian Imperial Bank of Commerce
N/A S&P 500 Index Option
N/A Citibank, N.A.
N/A Cargill, Incorporated
N/A Royal Bank of Canada
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A EURO STOXX 50 Index Future
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A EURO STOXX 50 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Barclays Bank PLC
N/A Nikkei 225 Index Option
N/A Citibank, N.A.
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Citigroup Global Markets Limited
N/A JPMorgan Chase Bank, National Association
N/A EURO STOXX 50 Index Option
N/A E-Mini S&P 500 Index Future
N/A Barclays Bank PLC
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A U.S. Treasury Long Bond Future
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Morgan Stanley Capital Services LLC
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A E-Mini Russell 2000 Index Future
N/A S&P 500 Index Option
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A Japan 10 year Bonds Future
N/A Merrill Lynch International
N/A BNP Paribas
N/A Goldman Sachs International
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Canada 10 Year Bond Future
N/A E-Mini S&P 500 Index Future
N/A U.S. Treasury Long Bond Future
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Future
N/A Silver Future
N/A JPMorgan Chase Bank, National Association
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A Euro BONO Futures on long-term Spanish government bonds
N/A S&P 500 Index Option
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A S&P 500 Index Option
N/A CITIBANK, N.A.
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Future
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A E-Mini Russell 2000 Index Future
N/A Goldman Sachs International
N/A FTSE 100 Index Option
N/A EURO STOXX 50 Index Option
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Future
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A EURO STOXX 50 Index Option
N/A CITIBANK, N.A.
N/A Australia 10 Year Bonds Future
N/A Canadian Imperial Bank of Commerce
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A CITIBANK, N.A.
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A Merrill Lynch International
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Cargill, Incorporated
N/A Long Gilt Future
N/A Macquarie Bank Limited
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A EURO STOXX 50 Index Future
N/A Japan 10 year Bonds Future
N/A Nikkei 225 Index Option
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A Brent Crude Future
N/A BNP Paribas
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Barclays Bank PLC
N/A Natural Gas Future
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Morgan Stanley Capital Services LLC
N/A Goldman Sachs International
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A Goldman Sachs International
N/A BNP Paribas
N/A CITIBANK, N.A.
N/A JPMorgan Chase Bank, National Association
N/A WTI Crude Future
N/A FTSE 100 Index Option
N/A JPMorgan Chase Bank, National Association
N/A S&P 500 Index Option
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Merrill Lynch International
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Future
N/A EURO STOXX 50 Index Option
N/A JPMorgan Chase Bank, National Association
N/A Merrill Lynch International
N/A Nikkei 225 Index Option
N/A Japan 10 year Bonds Future
N/A Nikkei 225 Index Option
N/A JPMorgan Chase Bank, National Association
N/A BNP Paribas
N/A Merrill Lynch International
N/A S&P 500 Index Option
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A EURO STOXX 50 Index Option
N/A JPMorgan Chase Bank, National Association
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A Long Gilt Future
N/A BNP Paribas
N/A Goldman Sachs International
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A BNP Paribas
N/A S&P 500 Index Option
N/A Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A BNP Paribas
N/A Merrill Lynch International
N/A E-Mini S&P 500 Index Future
N/A S&P 500 Index Option
N/A CITIBANK, N.A.
