ABBEY CAPITAL FUTURES STRATEGY FUND
 
CONSOLIDATED PORTFOLIO OF INVESTMENTS
MAY 31, 2023
(UNAUDITED)

                     
   
COUPON*
 
MATURITY DATE
 
PAR (000's)
   
VALUE
 
SHORT-TERM INVESTMENTS - 84.6%
                   
U.S. TREASURY OBLIGATIONS - 82.3%
                   
U.S. Treasury Bills
   
4.723
%
06/01/23
   
1,307
   
$
1,307,000
 
U.S. Treasury Bills
   
4.727
%
06/08/23
   
44,424
     
44,378,673
 
U.S. Treasury Bills
   
4.661
%
06/15/23
   
31,861
     
31,797,737
 
U.S. Treasury Bills
   
4.680
%
06/22/23
   
34,010
     
33,910,060
 
U.S. Treasury Bills
   
4.778
%
06/29/23
   
43,120
     
42,950,885
 
U.S. Treasury Bills
   
4.857
%
07/06/23
   
51,979
     
51,733,968
 
U.S. Treasury Bills
   
4.822
%
07/13/23
   
21,454
     
21,326,815
 
U.S. Treasury Bills
   
4.850
%
07/20/23
   
25,804
     
25,625,492
 
U.S. Treasury Bills
   
4.821
%
07/27/23
   
8,820
     
8,748,939
 
U.S. Treasury Bills
   
4.821
%
08/03/23
   
61,822
     
61,264,531
 
U.S. Treasury Bills
   
4.932
%
08/10/23
   
83,984
     
83,145,954
 
U.S. Treasury Bills
   
5.057
%
08/17/23
   
77,012
     
76,176,252
 
U.S. Treasury Bills
   
5.144
%
08/24/23
   
195,255
     
192,908,226
 
U.S. Treasury Bills
   
5.191
%
08/31/23
   
133,251
     
131,481,468
 
U.S. Treasury Bills
   
5.250
%
09/07/23
   
77,931
     
76,860,512
 
U.S. Treasury Bills
   
4.835
%
09/14/23
   
114,014
     
112,325,109
 
U.S. Treasury Bills
   
4.798
%
09/21/23
   
131,855
     
129,764,851
 
U.S. Treasury Bills
   
4.899
%
09/28/23
   
115,031
     
113,110,498
 
U.S. Treasury Bills
   
4.847
%
10/05/23
   
125,710
     
123,423,545
 
U.S. Treasury Bills
   
4.962
%
10/12/23
   
144,011
     
141,211,577
 
U.S. Treasury Bills
   
5.049
%
10/19/23
   
163,426
     
160,095,211
 
U.S. Treasury Bills
   
5.060
%
10/26/23
   
117,006
     
114,497,607
 
U.S. Treasury Bills
   
5.064
%
11/02/23
   
133,169
     
130,208,156
 
U.S. Treasury Bills
   
5.129
%
11/09/23
   
67,205
     
65,617,013
 
U.S. Treasury Bills
   
5.343
%
11/16/23
   
45,512
     
44,408,779
 
U.S. Treasury Bills
   
5.439
%
11/24/23
   
147,474
     
143,733,293
 
TOTAL U.S. TREASURY OBLIGATIONS ($2,164,473,092)
                     
2,162,012,151
 
               
NUMBER OF
         
               
SHARES
         
MONEY MARKET DEPOSIT ACCOUNT - 2.3%
            
(000's)
         
U.S. Bank Money Market Deposit Account, 5.00% (United States)(a)
             
60,840
     
60,839,803
 
TOTAL MONEY MARKET DEPOSIT ACCOUNT ($60,840)
                     
60,839,803
 
                           
TOTAL SHORT-TERM INVESTMENTS
                         
(Cost $2,225,312,895)
                     
2,222,851,954
 
TOTAL INVESTMENTS - 84.6%
                         
(Cost $2,225,312,895)
                     
2,222,851,954
 
                           
OTHER ASSETS IN EXCESS OF LIABILITIES - 15.4%
                     
404,212,674
 
NET ASSETS - 100.0%
                   
$
2,627,064,628
 
 
                         
* Short-term investments' coupon reflect the annualized effective yield on the date of purchase for discounted investments.
                         
(a) The rate shown is as of May 31, 2023.
                         

Futures contracts outstanding as of May 31, 2023 were as follows:
                   
