|
Abbey Capital Futures Strategy Fund
|
||||||||
|
Consolidated Schedule of Investments
|
||||||||
|
as of May 31, 2024 (Unaudited)
|
||||||||
|
SHORT-TERM INVESTMENTS - 73.7%
|
||||||||
|
U.S. Treasury Bills - 73.7%
|
Par
|
|||||||
|
5.26%, 06/06/2024(a)
|
10,820,000
|
$
|
10,815,284
|
|||||
|
5.21%, 06/13/2024(a)
|
43,081,000
|
43,018,060
|
||||||
|
5.18%, 06/20/2024(a)
|
2,577,000
|
2,570,593
|
||||||
|
5.15%, 06/27/2024(a)
|
13,131,000
|
13,085,002
|
||||||
|
5.15%, 07/05/2024(a)
|
3,122,000
|
3,107,403
|
||||||
|
5.11%, 07/11/2024(a)
|
11,909,000
|
11,842,800
|
||||||
|
5.10%, 07/18/2024(a)
|
81,965,000
|
81,427,617
|
||||||
|
5.09%, 07/25/2024(a)
|
15,252,000
|
15,135,926
|
||||||
|
5.14%, 08/01/2024(a)
|
9,561,000
|
9,478,618
|
||||||
|
5.17%, 08/08/2024(a)
|
77,341,000
|
76,596,770
|
||||||
|
5.21%, 08/15/2024(a)
|
163,452,000
|
161,715,398
|
||||||
|
5.22%, 08/22/2024(a)
|
198,717,000
|
196,402,682
|
||||||
|
5.20%, 08/29/2024(a)
|
135,707,000
|
133,986,857
|
||||||
|
5.21%, 09/05/2024(a)
|
13,618,000
|
13,432,565
|
||||||
|
5.25%, 09/12/2024(a)
|
79,729,000
|
78,563,606
|
||||||
|
5.21%, 09/19/2024(a)
|
126,542,000
|
124,556,777
|
||||||
|
5.22%, 09/26/2024(a)
|
132,304,000
|
130,097,831
|
||||||
|
5.21%, 10/03/2024(a)
|
118,618,000
|
116,531,707
|
||||||
|
5.25%, 10/10/2024(a)
|
182,098,000
|
178,698,926
|
||||||
|
5.27%, 10/17/2024(a)
|
280,468,000
|
274,952,535
|
||||||
|
5.27%, 10/24/2024(a)
|
70,396,000
|
68,944,378
|
||||||
|
5.26%, 10/31/2024(a)
|
92,088,000
|
90,098,708
|
||||||
|
5.26%, 11/07/2024(a)
|
57,840,000
|
56,538,281
|
||||||
|
5.26%, 11/14/2024(a)
|
41,742,000
|
40,759,295
|
||||||
|
5.28%, 11/21/2024(a)
|
148,437,000
|
144,802,569
|
||||||
|
5.26%, 11/29/2024(a)
|
23,140,000
|
22,547,264
|
||||||
|
TOTAL SHORT-TERM INVESTMENTS
(Cost $2,099,748,770)
|
2,099,707,452
|
|||||||
|
TOTAL INVESTMENTS - 73.7% (Cost
$2,099,748,770)
|
$
|
2,099,707,452
|
||||||
|
Money Market Deposit Account - 5.9%(b)
|
169,490,696
|
|||||||
|
Other Assets in Excess of Liabilities - 20.4%
|
579,897,983
|
|||||||
|
TOTAL NET ASSETS - 100.0%
|
$
|
2,849,096,131
|
||||||
|
Percentages are stated as a percent of net assets.
|
||||||||
|
(a)
|
The rate shown is the effective yield as of May 31, 2024.
|
|
(b)
|
The U.S. Bank Money Market Deposit Account (the “MMDA”) is a short-term vehicle in which the Fund holds cash balances. The MMDA
will bear interest at a variable rate that is determined based on market conditions and is subject to change daily. The rate as of May 31, 2024 was 5.17%.