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A Euro-Bund Future
N/A Natural Gas Future
N/A Goldman Sachs International
N/A Nikkei 225 Index Option
N/A J.P. MORGAN CONTAG GAS OIL CLASS A EXCESS RETURN INDEX Swap
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A FTSE 100 Index Future
N/A JPMorgan Chase Bank, National Association
N/A Goldman Sachs International
N/A Merrill Lynch International
N/A Merrill Lynch International
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A U.S. Treasury Long Bond Future
N/A JPMorgan Chase Bank, National Association
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A E-Mini Russell 2000 Index Future
N/A CIBC DYNAMIC ROLL LME COPPER INDEX 2 CIBC DYNAMIC ROLL LME COPPER Swap
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A JPMorgan Chase Bank, National Association
N/A BOFA MERRILL LYNCH COMMODITY MLCXNGA EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY swap
N/A MSCI Emerging Markets Index Option
N/A GOLDMAN SACHS COMMODITY I-SELECT STRATEGY 1121 swap
N/A EURO STOXX 50 Index Future
N/A Brent Crude Future
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A Australia 10 Year Bonds Future
N/A Nikkei 225 Index Option
N/A Canada 10 Year Bond Future
N/A Goldman Sachs International
N/A S&P 500 Index Option
N/A CARGILL 11 COMMODITY INDEX 5 CARGILL 11 COMMODITY INDEX 5 Swap
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A FTSE 100 Index Option
N/A Nikkei 225 Index Option
N/A BNP Paribas
N/A EURO STOXX 50 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Option
N/A Goldman Sachs International
N/A WTI Crude Future
N/A Nikkei 225 Index Option
N/A Goldman Sachs International
N/A BNP Paribas
N/A JPMorgan Chase Bank, National Association
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Goldman Sachs International
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Future
N/A JPMorgan Chase Bank, National Association
N/A MSCI EMU Minimum Volatility Index Swap
N/A MSCI Emerging Markets Index Option
N/A Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index Swap
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Future
N/A Nikkei 225 Index Option
N/A Gasoline RBOB Future
N/A MSCI Japan Minimum Volatility Index Swap
N/A Cargill Monthly Rebalance Commodity Excess Return Index Swap
N/A Invesco UK Broad Price Momentum Index Swap
N/A FTSE 100 Index Option
N/A Invesco UK Broad Low Volatility Index Swap
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Future
N/A Invesco UK Broad Quality Index Swap
N/A Invesco UK Broad Low Volatility Index Swap
N/A Japan 10 year Bond Future
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A Invesco UK Broad Low Volatility Index Swap
N/A Invesco UK Broad Quality Index Swap
N/A Invesco US Large Cap Broad Quality Index Swap
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index Swap
N/A MSCI Japan Minimum Volatility Index Swap
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Japan Quality Index Swap
N/A MSCI EMU Momentum Index Swap
N/A WTI Crude Future
N/A MSCI Japan Minimum Volatility Index Swap
N/A Australia 10 Year Bond Future
N/A MSCI Japan Quality Index Swap
N/A MSCI Japan Quality Index Swap
N/A S&P 500 Index Option
N/A EURO STOXX 50 Index Option
N/A Natural Gas Future
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Japan Minimum Volatility Index Swap
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A J.P. Moran Contag Beta Gas Oil Excess Return Index Swap
N/A Euro-Bund Future
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Invesco UK Broad Price Momentum Index Swap