                     
LONG CONTRACTS
EXPIRATION DATE
 
NUMBER OF CONTRACTS
   
NOTIONAL AMOUNT
   
VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
 
10-Year Mini Japanese Government Bond Futures
Jun-23
   
2
   
$
213,329
   
$
(115
)
3-Month Euro Euribor
Jun-24
   
2
     
517,054
     
347
 
3-Month SOFR Futures
Dec-24
   
72
     
17,415,900
     
(66,075
)
3-Month SOFR Futures
Dec-25
   
128
     
31,033,600
     
(70,913
)
90-DAY Bank Bill
Jun-23
   
10
     
6,440,017
     
(5,728
)
90-DAY Bank Bill
Dec-23
   
74
     
47,649,149
     
(35,507
)
Australian 10-Year Bond Futures
Jun-23
   
197
     
15,365,425
     
(272,135
)
Australian 3-Year Bond Futures
Jun-23
   
184
     
12,859,274
     
(101,685
)
CAC40 10 Euro Futures
Jun-23
   
796
     
60,405,776
     
(2,243,645
)
Cattle Feeder Futures
Aug-23
   
114
     
13,632,975
     
577,050
 
Cattle Feeder Futures
Sep-23
   
24
     
2,906,700
     
129,188
 
CHF Currency Futures
Jun-23
   
81
     
11,134,969
     
(231,956
)
Cocoa Futures
Jul-23
   
337
     
10,133,590
     
411,180
 
Cocoa Futures
Sep-23
   
435
     
13,132,650
     
279,780
 
Cocoa Futures
Dec-23
   
112
     
3,371,200
     
(5,630
)
Cocoa Futures ICE
Jul-23
   
272
     
7,937,803
     
437,448
 
Cocoa Futures ICE
Sep-23
   
234
     
6,747,341
     
338,380
 
Cocoa Futures ICE
Dec-23
   
47
     
1,330,680
     
112
 
Coffee 'C' Futures
Jul-23
   
240
     
16,078,500
     
(1,365,413
)
Coffee 'C' Futures
Sep-23
   
33
     
2,176,144
     
(96,338
)
Coffee 'C' Futures
Dec-23
   
1
     
65,100
     
(4,556
)
Coffee Robusta Futures
Jul-23
   
119
     
3,041,640
     
243,120
 
Coffee Robusta Futures
Sep-23
   
101
     
2,545,200
     
124,550
 
Coffee Robusta Futures
Nov-23
   
1
     
24,650
     
30
 
Copper Futures
Jul-23
   
395
     
35,915,375
     
(2,329,138
)
Corn Futures
Jul-23
   
26
     
772,200
     
(7,773
)
DAX Index Futures
Jun-23
   
275
     
115,117,337
     
(1,373,645
)
DJIA Mini E-CBOT
Jun-23
   
152
     
25,064,040
     
(629,564
)
Dollar Index
Jun-23
   
538
     
56,083,810
     
471,287
 
E-Mini Consumer Discretionary Select Futures
Jun-23
   
1
     
153,350
     
2,690
 
E-Mini S&P 500 ESG Futures
Jun-23
   
24
     
4,459,920
     
61,020
 
E-Mini Technology Select Futures
Jun-23
   
1
     
165,710
     
16,550
 
EUR Foreign Exchange Currency Futures
Jun-23
   
569
     
76,000,619
     
(897,601
)
Euro BUXL 30-Year Bond Futures
Jun-23
   
8
     
1,186,053
     
(3,772
)
Euro STOXX 50
Jun-23
   
1,750
     
78,882,249
     
(44,274
)
Euro/JPY Futures
Jun-23
   
161
     
21,437,296
     
603,638
 
Euro-Bobl Futures
Jun-23
   
103
     
13,006,841
     
4,840
 
Euro-BTP Futures
Jun-23
   
364
     
45,117,729
     
382,067
 
Euro-Bund Futures
Jun-23
   
891
     
129,572,812
     
7,643
 
Euro-Oat Futures
Jun-23
   
75
     
10,465,079
     
(6,228
)
FTSE 100 Index Futures
Jun-23
   
927
     
85,932,205
     
(2,754,486
)
FTSE Taiwan Index
Jun-23
   
448
     
25,450,880
     
(11,760
)
FTSE/JSE TOP 40
Jun-23
   
343
     
12,213,105
     
(437,064
)
FTSE/MIB Index Futures
Jun-23
   
185
     
25,799,031
     
(450,729
)
Gasoline RBOB Futures
Jul-23
   
99
     
10,161,320
     
(139,386
)
Gasoline RBOB Futures
Aug-23
   
11
     
1,097,527
     
(33,894
)
Gasoline RBOB Futures
Sep-23
   
2
     
193,906
     
(9,488
)
GBP Currency Futures
Jun-23
   
600
     
46,605,000
     
114,303
 
Gold 100 Oz Futures
Aug-23
   
413
     
81,860,730
     
(281,481
)
Gold 100 Oz Futures
Dec-23
   
5
     
1,010,200
     
(4,630
)
Hang Seng Index Futures
Jun-23
   
18
     
2,091,834
     
(67,927
)
IBEX 35 Index Futures
Jun-23
   
16
     
1,545,563
     
(26,379
)
JPN 10-Year Bond (Osaka Securities Exchange)
Jun-23
   
221
     
235,712,183
     
388,875
 
JPX-Nikkei 400 Index
Jun-23
   
1
     
13,853
     
1,389
 
JPY Currency Futures
Jun-23
   
272
     
24,480,000
     
79,200
 
Live Cattle Futures
Aug-23
   
559
     
37,492,130
     
1,192,171
 
Live Cattle Futures
Oct-23
   
231
     
15,872,010
     
477,530
 
Live Cattle Futures
Dec-23
   
70
     
4,912,600
     
139,450
 
LME Aluminum Forward
Jun-23
   
7
     
394,014
     
(23,373
)
LME Aluminum Forward
Jun-23
   
1
     
56,413
     
(1,350
)
LME Aluminum Forward
Jun-23
   
1
     
56,188
     
(913
)
LME Aluminum Forward
Jun-23
   
130
     