|
|
Abbey Capital Futures Strategy Fund
|
|||||||||||||
|
Consolidated Schedule of Futures Contracts
|
|||||||||||||
|
as of May 31, 2024 (Unaudited)
|
|||||||||||||
|
Description
|
Contracts
Purchased
|
Expiration Date
|
Notional
|
Value / Unrealized
Appreciation
(Depreciation)
|
|||||||||
|
3 Month Euribor
|
510
|
03/17/2025
|
$
|
133,847,193
|
$
|
(205,616
|
)
|
||||||
|
3 Month Swiss Average Overnight Rate
|
2
|
12/17/2024
|
546,961
|
(554
|
)
|
||||||||
|
3 Month Swiss Average Overnight Rate
|
32
|
03/18/2025
|
8,755,361
|
(13,243
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
332
|
03/18/2025
|
78,874,900
|
(301,863
|
)
|
||||||||
|
Arabica Coffee
|
204
|
07/19/2024
|
17,009,775
|
627,268
|
|||||||||
|
Arabica Coffee
|
300
|
09/18/2024
|
24,890,625
|
990,160
|
|||||||||
|
Arabica Coffee
|
80
|
12/18/2024
|
6,594,000
|
124,275
|
|||||||||
|
ASX SPI 200 Index
|
717
|
06/20/2024
|
92,059,772
|
(573,431
|
)
|
||||||||
|
AUD/USD Cross Currency Rate
|
269
|
06/17/2024
|
17,879,085
|
(31,970
|
)
|
||||||||
|
Austrailian Government 3 Year Bonds
|
21
|
06/17/2024
|
1,473,478
|
2,421
|
|||||||||
|
Australian 90 Day Bank Bills
|
524
|
09/12/2024
|
344,892,667
|
102,029
|
|||||||||
|
Australian 90 Day Bank Bills
|
210
|
12/12/2024
|
138,220,343
|
(117,891
|
)
|
||||||||
|
BIST 30 Index
|
652
|
06/28/2024
|
2,383,445
|
37,653
|
|||||||||
|
Brazilian Real/US Dollar Cross Currency Rate
|
4
|
06/28/2024
|
76,000
|
(690
|
)
|
||||||||
|
Brent Crude Oil
|
1
|
06/28/2024
|
81,110
|
(2,360
|
)
|
||||||||
|
Brent Crude Oil
|
169
|
06/28/2024
|
13,707,590
|
(226,559
|
)
|
||||||||
|
Brent Crude Oil
|
53
|
07/31/2024
|
4,286,110
|
(154,540
|
)
|
||||||||
|
Brent Crude Oil
|
30
|
08/30/2024
|
2,415,900
|
(37,170
|
)
|
||||||||
|
British Pound/US Dollar Cross Currency Rate
|
1,206
|
06/17/2024
|
95,967,450
|
(84,293
|
)
|
||||||||
|
CAC40 10 Euro Index
|
784
|
06/21/2024
|
68,003,038
|
(1,602,936
|
)
|
||||||||
|
Canadian Canola Oil
|
4
|
07/12/2024
|
38,798
|
68
|
|||||||||
|
Canadian Dollar/US Dollar Cross Currency Rate
|
368
|
06/18/2024
|
27,007,520
|
16,844
|
|||||||||
|
Class III Milk
|
2
|
07/02/2024
|
77,520
|
(3,300
|
)
|
||||||||
|
Class III Milk
|
20
|
07/30/2024
|
811,600
|
16,360
|
|||||||||
|
Consumer Discretionary Select Sector Index
|
2
|
06/21/2024
|
355,960
|
(2,220
|
)
|
||||||||
|
Copper
|
466
|
07/29/2024
|
53,613,300
|
784,979
|
|||||||||
|
Copper
|
105
|
09/26/2024
|
12,102,562
|
(119,663
|
)
|
||||||||
|
Cotton No.2
|
91
|
07/09/2024
|
3,464,825
|
(37,125