N/A Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 Swap
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A FTSE 100 Index Future
N/A S&P 500 Index Option
N/A Invesco UK Broad Quality Index Swap
N/A Nikkei 225 Index Option
N/A MSCI Japan Quality Index Swap
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A Invesco UK Broad Price Momentum Index Swap
N/A MSCI Emerging Markets Index Option
N/A MLCX Natural Gas Annual Excess Return Index Swap
N/A Silver Future
N/A MSCI Emerging Markets Index Option
N/A Goldman Sachs Commodity i-Select Strategy 1121 Index Swap
N/A Cargill Single Commodity Index Excess Return Swap
N/A FTSE 100 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A EURO STOXX 50 Index Option
N/A Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index Swap
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Long Gilt Future
N/A EURO STOXX 50 Future
N/A MSCI USA Minimum Volatility Index Swap
N/A E-Mini Russell 2000 Index Future
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A EURO STOXX 50 Index Option
N/A Nikkei 225 Index Option
N/A Brent Crude Future
N/A MSCI EMU Quality Index Swap
N/A Merrill Lynch Gold Excess Return Index Swap
N/A Canada 10 Year Bonds Future
N/A S&P GSCI Gold Index Excess Return Swap
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A NY Harbor ULSD Future
N/A FTSE 100 Index Option
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A E-MINI S&P 500 Index Future
N/A U.S. Treasury Long Bonds Future
N/A Invesco US Large Cap Broad Price Momentum Index Swap
N/A MSCI EMU Minimum Volatility Index Swap
N/A MSCI United Kingdom Minimum Volatility Index Swap
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A S&P 500 Index Option
N/A MSCI United Kingdom Quality Index Swap
N/A MSCI Emerging Markets Index Option
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Nikkei 225 Index Option
N/A MSCI Japan Minimum Volatility Index Swap
N/A Nikkei 225 Index Option
N/A MLCX Natural Gas Annual Excess Return Index Swap
N/A Monthly Rebalance Commodity Excess Return Index Swap
N/A Silver Future
N/A FTSE 100 Index Future
N/A MSCI Emerging Markets Momentum Index Swap
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Momentum Index Swap
N/A Nikkei 225 Index Option
N/A Long Gilt Future
N/A MSCI EMU Momentum Index Swap
N/A WTI Crude Future
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A MSCI EMU Momentum Index Swap
N/A MSCI Japan Minimum Volatility Index Swap
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Japan Quality Index Swap
N/A FTSE 100 Index Option
N/A MSCI USA Momentum Index Swap
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Option
N/A MSCI Japan Minimum Volatility Index Swap
N/A FTSE 100 Index Option
N/A MSCI USA Quality Index Swap
N/A MSCI Japan Quality Index Swap
N/A MSCI Japan Quality Index Swap
N/A MSCI United Kingdom Quality Index Swap
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A MSCI United Kingdom Minimum Volatility Index Swap
N/A J.P. Moran Contag Beta Gas Oil Excess Return Index Swap
N/A MSCI United Kingdom Quality Index Swap
N/A MSCI Japan Minimum Volatility Index Swap
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Future
N/A Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 Swap
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Japan Government Ten Year Bond Future
N/A NYH RBOB Gasoline Future
N/A MSCI United Kingdom Momentum Index Swap
N/A MSCI Japan Quality Index Swap
N/A MSCI United Kingdom Minimum Volatility Index Swap
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A Goldman Sachs Commodity i-Select Strategy 1121 Index Swap