7,288,125
     
(438,316
)
LME Aluminum Forward
Jun-23
   
2,980
     
167,066,249
     
(8,413,684
)
LME Aluminum Forward
Jun-23
   
14
     
785,050
     
(39,526
)
LME Aluminum Forward
Jul-23
   
16
     
898,252
     
(73,998
)
LME Aluminum Forward
Jul-23
   
8
     
449,900
     
(22,702
)
LME Aluminum Forward
Jul-23
   
1
     
56,219
     
(4,269
)
LME Aluminum Forward
Jul-23
   
138
     
7,757,325
     
(172,276
)
LME Aluminum Forward
Jul-23
   
7
     
393,313
     
(32,313
)
LME Aluminum Forward
Jul-23
   
1
     
56,113
     
668
 
LME Aluminum Forward
Jul-23
   
16
     
897,400
     
10,600
 
LME Aluminum Forward
Jul-23
   
1
     
56,075
     
663
 
LME Aluminum Forward
Aug-23
   
1
     
56,112
     
(576
)
LME Aluminum Forward
Aug-23
   
4
     
224,423
     
(1,527
)
LME Aluminum Forward
Sep-23
   
215
     
12,117,830
     
(225,592
)
LME Copper Forward
Jun-23
   
1
     
201,800
     
(24,114
)
LME Copper Forward
Jun-23
   
6
     
1,210,875
     
(144,536
)
LME Copper Forward
Jun-23
   
1
     
201,825
     
(24,025
)
LME Copper Forward
Jun-23
   
6
     
1,211,715
     
(143,546
)
LME Copper Forward
Jun-23
   
1
     
201,981
     
(19,419
)
LME Copper Forward
Jun-23
   
1
     
201,991
     
(23,849
)
LME Copper Forward
Jun-23
   
28
     
5,656,000
     
(539,496
)
LME Copper Forward
Jun-23
   
1,000
     
201,999,999
     
(19,770,800
)
LME Copper Forward
Jun-23
   
4
     
808,025
     
(87,100
)
LME Copper Forward
Jun-23
   
4
     
808,292
     
(38,258
)
LME Copper Forward
Jul-23
   
4
     
808,558
     
(90,480
)
LME Copper Forward
Jul-23
   
3
     
606,469
     
(28,519
)
LME Copper Forward
Jul-23
   
20
     
4,040,250
     
(379,140
)
LME Copper Forward
Jul-23
   
3
     
605,963
     
(59,550
)
LME Copper Forward
Jul-23
   
4
     
808,170
     
(3,400
)
LME Copper Forward
Jul-23
   
1
     
202,084
     
(850
)
LME Copper Forward
Jul-23
   
4
     
808,390
     
(38,385
)
LME Copper Forward
Aug-23
   
4
     
808,665
     
(50,911
)
LME Copper Forward
Aug-23
   
1
     
202,204
     
(3,471
)
LME Copper Forward
Aug-23
   
8
     
1,617,100
     
(7,191
)
LME Copper Forward
Sep-23
   
89
     
18,004,700
     
(29,623
)
LME Lead Forward
Jun-23
   
1
     
51,619
     
(1,706
)
LME Lead Forward
Jun-23
   
2
     
100,705
     
(5,320
)
LME Lead Forward
Jun-23
   
1
     
50,456
     
(3,176
)
LME Lead Forward
Jun-23
   
1
     
50,469
     
(2,093
)
LME Lead Forward
Jun-23
   
6
     
303,078
     
(15,442
)
LME Lead Forward
Jun-23
   
253
     
12,779,789
     
(729,474
)
LME Lead Forward
Jun-23
   
6
     
302,778
     
(16,422
)
LME Lead Forward
Jun-23
   
1
     
50,450
     
(3,087
)
LME Lead Forward
Jun-23
   
1
     
50,444
     
(3,056
)
LME Lead Forward
Jun-23
   
1
     
50,438
     
(3,175
)
LME Lead Forward
Jul-23
   
1
     
50,424
     
(2,064
)
LME Lead Forward
Jul-23
   
2
     
100,813
     
(4,125
)
LME Lead Forward
Jul-23
   
2
     
100,745
     
(4,305
)
LME Lead Forward
Jul-23
   
1
     
50,350
     
(1,938
)
LME Lead Forward
Jul-23
   
6
     
302,100
     
(19,194
)
LME Lead Forward
Jul-23
   
2
     
100,706
     
(5,707
)
LME Lead Forward
Aug-23
   
6
     
302,250
     
(20,589
)
LME Lead Forward
Sep-23
   
170
     
8,558,438
     
(237,792
)
LME Nickel Forward
Jun-23
   
1
     
122,699
     
(17,201
)
LME Nickel Forward
Jun-23
   
1
     
122,757
     
(21,123
)
LME Nickel Forward
Jun-23
   
1
     
122,769
     
(16,221
)
LME Nickel Forward
Jun-23
   
1
     
122,780
     
(21,103
)
LME Nickel Forward
Jun-23
   
20
     
2,456,760
     
(312,951
)
LME Nickel Forward
Jun-23
   
24
     
2,948,112
     
(398,688
)
LME Nickel Forward
Jun-23
   
1
     
122,879
     
(22,505
)
LME Nickel Forward
Jul-23
   
1
     
122,931
     
(21,069
)
LME Nickel Forward
Jul-23
   
1
     
122,961
     
(15,879
)
LME Nickel Forward
Jul-23
   
1
     
122,981
     
(23,689
)
LME Nickel Forward
Jul-23
   
21
     
2,582,748
     
(321,276
)
LME Nickel Forward
Jul-23
   
1
     
123,001
     
(31,379
)
LME Nickel Forward
Jul-23
   
1
     
123,014
     
(23,926
)
LME Nickel Forward
Aug-23
   
1
     
123,168
     
(20,806
)
LME Nickel Forward
Aug-23
   
3
     
369,549
     
(66,621
)
LME Zinc Forward
Jun-23
   
1
     
55,744
     
(21,419
)
LME Zinc Forward
Jun-23
   
1
     
55,942
     
(16,996
)
LME Zinc Forward