|
)
|
||||||||
|
Crude Oil
|
294
|
06/20/2024
|
22,635,060
|
(405,631
|
)
|
||||||||
|
Crude Oil
|
33
|
07/22/2024
|
2,532,090
|
(76,780
|
)
|
||||||||
|
Crude Oil
|
118
|
08/20/2024
|
9,015,200
|
(1,280
|
)
|
||||||||
|
Crude Oil
|
9
|
09/20/2024
|
683,910
|
(4,840
|
)
|
||||||||
|
Crude Palm Oil
|
3
|
07/15/2024
|
64,946
|
1,386
|
|||||||||
|
Crude Palm Oil
|
77
|
08/15/2024
|
1,666,943
|
47,052
|
|||||||||
|
Crude Palm Oil
|
21
|
09/13/2024
|
453,840
|
14,978
|
|||||||||
|
Crude Palm Oil
|
6
|
10/15/2024
|
129,382
|
1,450
|
|||||||||
|
DAX Index
|
4
|
06/21/2024
|
402,140
|
(420
|
)
|
||||||||
|
Dollar Index
|
446
|
06/17/2024
|
46,663,642
|
24,718
|
|||||||||
|
Dow Jones Industrial Average Index
|
400
|
06/21/2024
|
77,582,000
|
(1,600,800
|
)
|
||||||||
|
Dow Jones U.S. Micro-Cap Total Stock Index
|
3
|
06/21/2024
|
58,186
|
(601
|
)
|
||||||||
|
E-mini Consumer Staples Select Sector
|
7
|
06/21/2024
|
545,860
|
(40
|
)
|
||||||||
|
E-mini Energy Select Sector
|
3
|
06/21/2024
|
292,920
|
(4,080
|
)
|
||||||||
|
E-mini Materials Sector
|
6
|
06/21/2024
|
583,560
|
8,080
|
|||||||||
|
Emini S&P 500 ESG Index
|
22
|
06/21/2024
|
5,185,620
|
123,625
|
|||||||||
|
Euro STOXX 50 Dividend Index
|
18
|
12/19/2025
|
320,306
|
6,044
|
|||||||||
|
EURO STOXX 50 Index
|
6
|
06/21/2024
|
292,376
|
2,604
|
|||||||||
|
Euro STOXX 50 Quanto Index
|
1,812
|
06/21/2024
|
97,990,582
|
(4,622
|
)
|
||||||||
|
Euro STOXX Banks Index
|
723
|
06/21/2024
|
5,760,104
|
767,409
|
|||||||||
|
Euro/Japanese Yen Cross Currency Rate
|
264
|
06/17/2024
|
35,722,634
|
1,761,732
|
|||||||||
|
Euro/US Dollar Cross Currency Rate
|
429
|
06/17/2024
|
58,183,125
|
(109,916
|
)
|
||||||||
|
Euro-BTP Italian Government Bonds
|
284
|
06/06/2024
|
35,936,807
|
(536,143
|
)
|
||||||||
|
Euro-BTP Italian Government Bonds
|
77
|
09/06/2024
|
9,710,011
|
8,865
|
|||||||||
|
Euro-Bund
|
1,295
|
06/06/2024
|
181,740,088
|
(1,937,935
|
)
|
||||||||
|
Euro-Schatz
|
36
|
06/06/2024
|
4,100,106
|
(8,724
|
)
|
||||||||
|
Eurpoean Rapeseed
|
114
|
07/31/2024
|
3,015,071
|
100,530
|
|||||||||
|
Eurpoean Rapeseed
|
29
|
10/31/2024
|
779,578
|
30,761
|
|||||||||
|
Feeder Cattle
|
22
|
08/29/2024
|
2,820,400
|
(54,350
|
)
|
||||||||
|
Feeder Cattle
|
3
|
09/26/2024
|
387,187
|
(6,150
|
)
|
||||||||
|
Financial Select Sector Index
|
2
|
06/21/2024
|
256,900
|
3,838
|
|||||||||
|
Frozen Concentrated Orange Juice
|
26
|
07/11/2024
|
1,705,080
|
224,850
|
|||||||||
|
FTSE 100 Index
|
2,487
|
06/21/2024
|
262,586,738
|