N/A Cargill Gold Index Swap
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A S&P 500 Emini Index Future
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A S&P GSCI Aluminum Dynamic Roll Index Excess Return Swap
N/A MSCI Emerging Markets Momentum Tilt Index Swap
N/A Macquarie Aluminum Dynamic Selection Index Swap
N/A Canada 10 Year Bonds Future
N/A MSCI USA Minimum Volatility Index Swap
N/A U.S. Treasury Long Bond Future
N/A Brent Crude Future
N/A MSCI Emerging Markets Index Option
N/A MSCI United Kingdom Momentum Index Swap
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A Russell 2000 Emini Index Future
N/A MSCI Emerging Markets Momentum Index Swap
N/A S&P 500 Index Option
N/A MSCI Japan Quality Index Swap
N/A MSCI EMU Quality Index Swap
N/A Merrill Lynch Gold Excess Return Index Swap
N/A MSCI EMU Quality Index Swap
N/A S&P GSCI Gold Index Excess Return Swap
N/A Nikkei 225 Index Future
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A EURO-BUND Future
N/A EURO STOXX 50 Index Future
N/A MSCI United Kingdom Momentum Index Swap
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A EURO STOXX 50 Index Option
N/A MSCI Japan Minimum Volatility Index Swap
N/A MSCI Emerging Markets Momentum Tilt Index Swap
N/A MSCI Emerging Markets Minimum Volatility Index Swap
N/A Australia Government Bond Future
N/A Barclays Commodity Strategy 1452 Excess Return Index Swap
N/A MSCI Emerging Markets Index Option
N/A MSCI UK Min Vol TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A S&P 500 Emini Future
N/A S&P 500 Index Option
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A MSCI Emerg Mmntm TR Swap
N/A S&P 500 Index Option
N/A MSCI UK Momentum TR Swap (Long)
N/A Nikkei 225 Index Option
N/A MSCI Emerg Mmntm TR Swap
N/A Nikkei 225 Index Option
N/A Nat Gas Seasonal BAML Swap (Long)
N/A S&P 500 Index Option
N/A MSCI UK Momentum TR Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A E-Mini Russell 2000 Index Future
N/A Gasoline RBOB Future
N/A MSCI EMU Momentum TR Swap
N/A MSCI Japan Quality TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A U.S. Treasury Long Bonds Future
N/A Nikkei 225 Index Option
N/A Japan Government Ten Year Bond Future
N/A MSCI UK Quality TR Swap (Long)
N/A MSCI Japan Quality TR Swap
N/A FTSE 100 Index Option
N/A Nikkei 225 Index Future
N/A Nikkei 225 Index Option
N/A June 22 Puts on MXEFMXEF US 06/17/22 P1330
N/A Silver Future
N/A EURO STOXX 50 Index Future
N/A FTSE 100 Index Future
N/A MSCI Emerging Markets Index Option
N/A EURO STOXX 50 Index Option
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Japan MinVol TR Swap (Long)
N/A MSCI EMU MinVol TR Swap (Long)
N/A S&P 500 Index Option
N/A M1EFMVOL TR Swap (Long)
N/A MSCI UK Quality TR Swap (Long)
N/A MSCI Japan MinVol TR Swap (Long)
N/A MSCI Emerging Markets Index Future
N/A MSCI Emerg Low Vol TR Swap
N/A Gold S&P JPM ER Swap (Long)
N/A Nikkei 225 Index Option
N/A MSCI Emerging Markets Index Option
N/A Gold Cargill ER Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A FTSE 100 Index Option
N/A S&P 500 Index Option
N/A FTSE 100 Index Option
N/A MSCI Japan Quality TR Swap
N/A M1USMVOL US LC MinVol TR Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A MSCI UK Momentum TR Swap (Long)
N/A MSCI Japan MinVol TR Swap (Long)
N/A Aluminum MS GSCI Dynamic Roll Swap (Long)
N/A MSCI Emerg Mmntm TILT TR Swap
N/A EURO STOXX 50 Index Option
N/A Long Gilt Future