Jun-23
   
56
     
3,135,650
     
(730,553
)
LME Zinc Forward
Jun-23
   
490
     
27,436,938
     
(5,395,994
)
LME Zinc Forward
Jun-23
   
7
     
392,298
     
(77,749
)
LME Zinc Forward
Jul-23
   
4
     
224,106
     
(5,662
)
LME Zinc Forward
Jul-23
   
5
     
280,156
     
(33,733
)
LME Zinc Forward
Jul-23
   
19
     
1,065,781
     
(199,500
)
LME Zinc Forward
Jul-23
   
52
     
2,916,875
     
(515,148
)
LME Zinc Forward
Jul-23
   
1
     
56,094
     
(11,069
)
LME Zinc Forward
Jul-23
   
1
     
56,103
     
(11,059
)
LME Zinc Forward
Jul-23
   
2
     
112,225
     
(11,440
)
LME Zinc Forward
Aug-23
   
1
     
56,163
     
(10,888
)
LME Zinc Forward
Aug-23
   
1
     
56,188
     
(9,788
)
LME Zinc Forward
Aug-23
   
2
     
112,375
     
(8,206
)
LME Zinc Forward
Aug-23
   
4
     
224,575
     
(23,725
)
LME Zinc Forward
Aug-23
   
1
     
56,154
     
(4,934
)
LME Zinc Forward
Aug-23
   
7
     
393,181
     
(10,406
)
Long Gilt Futures
Sep-23
   
497
     
59,839,816
     
1,220,305
 
Low Sulphur Gasoil G Futures
Jun-23
   
25
     
1,656,875
     
46,875
 
Micro Gold Futures
Aug-23
   
4
     
79,284
     
(621
)
Mini FTSE/MIB Pound Futures
Jun-23
   
1
     
27,891
     
(1,237
)
Mini TOPIX Index Futures
Jun-23
   
18
     
274,667
     
23,917
 
MSCI EAFE Index Futures
Jun-23
   
79
     
8,110,930
     
(331,070
)
MXN Currency Futures
Jun-23
   
1,169
     
32,930,730
     
657,900
 
Nasdaq 100 E-Mini
Jun-23
   
410
     
117,264,099
     
4,237,782
 
Nikkei 225 (Chicago Mercantile Exchange)
Jun-23
   
28
     
4,310,600
     
271,975
 
Nikkei 225 (Osaka Securities Exchange)
Jun-23
   
287
     
63,548,897
     
3,416,689
 
Nikkei 225 (Singapore Exchange)
Jun-23
   
805
     
89,152,340
     
777,105
 
Nikkei 225 Mini
Jun-23
   
366
     
8,104,145
     
670,943
 
Nikkei/Yen Futures
Jun-23
   
15
     
1,656,917
     
14,068
 
NZD Currency Futures
Jun-23
   
76
     
4,567,220
     
(95,170
)
OAT Futures
Jul-23
   
1
     
16,950
     
(263
)
OMX Stockholm 30 ESG Responsible Index
Jun-23
   
19
     
372,009
     
(2,909
)
OMX Stockholm 30 Index Futures
Jun-23
   
2,070
     
42,714,090
     
(220,324
)
Orange Juice Futures
Jul-23
   
27
     
1,142,910
     
42,945
 
Platinum Futures
Jul-23
   
150
     
7,492,500
     
(698,075
)
Russell 2000 E-Mini
Jun-23
   
25
     
2,189,750
     
(12,155
)
S&P 500 E-Mini Futures
Jun-23
   
336
     
70,400,400
     
283,405
 
S&P/TSX 60 IX Futures
Jun-23
   
107
     
18,548,243
     
(881,974
)
SGX Nifty 50
Jun-23
   
943
     
35,200,304
     
297,122
 
Silver Futures
Jul-23
   
285
     
33,611,475
     
(2,118,194
)
Silver Futures
Sep-23
   
1
     
119,030
     
(8,095
)
Soybean Futures
Jul-23
   
345
     
22,420,688
     
211,595
 
Soybean Meal Futures
Jul-23
   
73
     
2,871,820
     
(109,250
)
SPI 200 Futures
Jun-23
   
338
     
39,023,676
     
(574,179
)
STOXX Dividend Futures
Dec-24
   
5
     
73,166
     
2,790
 
STOXX Europe 600 Banks Index
Jun-23
   
4
     
31,009
     
(676
)
STOXX Europe 600 ESG-X Index
Jun-23
   
113
     
2,030,410
     
(27,311
)
STOXX Europe 600 Index
Jun-23
   
63
     
1,520,555
     
(20,085
)
STOXX Europe 600 Institutional Index
Jun-23
   
1
     
17,022
     
1,192
 
Sugar No. 11 (World)
Jul-23
   
812
     
22,790,566
     
1,526,515
 
Sugar No. 11 (World)
Oct-23
   
708
     
19,617,830
     
389,760
 
Sugar No. 11 (World)
Mar-24
   
155
     
4,249,728
     
(30,542
)
Sugar No. 11 (World)
May-24
   
4
     
102,637
     
(728
)
Topix Index Futures
Jun-23
   
586
     
89,419,415
     
2,770,202
 
U.S. Treasury 10-Year Notes (Chicago Board of Trade)
Sep-23
   
319
     
36,515,531
     
83,859
 
U.S. Treasury Long Bond (Chicago Board of Trade)
Sep-23
   
41
     
5,262,094
     
62,500
 
USD/BRL Futures
Jul-23
   
4
     
78,380
     
(465
)
USD/CNH Futures
Jun-23
   
2
     
199,855
     
5,360
 
USD/NOK Futures
Jun-23
   
9
     
900,985
     
38,152
 
USD/SEK Futures
Jun-23
   
5
     
500,166
     
8,300
 
Wheat (Chicago Board of Trade)
Jul-23
   
44
     
1,307,350
     
(56,738
)
White Sugar ICE
Aug-23
   
83
     
2,888,815
     
285,725
 
White Sugar ICE
Oct-23
   
22
     
755,150
     
59,515
 
White Sugar ICE
Dec-23
   
1
     
33,655
     
(260
)
WTI Crude Futures
Jul-23
   
147
     
10,009,230
     
(383,330
)
                     