4,477,902
|
|||||||||
|
FTSE Bursa Malaysia KLCI Index
|
61
|
06/28/2024
|
1,038,698
|
(3,686
|
)
|
||||||||
|
FTSE China A50 Index
|
2,105
|
06/27/2024
|
26,022,010
|
(421,974
|
)
|
||||||||
|
FTSE MIB Index
|
24
|
06/21/2024
|
900,319
|
28,311
|
|||||||||
|
FTSE/JSE Top 40 Index
|
426
|
06/20/2024
|
16,047,172
|
(504,254
|
)
|
||||||||
|
FTSE/MIB Index
|
167
|
06/21/2024
|
31,323,599
|
910,473
|
|||||||||
|
German Stock Index
|
353
|
06/21/2024
|
177,444,147
|
844,700
|
|||||||||
|
Gold
|
601
|
08/28/2024
|
140,982,580
|
(2,628,582
|
)
|
||||||||
|
Gold
|
26
|
12/27/2024
|
6,218,420
|
(93,160
|
)
|
||||||||
|
Hang Seng China Enterprises Index
|
393
|
06/27/2024
|
15,970,462
|
(718,115
|
)
|
||||||||
|
Hang Seng China Enterprises Index
|
30
|
06/27/2024
|
243,824
|
(9,322
|
)
|
||||||||
|
Hang Seng Index
|
500
|
06/27/2024
|
57,570,585
|
(2,199,585
|
)
|
||||||||
|
Hang Seng Index
|
76
|
06/27/2024
|
1,750,146
|
(55,099
|
)
|
||||||||
|
Hang Seng TECH Index
|
92
|
06/27/2024
|
2,175,771
|
(91,575
|
)
|
||||||||
|
Hard Red Winter Wheat
|
107
|
07/12/2024
|
3,791,812
|
81,875
|
|||||||||
|
Hard Red Winter Wheat
|
59
|
09/13/2024
|
2,133,587
|
46,538
|
|||||||||
|
Hard Red Winter Wheat
|
10
|
12/13/2024
|
370,875
|
(2,013
|
)
|
||||||||
|
IBEX 35 Composite Index
|
10
|
06/21/2024
|
122,859
|
(416
|
)
|
||||||||
|
IBEX 35 Index
|
51
|
06/21/2024
|
6,265,792
|
8,283
|
|||||||||
|
ICE 3 Month SONIA Rate
|
283
|
03/18/2025
|
85,784,758
|
(276,973
|
)
|
||||||||
|
ICE 3 Month SONIA Rate
|
183
|
06/17/2025
|
55,568,312
|
(46,765
|
)
|
||||||||
|
ICE European Climate Exchange Emissions
|
13
|
12/16/2024
|
1,045,225
|
(15,679
|
)
|
||||||||
|
ICE European Climate Exchange Emissions
|
9
|
12/15/2025
|
754,183
|
(13,737
|
)
|
||||||||
|
ICE RTD QRTY COAL Oct24
|
2
|
10/25/2024
|
753,000
|
(12,000
|
)
|
||||||||
|
Indian Rupee/US Dollar Cross Currency Rate
|
2
|
06/26/2024
|
47,904
|
(46
|
)
|
||||||||
|
Industrial Select Sector Index
|
7
|
06/21/2024
|
872,480
|
2,630
|
|||||||||
|
JPNK400 Index
|
6
|
06/13/2024
|
96,353
|
3,399
|
|||||||||
|
Lean Hogs
|
70
|
08/14/2024
|
2,702,000
|
(91,860
|
)
|
||||||||
|
Lean Hogs
|
3
|
10/14/2024
|
99,480
|
(20
|
)
|
||||||||
|
Live Cattle
|
229
|
08/30/2024
|
16,346,020
|
(195,330
|
)
|
||||||||
|
Live Cattle
|
90
|
10/31/2024
|
6,508,800
|
(109,040
|
)
|
||||||||
|
Live Cattle
|
39
|
12/31/2024
|
2,880,540
|
(43,290
|
)
|
||||||||
|
Live Cattle
|
16
|
02/28/2025
|
1,200,480
|
(19,720
|
)
|
||||||||
|
LME Aluminum Forward
|
1
|
06/03/2024
|
65,203