N/A Agric FLEX Index 2019-02 CARG Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A MSCI EMU Quality TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A MSCI UK Min Vol TR Swap (Long)
N/A MSCI Emerg Mmntm TR Swap
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A MSCI Japan Quality TR Swap (Long)
N/A GasOil JPM Opt Roll Swap (Long)
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A Australia 10 Year Bond Future
N/A Nikkei 225 Index Option
N/A MSCI Japan LowVol TR Swap
N/A WTI Crude Future
N/A Canada 10 Year Bonds Future
N/A MSCI UK Quality TR Swap (Long)
N/A M1USMMT US LC Mmntm TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A S&P 500 Index Option
N/A M1USQU US LC Qual TR Swap (Long)
N/A MSCI Emerg Mmntm TILT TR Swap
N/A MSCI Emerg Low Vol TR Swap
N/A MSCI UK Min Vol TR Swap (Long)
N/A S&P 500 Index Option
N/A Copper BARC Optim Idx ER Swap (Long)
N/A MSCI Japan Quality TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A MSCI UK Min Vol TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A FTSE 100 Index Option
N/A S&P 500 Index Option
N/A S&P 500 Index Option
N/A Brent Crude Future
N/A EURO STOXX 50 Index Option
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A S&P 500 Index Option
N/A MSCI UK Momentum TR Swap (Long)
N/A Nikkei 225 Index Option
N/A Canadian 10 Year Bond Future
N/A S&P 500 Index Option
N/A FTSE 100 Index Option
N/A Nat Gas Seasonal BAML Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A MSCI UK Momentum TR Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A S&P 500 Index Option
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A WTI Crude Future
N/A Gold Cargill ER Swap (Long)
N/A Long Gilt Future
N/A Nikkei 225 Index Option
N/A MSCI UK Quality TR Swap (Long)
N/A Agric Index GS FLEX Swap (Long)
N/A MSCI Japan MinVol TR Swap (Long)
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Future
N/A June 22 Puts on MXEFMXEF US 06/17/22 P1330
N/A M1EFMMT TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A M1EFMMT TR Swap (Long)
N/A E-Mini Russell 2000 Index Future
N/A S&P 500 Index Option
N/A Copper BARC Optim Idx ER Swap (Long)
N/A S&P 500 Index Option
N/A Nikkei 225 Index Option
N/A Nikkei 225 Index Option
N/A MSCI EMU MinVol TR Swap (Long)
N/A S&P 500 Index Option
N/A M1EFMVOL TR Swap (Long)
N/A MSCI Japan Quality TR Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A S&P 500 Index Option
N/A MSCI UK Quality TR Swap (Long)
N/A EURO STOXX 50 Future
N/A Silver Future
N/A Gold S&P JPM ER Swap (Long)
N/A Nikkei 225 Index Option
N/A MSCI EMU Momentum TR Swap (Long)
N/A FTSE 100 Index Future
N/A MSCI Emerging Markets Index Option
N/A M1EFMVOL TR Swap (Long)
N/A MSCI Japan MinVol TR Swap (Long)
N/A M1EFMMT TR Swap (Long)
N/A Nikkei 225 Index Option
N/A FTSE 100 Index Option
N/A M1USMVOL US LC MinVol TR Swap (Long)
N/A M1EFMMT TR Swap (Long)
N/A M1EFMVOL TR Swap (Long)
N/A MSCI UK Momentum TR Swap (Long)
N/A Australia 10 Year Bond Future
N/A Gasoline RBOB Future
N/A MSCI Emerging Markets Index Future
N/A Aluminum MS GSCI Dynamic Roll Swap (Long)
N/A Nikkei 225 Index Option
N/A Agric FLEX Index 2019-02 CARG Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A EURO STOXX 50 Index Option
N/A E-Mini S&P 500 Index Future
N/A MSCI Emerging Markets Index Option
N/A MSCI EMU Quality TR Swap (Long)
N/A MSCI Emerging Markets Index Option
N/A Nikkei 225 Index Option
N/A S&P 500 Index Option
N/A MSCI UK Min Vol TR Swap (Long)
N/A S&P 500 Index Option
N/A MSCI Japan Quality TR Swap (Long)
N/A M1EFMMT TR Swap (Long)
N/A Nikkei 225 Index Option
N/A U.S. Treasury Long Bonds Future
N/A MSCI Emerging Markets Index Option