$
(36,148,750
)

SHORT CONTRACTS
EXPIRATION DATE
 
NUMBER OF CONTRACTS
   
NOTIONAL AMOUNT
   
VALUE AND UNREALIZED APPRECIATION/ (DEPRECIATION)
 
1-Month SOFR Future
Oct-23
   
11
   
$
(4,343,972
)
 
$
16,043
 
3-Month Euro Euribor
Sep-23
   
72
     
(18,511,021
)
   
(508
)
3-Month Euro Euribor
Dec-23
   
607
     
(156,196,060
)
   
3,501
 
3-Month Euro Euribor
Mar-24
   
645
     
(166,327,735
)
   
(273,572
)
3-Month Euro Euribor
Jun-24
   
586
     
(151,496,915
)
   
(354,100
)
3-Month Euro Euribor
Sep-24
   
252
     
(65,300,361
)
   
(86,487
)
3-Month Euro Euribor
Dec-24
   
108
     
(28,032,046
)
   
(55,636
)
3-Month Euro Euribor
Mar-25
   
138
     
(35,850,071
)
   
(73,260
)
3-Month Euro Euribor
Jun-25
   
113
     
(29,375,120
)
   
(60,259
)
3-Month Euro Euribor
Sep-25
   
91
     
(23,668,229
)
   
(42,756
)
3-Month Euro Euribor
Dec-25
   
121
     
(31,483,876
)
   
(17,062
)
3-Month Euro Euribor
Mar-26
   
155
     
(40,343,011
)
   
(69,425
)
3-Month Euro Euribor
Jun-26
   
22
     
(5,726,693
)
   
(8,150
)
3-Month Euro Euribor
Sep-26
   
2
     
(520,608
)
   
(1,229
)
3-Month SARON Futures
Sep-23
   
2
     
(538,979
)
   
(192
)
3-Month SARON Futures
Dec-23
   
2
     
(538,787
)
   
(165
)
3-Month SOFR Futures
Sep-23
   
309
     
(73,256,175
)
   
161,613
 
3-Month SOFR Futures
Dec-23
   
259
     
(61,612,863
)
   
205,113
 
3-Month SOFR Futures
Mar-24
   
124
     
(29,642,200
)
   
44,638
 
3-Month SOFR Futures
Jun-24
   
539
     
(129,488,012
)
   
208,250
 
3-Month SOFR Futures
Sep-24
   
519
     
(125,189,287
)
   
(81,996
)
3-Month SOFR Futures
Dec-24
   
112
     
(27,091,400
)
   
(11,838
)
3-Month SOFR Futures
Mar-25
   
103
     
(24,953,038
)
   
(18,938
)
3-Month SOFR Futures
Jun-25
   
86
     
(20,846,400
)
   
(18,450
)
3-Month SOFR Futures
Sep-25
   
76
     
(18,425,250
)
   
(16,525
)
3-Month SOFR Futures
Dec-25
   
530
     
(128,498,499
)
   
(312,319
)
3-Month SOFR Futures
Mar-26
   
52
     
(12,606,750
)
   
(12,663
)
3-Month SOFR Futures
Jun-26
   
40
     
(9,696,000
)
   
(9,663
)
3-Month SOFR Futures
Sep-26
   
17
     
(4,120,163
)
   
(4,663
)
3-Month SOFR Futures
Dec-26
   
16
     
(3,877,000
)
   
(5,688
)
3-Month SOFR Futures
Mar-27
   
18
     
(4,360,500
)
   
(5,625
)
3-Month SOFR Futures
Jun-27
   
20
     
(4,843,750
)
   
(1,513
)
90-DAY Bank Bill
Sep-23
   
125
     
(80,484,498
)
   
11,018
 
90-DAY Bank Bill
Dec-23
   
133
     
(85,639,687
)
   
15,317
 
90-DAY Bank Bill
Mar-24
   
83
     
(53,459,975
)
   
3,494
 
90-DAY Bank Bill
Jun-24
   
28
     
(18,040,857
)
   
819
 
90-DAY Bank Bill
Sep-24
   
5
     
(3,222,526
)
   
(236
)
90-DAY Bank Bill
Dec-24
   
3
     
(1,933,988
)
   
(110
)
AUD/USD Currency Futures
Jun-23
   
2,447
     
(158,993,824
)
   
3,118,576
 
Australian 10-Year Bond Futures
Jun-23
   
965
     
(75,267,182
)
   
790,338
 
Australian 3-Year Bond Futures
Jun-23
   
2,365
     
(165,283,607
)
   
(143,635
)
Bank Acceptance Futures
Sep-23
   
195
     
(34,028,038
)
   
39,309
 
Bank Acceptance Futures
Dec-23
   
191
     
(33,338,821
)
   
51,796
 
Bank Acceptance Futures
Mar-24
   
63
     
(11,018,039
)
   
47,808
 
Bank Acceptance Futures
Jun-24
   
57
     
(9,997,569
)
   
45,875
 
Bank Acceptance Futures
Sep-24
   
28
     
(4,928,619
)
   