|
9,366
|
|||||||||
|
LME Aluminum Forward
|
2
|
06/04/2024
|
130,357
|
19,207
|
|||||||||
|
LME Aluminum Forward
|
2
|
06/04/2024
|
130,457
|
18,895
|
|||||||||
|
LME Aluminum Forward
|
6
|
06/14/2024
|
393,054
|
50,429
|
|||||||||
|
LME Aluminum Forward
|
192
|
06/17/2024
|
12,581,472
|
778,184
|
|||||||||
|
LME Aluminum Forward
|
2
|
06/21/2024
|
131,326
|
15,439
|
|||||||||
|
LME Aluminum Forward
|
1
|
06/24/2024
|
65,692
|
6,256
|
|||||||||
|
LME Aluminum Forward
|
9
|
06/25/2024
|
591,498
|
21,333
|
|||||||||
|
LME Aluminum Forward
|
7
|
06/26/2024
|
460,260
|
8,811
|
|||||||||
|
LME Aluminum Forward
|
9
|
06/28/2024
|
592,663
|
22,253
|
|||||||||
|
LME Aluminum Forward
|
5
|
07/01/2024
|
329,382
|
31,808
|
|||||||||
|
LME Aluminum Forward
|
3
|
07/03/2024
|
197,779
|
15,030
|
|||||||||
|
LME Aluminum Forward
|
8
|
07/04/2024
|
528,012
|
19,887
|
|||||||||
|
LME Aluminum Forward
|
11
|
07/05/2024
|
726,291
|
50,167
|
|||||||||
|
LME Aluminum Forward
|
11
|
07/08/2024
|
726,245
|
43,332
|
|||||||||
|
LME Aluminum Forward
|
10
|
07/09/2024
|
660,182
|
43,958
|
|||||||||
|
LME Aluminum Forward
|
9
|
07/10/2024
|
594,126
|
27,046
|
|||||||||
|
LME Aluminum Forward
|
2
|
07/12/2024
|
132,115
|
2,491
|
|||||||||
|
LME Aluminum Forward
|
145
|
07/15/2024
|
9,579,280
|
202,000
|
|||||||||
|
LME Aluminum Forward
|
13
|
07/17/2024
|
858,182
|
(6,981
|
)
|
||||||||
|
LME Aluminum Forward
|
11
|
07/18/2024
|
726,154
|
(7,409
|
)
|
||||||||
|
LME Aluminum Forward
|
8
|
07/19/2024
|
528,112
|
12,803
|
|||||||||
|
LME Aluminum Forward
|
14
|
07/22/2024
|
924,455
|
14,993
|
|||||||||
|
LME Aluminum Forward
|
14
|
07/23/2024
|
924,710
|
19,248
|
|||||||||
|
LME Aluminum Forward
|
1
|
07/25/2024
|
66,124
|
1,849
|
|||||||||
|
LME Aluminum Forward
|
3
|
07/31/2024
|
198,485
|
(3,216
|
)
|
||||||||
|
LME Aluminum Forward
|
14
|
08/05/2024
|
926,264
|
(39,375
|
)
|
||||||||
|
LME Aluminum Forward
|
15
|
08/06/2024
|
992,520
|
(42,188
|
)
|
||||||||
|
LME Aluminum Forward
|
33
|
08/07/2024
|
2,183,750
|
(82,460
|
)
|
||||||||
|
LME Aluminum Forward
|
16
|
08/09/2024
|
1,059,788
|
(34,535
|
)
|
||||||||
|
LME Aluminum Forward
|
143
|
08/19/2024
|
9,468,280
|
340,162
|
|||||||||
|
LME Aluminum Forward
|
2
|
08/20/2024
|
132,348
|
(5,789
|
)
|
||||||||
|
LME Aluminum Forward
|
1
|
08/21/2024
|
66,180
|
6
|
|||||||||
|
LME Aluminum Forward
|
4
|
08/23/2024
|
265,122
|
(2,363
|
)
|
||||||||
|
LME Aluminum Forward
|
3
|
08/27/2024
|
198,894
|
(8,669
|
)
|
||||||||
|
LME Aluminum Forward