N/A GasOil JPM Opt Roll Swap (Long)
N/A EURO STOXX 50 Index Option
N/A MSCI UK Quality TR Swap (Long)
N/A MSCI Japan MinVol TR Swap (Long)
N/A M1USMMT US LC Mmntm TR Swap (Long)
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A M1USQU US LC Qual TR Swap (Long)
N/A Japan 10 year Bonds Future
N/A MSCI UK Min Vol TR Swap (Long)
N/A S&P 500 Index Option
N/A August 21 Puts on MXEFMXEF US 08/20/21 P1300
N/A February 22 Puts on SPXSPX US 02/18/22 P4075
N/A April 22 Puts on SPXSPX US 04/14/22 P3925
N/A MSCI UK Min Vol TR Swap (Long)
N/A M1EFMMT TR Swap (Long)
N/A MSCI EMU MinVol TR Swap (Long)
N/A February 22 Puts on MXEFMXEF US 02/18/22 P1290
N/A June 22 Puts on NKYNKY 06/10/22 P27750
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A MSCI EmgMkt Sep21MESU1
N/A June 22 Puts on SPXSPX US 06/17/22 P4050
N/A M1EFMMT TR Swap (Long)
N/A December 21 Puts on SPXSPX US 12/17/21 P3625
N/A U.S. Treasury Long Bond Future
N/A Nat Gas Seasonal BAML Swap (Long)
N/A December 21 Puts on MXEFMXEF US 12/17/21 P1280
N/A July 21 Puts on MXEFMXEF US 07/16/21 P1300
N/A JPN 10Y BOND(OSE) Sep21JBU1 COMB
N/A September 21 Puts on UKXUKX 09/17/21 P6950
N/A November 21 Puts on SPXSPX US 11/19/21 P4075
N/A October 21 Puts on MXEFMXEF US 10/15/21 P1350
N/A April 22 Puts on MXEFMXEF US 04/14/22 P1280
N/A Gold Cargill ER Swap (Long)
N/A February 22 Puts on NKYNKY 02/10/22 P28000
N/A MSCI Japan Quality TR Swap (Long)
N/A Agric Index GS FLEX Swap (Long)
N/A December 21 Puts on NKYNKY 12/10/21 P27250
N/A MSCI UK Quality TR Swap (Long)
N/A July 21 Puts on SX5ESX5E 07/16/21 P3550
N/A Aluminum MS GSCI Dynamic Roll Swap (Long)
N/A WTI CRUDE FUTURE Oct21CLV1 COMB
N/A June 22 Puts on MXEFMXEF US 06/17/22 P1330
N/A July 21 Puts on SPXSPX US 07/16/21 P3790
N/A January 22 Puts on MXEFMXEF US 01/21/22 P1290
N/A FTSE 100 IDX FUT Sep21Z U1
N/A Copper BARC Optim Idx ER Swap (Long)
N/A August 21 Puts on SPXSPX US 08/20/21 P3975
N/A MSCI Japan MinVol TR Swap (Long)
N/A M1USMMT US LC Mmntm TR Swap (Long)
N/A January 22 Puts on SPXSPX US 01/21/22 P4075
N/A AUST 10Y BOND FUT Sep21XMU1 COMB
N/A M1EFMVOL TR Swap (Long)
N/A October 21 Puts on SPXSPX US 10/15/21 P4080
N/A EURO STOXX 50 Sep21VGU1
N/A M1EFMVOL TR Swap (Long)
N/A Gold S&P JPM ER Swap (Long)
N/A March 22 Puts on NKYNKY 03/11/22 P27750
N/A August 21 Puts on UKXUKX 08/20/21 P6975
N/A M1EFMVOL TR Swap (Long)
N/A March 22 Puts on MXEFMXEF US 03/18/22 P1330
N/A MSCI EMU Quality TR Swap (Long)
N/A MSCI UK Momentum TR Swap (Long)
N/A November 21 Puts on NKYNKY 11/12/21 P27250
N/A August 21 Puts on SX5ESX5E 08/20/21 P3850
N/A GASOLINE RBOB FUT Aug21XBQ1 COMB
N/A September 21 Puts on SX5ESX5E 09/17/21 P3450
N/A LONG GILT FUTURE Sep21G U1
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A MSCI UK Momentum TR Swap (Long)
N/A October 21 Puts on NKYNKY 10/08/21 P27250
N/A Agric FLEX Index 2019-02 CARG Swap (Long)
N/A MSCI UK Min Vol TR Swap (Long)
N/A Gold Idx BAML Gold ER Swap (Long)
N/A May 22 Puts on MXEFMXEF US 05/20/22 P1280
N/A MSCI UK Quality TR Swap (Long)
N/A M1EFMMT TR Swap (Long)
N/A May 22 Puts on SPXSPX US 05/20/22 P4050
N/A January 22 Puts on NKYNKY 01/14/22 P27000
N/A September 21 Puts on SPXSPX US 09/17/21 P3600
N/A November 21 Puts on MXEFMXEF US 11/19/21 P1340
N/A GasOil JPM Opt Roll Swap (Long)
N/A BRENT CRUDE FUTR Oct21COV1
N/A MSCI Japan MinVol TR Swap (Long)
N/A MSCI EMU Momentum TR Swap (Long)
N/A MSCI Japan Quality TR Swap (Long)
N/A S&P500 EMINI FUT Sep21ESU1
N/A M1EFMMT TR Swap (Long)
N/A NIKKEI 225 (OSE) Sep21NKU1 COMB
N/A CAN 10YR BOND FUT Sep21CNU1