17,053
 
Bank Acceptance Futures
Dec-24
   
18
     
(3,179,337
)
   
7,532
 
BIST 30 Index Futures
Jun-23
   
21
     
(58,657
)
   
(6,227
)
Brent Crude Futures
Aug-23
   
199
     
(14,447,400
)
   
557,008
 
Brent Crude Futures
Sep-23
   
56
     
(4,059,440
)
   
139,280
 
Brent Crude Futures
Oct-23
   
43
     
(3,104,600
)
   
134,610
 
Brent Crude Futures
Dec-23
   
15
     
(1,074,450
)
   
44,320
 
Brent Crude Oil Last Day
Aug-23
   
19
     
(1,379,400
)
   
88,370
 
CAD Currency Futures
Jun-23
   
1,172
     
(86,370,540
)
   
(154,313
)
Canadian 10-Year Bond Futures
Sep-23
   
1,115
     
(101,577,937
)
   
(748,384
)
Canadian 5-Year Bond Futures
Sep-23
   
1
     
(82,018
)
   
(88
)
Canola Futures (Winnipeg Commodity Exchange)
Jul-23
   
50
     
(478,453
)
   
56,230
 
Canola Futures (Winnipeg Commodity Exchange)
Nov-23
   
207
     
(1,905,468
)
   
143,913
 
CHF Currency Futures
Jun-23
   
175
     
(24,057,031
)
   
144,221
 
Coffee 'C' Futures
Jul-23
   
10
     
(669,938
)
   
38,381
 
Coffee 'C' Futures
Sep-23
   
12
     
(791,325
)
   
8,700
 
Coffee 'C' Futures
Dec-23
   
7
     
(455,700
)
   
5,569
 
Coffee 'C' Futures
Mar-24
   
4
     
(259,875
)
   
(1,538
)
Copper Futures
Jul-23
   
327
     
(29,732,475
)
   
871,511
 
Copper Futures
Sep-23
   
18
     
(1,644,075
)
   
1,138
 
Corn Futures
Jul-23
   
794
     
(23,581,800
)
   
(532,319
)
Corn Futures
Sep-23
   
152
     
(3,923,500
)
   
106,863
 
Corn Futures
Dec-23
   
441
     
(11,504,588
)
   
(211,026
)
Cotton No.2 Futures
Jul-23
   
69
     
(2,880,060
)
   
(34,840
)
Cotton No.2 Futures
Dec-23
   
197
     
(7,827,795
)
   
280,850
 
Cotton No.2 Futures
Mar-24
   
4
     
(159,120
)
   
200
 
DAX Index Futures
Jun-23
   
44
     
(18,418,774
)
   
229,203
 
DJIA Mini E-CBOT
Jun-23
   
140
     
(23,085,300
)
   
87,501
 
Dutch TTF Gas Futures
Jun-23
   
105
     
(2,242,211
)
   
375,332
 
Dutch TTF Gas Futures
Aug-23
   
5
     
(112,223
)
   
167
 
E-Mini Crude Oil
Jul-23
   
11
     
(374,495
)
   
17,343
 
E-Mini Energy Select Futures
Jun-23
   
4
     
(320,600
)
   
10,720
 
E-Mini Financial Select Futures
Jun-23
   
1
     
(97,800
)
   
(550
)
E-Mini Health Care Select Futures
Jun-23
   
2
     
(258,200
)
   
6,280
 
E-Mini Industrial Select Futures
Jun-23
   
2
     
(195,100
)
   
2,990
 
E-Mini Materials Select Futures
Jun-23
   
2
     
(158,900
)
   
5,880
 
E-Mini Natural Gas
Jul-23
   
3
     
(16,995
)
   
918
 
E-Mini S&P 500 Futures
Jun-23
   
2
     
(88,050
)
   
2,838
 
E-Mini Utilities Select Futures
Jun-23
   
2
     
(130,920
)
   
3,490
 
EUR Foreign Exchange Currency Futures
Jun-23
   
1,092
     
(145,857,074
)
   
(372,951
)
Euro BUXL 30-Year Bond Futures
Jun-23
   
133
     
(19,718,130
)
   
(476,175
)
Euro E-Mini Futures
Jun-23
   
1
     
(66,788
)
   
350
 
Euro STOXX 50
Jun-23
   
339
     
(15,280,619
)
   
328,755
 
Euro-Bobl Futures
Jun-23
   
1,115
     
(140,802,210
)
   
(1,488,243
)
Euro-BTP Futures
Jun-23
   
116
     
(14,378,177
)
   
(384,795
)
Euro-Bund Futures
Jun-23
   
747
     
(108,631,751
)
   
(1,637,472
)
Euro-Oat Futures
Jun-23
   
357
     
(49,813,777
)
   
(954,423
)
European Climate Exchange Futures
Dec-23
   
23
     
(1,991,855
)
   
58,148
 
Euro-Schatz Futures
Jun-23
   
2,147
     
(242,390,638
)
   
(470,908
)
FTSE 100 Index Futures
Jun-23
   
273
     
(25,306,895
)
   
1,001,487
 
FTSE China A50 Index
Jun-23
   
2,838
     
(34,796,718
)
   
722,941
 
FTSE KLCI Futures
Jun-23
   
16
     
(240,754
)
   
2,318
 
Gasoline RBOB Futures
Jul-23
   
48
     
(4,926,701
)
   
297,822
 
Gasoline RBOB Futures
Sep-23
   
3
     
(290,858
)
   
2,764
 
Gasoline RBOB Futures
Oct-23
   
6
     
(534,290
)
   