|
1
|
08/28/2024
|
66,312
|
(1,650
|
)
|
||||||||
|
LME Copper Forward
|
1
|
06/05/2024
|
248,022
|
31,897
|
|||||||||
|
LME Copper Forward
|
1
|
06/07/2024
|
248,242
|
26,850
|
|||||||||
|
LME Copper Forward
|
6
|
06/11/2024
|
1,490,239
|
156,477
|
|||||||||
|
LME Copper Forward
|
1
|
06/14/2024
|
248,616
|
21,191
|
|||||||||
|
LME Copper Forward
|
61
|
06/17/2024
|
15,166,704
|
1,342,380
|
|||||||||
|
LME Copper Forward
|
2
|
06/18/2024
|
497,269
|
51,432
|
|||||||||
|
LME Copper Forward
|
10
|
06/19/2024
|
2,486,595
|
253,445
|
|||||||||
|
LME Copper Forward
|
3
|
06/21/2024
|
746,578
|
80,979
|
|||||||||
|
LME Copper Forward
|
2
|
06/24/2024
|
497,819
|
54,982
|
|||||||||
|
LME Copper Forward
|
1
|
06/25/2024
|
248,959
|
27,322
|
|||||||||
|
LME Copper Forward
|
14
|
06/28/2024
|
3,488,933
|
383,588
|
|||||||||
|
LME Copper Forward
|
3
|
07/03/2024
|
747,979
|
31,919
|
|||||||||
|
LME Copper Forward
|
1
|
07/04/2024
|
249,439
|
13,839
|
|||||||||
|
LME Copper Forward
|
3
|
07/05/2024
|
748,429
|
37,791
|
|||||||||
|
LME Copper Forward
|
3
|
07/08/2024
|
748,541
|
37,079
|
|||||||||
|
LME Copper Forward
|
1
|
07/09/2024
|
249,551
|
15,089
|
|||||||||
|
LME Copper Forward
|
1
|
07/11/2024
|
249,701
|
11,751
|
|||||||||
|
LME Copper Forward
|
48
|
07/15/2024
|
11,986,056
|
528,705
|
|||||||||
|
LME Copper Forward
|
1
|
07/16/2024
|
249,690
|
7,702
|
|||||||||
|
LME Copper Forward
|
2
|
07/18/2024
|
499,568
|
4,856
|
|||||||||
|
LME Copper Forward
|
2
|
07/22/2024
|
499,721
|
9,784
|
|||||||||
|
LME Copper Forward
|
2
|
07/23/2024
|
499,797
|
505
|
|||||||||
|
LME Copper Forward
|
2
|
07/24/2024
|
499,873
|
1,536
|
|||||||||
|
LME Copper Forward
|
9
|
07/25/2024
|
2,250,459
|
8,053
|
|||||||||
|
LME Copper Forward
|
2
|
07/26/2024
|
500,178
|
628
|
|||||||||
|
LME Copper Forward
|
1
|
07/30/2024
|
250,165
|
2,265
|
|||||||||
|
LME Copper Forward
|
3
|
07/31/2024
|
750,610
|
(35,442
|
)
|
||||||||
|
LME Copper Forward
|
2
|
08/05/2024
|
500,787
|
(23,622
|
)
|
||||||||
|
LME Copper Forward
|
3
|
08/06/2024
|
751,296
|
(35,431
|
)
|
||||||||
|
LME Copper Forward
|
4
|
08/07/2024
|
1,001,880
|
(47,204
|
)
|
||||||||
|
LME Copper Forward
|
5
|
08/09/2024
|
1,253,014
|
(58,736
|
)
|
||||||||
|
LME Copper Forward
|
2
|
08/12/2024
|
501,272
|
(23,468
|
)
|
||||||||
|
LME Copper Forward
|
3
|
08/16/2024
|
752,418
|
(46,194
|
)
|
||||||||
|
LME Copper Forward
|
45
|
08/19/2024
|
11,286,832
|
(231,763
|
)
|
||||||||
|
LME Copper Forward
|
3
|
08/20/2024
|
752,305
|
(34,891
|
)
