| ICE 20+ YEAR U.S. TREASURY INDEX SWAP GOLDMAN SACHS INTERNATIONAL | 56.26 | 795,232.00 |
| ICE 20+ YEAR U.S. TREASURY INDEX SWAP BANK OF AMERICA NA | 47.33 | 669,037.00 |
| ICE 20+ YEAR U.S. TREASURY INDEX SWAP CITIBANK NA | 41.31 | 583,934.00 |
| ICE 20+ YEAR U.S. TREASURY INDEX SWAP SOCIETE GENERALE | 29.54 | 417,522.00 |
| ICE 20+ YEAR U.S. TREASURY INDEX SWAP BARCLAYS CAPITAL | 24.15 | 341,323.00 |
| US LONG BOND(CBT) BOND 19/DEC/2024 USZ4 COMDTY | 1.74 | 20 |