13,537
 
GBP Currency Futures
Jun-23
   
663
     
(51,498,525
)
   
(1,093,666
)
Gold 100 Oz Futures
Aug-23
   
67
     
(13,280,070
)
   
(84,540
)
Hang Seng China Enterprises Index Futures
Jun-23
   
441
     
(17,292,627
)
   
244,326
 
Hang Seng Index Futures
Jun-23
   
362
     
(42,069,102
)
   
900,691
 
Ice Three Miont SONIA Index Futures
Sep-23
   
635
     
(187,010,971
)
   
(158,371
)
Ice Three Miont SONIA Index Futures
Dec-23
   
180
     
(52,977,397
)
   
211,612
 
Ice Three Miont SONIA Index Futures
Mar-24
   
156
     
(45,974,387
)
   
268,103
 
Ice Three Miont SONIA Index Futures
Jun-24
   
230
     
(67,940,110
)
   
513,736
 
Ice Three Miont SONIA Index Futures
Sep-24
   
235
     
(69,588,812
)
   
216,308
 
Ice Three Miont SONIA Index Futures
Dec-24
   
181
     
(53,705,140
)
   
86,968
 
Ice Three Miont SONIA Index Futures
Mar-25
   
104
     
(30,895,396
)
   
84,216
 
Ice Three Miont SONIA Index Futures
Jun-25
   
95
     
(28,245,391
)
   
76,348
 
Ice Three Miont SONIA Index Futures
Sep-25
   
75
     
(22,316,486
)
   
61,995
 
Ice Three Miont SONIA Index Futures
Dec-25
   
230
     
(68,487,293
)
   
77,871
 
Ice Three Miont SONIA Index Futures
Mar-26
   
30
     
(8,939,189
)
   
32,918
 
Ice Three Miont SONIA Index Futures
Jun-26
   
19
     
(5,665,032
)
   
18,255
 
INR/USD Futures
Jun-23
   
4
     
(96,584
)
   
(18
)
JPY Currency Futures
Jun-23
   
2,821
     
(253,889,999
)
   
3,892,081
 
Kansas City Hard Red Winter Wheat Futures
Jul-23
   
170
     
(6,719,250
)
   
220,075
 
Kansas City Hard Red Winter Wheat Futures
Sep-23
   
15
     
(588,938
)
   
(913
)
Kansas City Hard Red Winter Wheat Futures
Dec-23
   
4
     
(156,200
)
   
2,300
 
Lean Hogs Futures
Jul-23
   
350
     
(11,665,500
)
   
315,820
 
Lean Hogs Futures
Aug-23
   
524
     
(17,155,760
)
   
344,910
 
Lean Hogs Futures
Oct-23
   
9
     
(270,720
)
   
(3,020
)
LME Aluminum Forward
Jun-23
   
7
     
(394,014
)
   
28,136
 
LME Aluminum Forward
Jun-23
   
1
     
(56,413
)
   
3,210
 
LME Aluminum Forward
Jun-23
   
1
     
(56,188
)
   
3,481
 
LME Aluminum Forward
Jun-23
   
2,984
     
(167,290,499
)
   
8,382,317
 
LME Aluminum Forward
Jun-23
   
130
     
(7,288,125
)
   
332,641
 
LME Aluminum Forward
Jun-23
   
14
     
(785,050
)
   
32,928
 
LME Aluminum Forward
Jul-23
   
8
     
(449,126
)
   
22,552
 
LME Aluminum Forward
Jul-23
   
1
     
(56,163
)
   
2,625
 
LME Aluminum Forward
Jul-23
   
8
     
(449,900
)
   
23,850
 
LME Aluminum Forward
Jul-23
   
130
     
(7,307,625
)
   
451,026
 
LME Aluminum Forward
Jul-23
   
97
     
(5,452,613
)
   
6,796
 
LME Aluminum Forward
Jul-23
   
7
     
(393,313
)
   
20,300
 
LME Aluminum Forward
Jul-23
   
1
     
(56,113
)
   
2,138
 
LME Aluminum Forward
Jul-23
   
16
     
(897,400
)
   
37,763
 
LME Aluminum Forward
Jul-23
   
1
     
(56,075
)
   
1,650
 
LME Aluminum Forward
Aug-23
   
8
     
(448,896
)
   
7,642
 
LME Aluminum Forward
Aug-23
   
9
     
(505,008
)
   
(1,083
)
LME Aluminum Forward
Aug-23
   
120
     
(6,732,690
)
   
133,954
 
LME Aluminum Forward
Aug-23
   
30
     
(1,683,173
)
   
(18,100
)
LME Aluminum Forward
Aug-23
   
2
     
(112,213
)
   
(1,075
)
LME Aluminum Forward
Aug-23
   
18
     
(1,010,700
)
   
(10,719
)
LME Aluminum Forward
Sep-23
   
928
     
(52,303,936
)
   
339,164
 
LME Copper Forward
Jun-23
   
1
     
(201,800
)
   
19,038
 
LME Copper Forward
Jun-23
   
6
     
(1,210,875
)
   
119,638
 
LME Copper Forward
Jun-23
   
1
     
(201,825
)
   
20,438
 
LME Copper Forward
Jun-23
   
6
     
(1,211,715
)
   
83,148
 
LME Copper Forward
Jun-23
   
1
     
(201,981
)
   
23,819
 
LME Copper Forward
Jun-23
   
1
     
(201,991
)
   
10,322
 
LME Copper Forward
Jun-23
   
1,000
     
(201,999,999
)
   
