| SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL | 34.28 | 350,830.00 |
| S&P 500 INDEX SWAP BNP PARIBAS | 16.93 | 148,864.00 |
| S&P 500 INDEX SWAP CITIBANK NA | 14.23 | 125,125.00 |
| S&P 500 INDEX SWAP BANK OF AMERICA NA | 12.34 | 108,480.00 |
| S&P 500 INDEX SWAP BARCLAYS CAPITAL UBS AG | 10.78 | 94,835.00 |
| S&P 500 INDEX SWAP UBS AG | 10.56 | 92,892.00 |
| S&P500 EMINI FUT EQUITY INDEX 20/SEP/2024 ESU4 INDEX | 9.37 | 1,637.00 |
| S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC | 7.34 | 64,520.00 |
| S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL | 7.05 | 61,988.00 |
| S&P 500 INDEX SWAP JPMORGAN CHASE BANK NA | 5.59 | 49,136.00 |