|
||||||||
|
LME Copper Forward
|
1
|
08/21/2024
|
250,768
|
(11,618
|
)
|
||||||||
|
LME Copper Forward
|
15
|
08/23/2024
|
3,763,875
|
(110,100
|
)
|
||||||||
|
LME Lead Forward
|
3
|
06/05/2024
|
166,378
|
7,166
|
|||||||||
|
LME Lead Forward
|
5
|
06/12/2024
|
277,991
|
10,854
|
|||||||||
|
LME Lead Forward
|
3
|
06/14/2024
|
167,033
|
8,783
|
|||||||||
|
LME Lead Forward
|
44
|
06/17/2024
|
2,450,679
|
78,685
|
|||||||||
|
LME Lead Forward
|
1
|
06/18/2024
|
55,710
|
5,304
|
|||||||||
|
LME Lead Forward
|
7
|
06/19/2024
|
390,093
|
14,353
|
|||||||||
|
LME Lead Forward
|
4
|
06/21/2024
|
223,196
|
6,107
|
|||||||||
|
LME Lead Forward
|
4
|
06/24/2024
|
223,268
|
13,857
|
|||||||||
|
LME Lead Forward
|
4
|
06/26/2024
|
223,420
|
15,183
|
|||||||||
|
LME Lead Forward
|
21
|
06/28/2024
|
1,174,661
|
32,608
|
|||||||||
|
LME Lead Forward
|
1
|
07/01/2024
|
55,957
|
3,857
|
|||||||||
|
LME Lead Forward
|
7
|
07/03/2024
|
391,981
|
20,881
|
|||||||||
|
LME Lead Forward
|
3
|
07/04/2024
|
168,183
|
7,371
|
|||||||||
|
LME Lead Forward
|
8
|
07/05/2024
|
448,658
|
17,133
|
|||||||||
|
LME Lead Forward
|
11
|
07/08/2024
|
617,139
|
19,676
|
|||||||||
|
LME Lead Forward
|
3
|
07/09/2024
|
168,361
|
5,761
|
|||||||||
|
LME Lead Forward
|
6
|
07/10/2024
|
336,821
|
10,958
|
|||||||||
|
LME Lead Forward
|
6
|
07/11/2024
|
337,121
|
10,646
|
|||||||||
|
LME Lead Forward
|
11
|
07/12/2024
|
618,239
|
18,576
|
|||||||||
|
LME Lead Forward
|
59
|
07/15/2024
|
3,316,390
|
68,628
|
|||||||||
|
LME Lead Forward
|
3
|
07/16/2024
|
168,660
|
5,285
|
|||||||||
|
LME Lead Forward
|
3
|
07/17/2024
|
168,690
|
3,365
|
|||||||||
|
LME Lead Forward
|
3
|
07/25/2024
|
169,226
|
3,588
|
|||||||||
|
LME Lead Forward
|
3
|
08/14/2024
|
170,002
|
(5,498
|
)
|
||||||||
|
LME Lead Forward
|
1
|
08/16/2024
|
56,717
|
(1,764
|
)
|
||||||||
|
LME Lead Forward
|
62
|
08/19/2024
|
3,517,245
|
(2,031
|
)
|
||||||||
|
LME Lead Forward
|
30
|
08/23/2024
|
1,703,723
|
(22,178
|
)
|
||||||||
|
LME Lead Forward
|
5
|
08/30/2024
|
284,125
|
(4,050
|
)
|
||||||||
|
LME Nickel Forward
|
1
|
06/07/2024
|
116,927
|
13,028
|
|||||||||
|
LME Nickel Forward
|
1
|
06/10/2024
|
116,955
|
6,735
|
|||||||||
|
LME Nickel Forward
|
1
|
06/11/2024
|
116,983
|
6,463
|
|||||||||
|
LME Nickel Forward
|
2
|
06/12/2024
|
234,022
|
17,392
|
|||||||||
|
LME Nickel Forward
|
22
|
06/17/2024
|
2,577,300
|
199,005
|
|||||||||
|
LME Nickel Forward
|
1
|
06/18/2024
|
117,153
|
12,483
|
|||||||||
|
LME Nickel Forward
|
1
|
06/24/2024
|