N/A M1USMVOL US LC MinVol TR Swap (Long)
N/A E-Mini Russ 2000 Sep21RTYU1
N/A August 21 Puts on NKYNKY 08/13/21 P28500
N/A September 21 Puts on MXEFMXEF US 09/17/21 P1300
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A March 22 Puts on SPXSPX US 03/18/22 P3750
N/A EURO STOXX 50 Index Option
N/A MSCI EMU Quality Index Total Return Swap
N/A Long Gilt Future
N/A Canada 10 Year Bonds Future
N/A Silver Future
N/A Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 Total Return Bond
N/A MSCI USA Momentum Index Total Return Swap
N/A S&P 500 Index Option
N/A Gasoline RBOB Future
N/A EURO STOXX 50 Index Option
N/A FTSE 100 Index Future
N/A S&P 500 Index Option
N/A MLCX Natural Gas Annual Excess Return Index Total Return Swap
N/A MSCI Emerging Markets Index Future
N/A MSCI Emerging Markets Index Option
N/A MSCI Emerging Markets Index Option
N/A U.S. Treasury Long Bonds Future
N/A Japan 10 year Bonds Future
N/A Single Commodity Index Excess Return Total Return Swap
N/A Goldman Sachs Commodity I-Select Strategy 1121 Total Return Swap
N/A MSCI EMU Minimum Volatility Index Total Return Swap
N/A MSCI Emerging Markets Momentum Index Total Return Swap
N/A S&P GSCI Aluminum Dynamic Roll Index Excess Return Total Return Swap
N/A S&P 500 Index Option
N/A Australia 10 Year Bonds Future
N/A MSCI Emerging Markets Momentum Index Total Return Swap
N/A Barclays Commodity Strategy 1452 Excess Return Index Total Return Swap
N/A MSCI USA Quality Index Total Return Swap
N/A S&P GSCI Gold Index Excess Return Total Return Swap
N/A S&P 500 Index Option
N/A MSCI USA Minimum Volatility Index Total Return Swap
N/A MSCI Emerging Markets Minimum Volatility Total Return Swap
N/A Monthly Rebalance Commodity Excess Return Index Total Return Swap
N/A Merrill Lynch Gold Excess Return Index Total Return Swap
N/A WTI Crude Future
N/A Brent Crude Future
N/A MSCI Emerging Markets Momentum Index Total Return Swap
N/A S&P 500 Index Option
N/A J.P. Moran Contag Beta Gas Oil Excess Return Index Total Return Swap
N/A MSCI Emerging Markets Minimum Volatility Total Return Swap
N/A EURO STOXX 50 Future
N/A S&P 500 E-Mini Future
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A MSCI Emerging Markets Index Option
N/A TOPIX Index Future
N/A Macquarie Aluminum Dynamic Selection Index Total Return Swap
N/A E-Mini Russell 2000 Index Future
N/A MSCI Emerging Markets Minimum Volatility Total Return Swap
N/A S&P 500 Index Option
N/A LONG GILT FUTURE Mar21G H1
N/A Agric FLEX Index 2019-02 CARG Swap (Long)
N/A BRENT CRUDE FUTR Aug21COQ1
N/A Copper BAML Optim Idx ER Swap (Long)
N/A S&P500 EMINI FUT Mar21ESH1
N/A AUST 10Y BOND FUT Mar21XMH1 COMB
N/A Gold Cargill ER Swap (Long)
N/A EURO STOXX 50 Mar21VGH1
N/A Agric Index GS FLEX Swap (Long)
N/A Aluminum MS GSCI Dynamic Roll Swap (Long)
N/A HANG SENG IDX FUT Jan21HIF1 COMB
N/A Aluminum MACQ Dynamic ER Swap (Long)
N/A GasOil JPM Opt Roll Swap (Long)
N/A Copper BARC Optim Idx ER Swap (Long)
N/A Nat Gas Seasonal BAML Swap (Long)
N/A FTSE 100 IDX FUT Mar21Z H1
N/A Gold Idx BAML Gold ER Swap (Long)
N/A New York Harbor Ultra-Low Sulfur Diesel Future
N/A GASOLINE RBOB FUT Feb21XBG1 COMB
N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A TOPIX INDX FUTR Mar21TPH1 COMB
N/A Gold S&P JPM ER Swap (Long)
N/A CAN 10YR BOND FUT Mar21CNH1
N/A SILVER FUTURE Mar21SIH1 COMB
N/A WTI CRUDE FUTURE Jul21CLN1 COMB
N/A HANG SENG IDX FUT JAN21 HIF1 COMB
N/A E-Mini Russ 2000 Mar21RTYH1
N/A Agric Index 2020-08 BARC Swap (Long)
N/A US LONG BOND(CBT) Mar21USH1 COMB
N/A CARG Gold ER Swap (Long)
U.S. Treasury Floating Rate Notes