17,143,309
 
LME Copper Forward
Jun-23
   
28
     
(5,656,000
)
   
469,401
 
LME Copper Forward
Jun-23
   
4
     
(808,025
)
   
38,375
 
LME Copper Forward
Jun-23
   
4
     
(808,292
)
   
83,726
 
LME Copper Forward
Jul-23
   
4
     
(808,558
)
   
38,084
 
LME Copper Forward
Jul-23
   
3
     
(606,469
)
   
49,356
 
LME Copper Forward
Jul-23
   
22
     
(4,444,275
)
   
35,409
 
LME Copper Forward
Jul-23
   
20
     
(4,040,250
)
   
258,191
 
LME Copper Forward
Jul-23
   
3
     
(605,963
)
   
28,943
 
LME Copper Forward
Jul-23
   
4
     
(808,170
)
   
69,430
 
LME Copper Forward
Jul-23
   
1
     
(202,084
)
   
9,841
 
LME Copper Forward
Jul-23
   
4
     
(808,390
)
   
51,510
 
LME Copper Forward
Aug-23
   
5
     
(1,011,021
)
   
22,466
 
LME Copper Forward
Aug-23
   
28
     
(5,659,850
)
   
80,750
 
LME Copper Forward
Aug-23
   
1
     
(202,138
)
   
(539
)
LME Copper Forward
Aug-23
   
4
     
(808,350
)
   
13,125
 
LME Copper Forward
Aug-23
   
1
     
(202,156
)
   
(1,344
)
LME Copper Forward
Aug-23
   
1
     
(202,156
)
   
(2,794
)
LME Copper Forward
Aug-23
   
2
     
(404,313
)
   
(1,913
)
LME Copper Forward
Aug-23
   
5
     
(1,011,125
)
   
3,901
 
LME Copper Forward
Sep-23
   
285
     
(57,655,500
)
   
851,504
 
LME Lead Forward
Jun-23
   
1
     
(51,619
)
   
594
 
LME Lead Forward
Jun-23
   
2
     
(100,705
)
   
6,395
 
LME Lead Forward
Jun-23
   
1
     
(50,456
)
   
1,520
 
LME Lead Forward
Jun-23
   
1
     
(50,469
)
   
1,856
 
LME Lead Forward
Jun-23
   
253
     
(12,779,789
)
   
327,100
 
LME Lead Forward
Jun-23
   
6
     
(303,078
)
   
9,767
 
LME Lead Forward
Jun-23
   
6
     
(302,778
)
   
19,529
 
LME Lead Forward
Jun-23
   
1
     
(50,450
)
   
2,700
 
LME Lead Forward
Jun-23
   
1
     
(50,444
)
   
1,987
 
LME Lead Forward
Jun-23
   
1
     
(50,438
)
   
3,006
 
LME Lead Forward
Jul-23
   
1
     
(50,424
)
   
2,514
 
LME Lead Forward
Jul-23
   
2
     
(100,813
)
   
4,713
 
LME Lead Forward
Jul-23
   
2
     
(100,745
)
   
4,643
 
LME Lead Forward
Jul-23
   
22
     
(1,107,700
)
   
22,900
 
LME Lead Forward
Jul-23
   
6
     
(302,100
)
   
16,050
 
LME Lead Forward
Jul-23
   
2
     
(100,706
)
   
4,232
 
LME Lead Forward
Aug-23
   
2
     
(100,735
)
   
4,840
 
LME Lead Forward
Aug-23
   
15
     
(754,313
)
   
21,932
 
LME Lead Forward
Aug-23
   
2
     
(100,557
)
   
2,206
 
LME Lead Forward
Aug-23
   
3
     
(150,806
)
   
2,856
 
LME Lead Forward
Aug-23
   
2
     
(100,563
)
   
1,125
 
LME Lead Forward
Sep-23
   
186
     
(9,363,938
)
   
211,165
 
LME Nickel Forward
Jun-23
   
1
     
(122,699
)
   
18,001
 
LME Nickel Forward
Jun-23
   
1
     
(122,757
)
   
17,225
 
LME Nickel Forward
Jun-23
   
1
     
(122,769
)
   
17,229
 
LME Nickel Forward
Jun-23
   
1
     
(122,780
)
   
17,560
 
LME Nickel Forward
Jun-23
   
24
     
(2,948,112
)
   
427,156
 
LME Nickel Forward
Jun-23
   
22
     
(2,702,436
)
   
437,441
 
LME Nickel Forward
Jun-23
   
1
     
(122,879
)
   
20,221
 
LME Nickel Forward
Jul-23
   
1
     
(122,931
)
   
14,949
 
LME Nickel Forward
Jul-23
   
1
     
(122,961
)
   
21,056
 
LME Nickel Forward
Jul-23
   
20
     
(2,459,760
)
   
324,032
 
LME Nickel Forward
Jul-23
   
16
     
(1,967,808
)
   
67,322
 
LME Nickel Forward
Jul-23
   
1
     
(123,001
)
   
20,981
 
LME Nickel Forward
Jul-23
   
1
     
(123,014
)
   
20,929
 
LME Nickel Forward
Jul-23
   
2
     
(246,156
)
   
36,894
 
LME Nickel Forward
Aug-23
   
1
     
(123,168
)
   
22,217
 
LME Nickel Forward
Aug-23
   
2
     
(246,366
)
   
40,836
 
LME Nickel Forward
Aug-23
   
2
     
(246,531
)
   
30,189
 
LME Nickel Forward
Aug-23
   
3
     
(369,837
)
   
31,443
 
LME Nickel Forward
Aug-23
   
1
     
(123,315
)