117,216
|
4,347
|
|||||||||
|
LME Nickel Forward
|
2
|
06/25/2024
|
234,456
|
17,651
|
|||||||||
|
LME Nickel Forward
|
1
|
06/26/2024
|
117,249
|
4,349
|
|||||||||
|
LME Nickel Forward
|
6
|
06/28/2024
|
703,998
|
50,970
|
|||||||||
|
LME Nickel Forward
|
2
|
07/01/2024
|
234,708
|
26,616
|
|||||||||
|
LME Nickel Forward
|
2
|
07/04/2024
|
234,939
|
20,409
|
|||||||||
|
LME Nickel Forward
|
1
|
07/08/2024
|
117,516
|
5,106
|
|||||||||
|
LME Nickel Forward
|
4
|
07/09/2024
|
470,152
|
17,656
|
|||||||||
|
LME Nickel Forward
|
1
|
07/10/2024
|
117,560
|
9,710
|
|||||||||
|
LME Nickel Forward
|
1
|
07/11/2024
|
117,626
|
8,786
|
|||||||||
|
LME Nickel Forward
|
2
|
07/12/2024
|
235,296
|
21,756
|
|||||||||
|
LME Nickel Forward
|
30
|
07/15/2024
|
3,529,800
|
93,816
|
|||||||||
|
LME Nickel Forward
|
1
|
07/16/2024
|
117,666
|
7,056
|
|||||||||
|
LME Nickel Forward
|
1
|
07/17/2024
|
117,680
|
1,490
|
|||||||||
|
LME Nickel Forward
|
1
|
07/18/2024
|
117,722
|
2,582
|
|||||||||
|
LME Nickel Forward
|
3
|
07/19/2024
|
353,209
|
12,649
|
|||||||||
|
LME Nickel Forward
|
3
|
07/22/2024
|
353,253
|
14,193
|
|||||||||
|
LME Nickel Forward
|
2
|
07/23/2024
|
235,531
|
7,381
|
|||||||||
|
LME Nickel Forward
|
2
|
07/25/2024
|
235,647
|
4,437
|
|||||||||
|
LME Nickel Forward
|
4
|
07/26/2024
|
471,353
|
11,423
|
|||||||||
|
LME Nickel Forward
|
1
|
07/30/2024
|
117,862
|
5,002
|
|||||||||
|
LME Nickel Forward
|
1
|
07/31/2024
|
117,874
|
4,294
|
|||||||||
|
LME Nickel Forward
|
1
|
08/06/2024
|
117,946
|
5,716
|
|||||||||
|
LME Nickel Forward
|
1
|
08/12/2024
|
118,065
|
3,105
|
|||||||||
|
LME Nickel Forward
|
1
|
08/16/2024
|
118,164
|
(11,316
|
)
|
||||||||
|
LME Nickel Forward
|
26
|
08/19/2024
|
3,072,264
|
(61,001
|
)
|
||||||||
|
LME Nickel Forward
|
1
|
08/21/2024
|
118,152
|
(3,078
|
)
|
||||||||
|
LME Nickel Forward
|
11
|
08/23/2024
|
1,300,521
|
(37,220
|
)
|
||||||||
|
LME Tin Forward
|
2
|
06/18/2024
|
328,465
|
49,225
|
|||||||||
|
LME Tin Forward
|
2
|
06/25/2024
|
328,767
|
54,392
|
|||||||||
|
LME Tin Forward
|
1
|
06/28/2024
|
164,455
|
27,208
|
|||||||||
|
LME Tin Forward
|
2
|
07/25/2024
|
329,660
|
5,500
|
|||||||||
|
LME Tin Forward
|
1
|
07/30/2024
|
164,855
|
(5,393
|
)
|
||||||||
|
LME Tin Forward
|
2
|
07/31/2024
|
329,768
|
15,018
|
|||||||||
|
LME Tin Forward
|
2
|
08/23/2024
|
330,375
|
(2,348
|
)
|
||||||||
|
LME Zinc Forward
|
3
|
06/03/2024
|
218,665
|
34,015
|
|||||||||
|
LME Zinc Forward
|
1
|
06/04/2024
|
72,863
|
11,701
|
|||||||||
|
LME Zinc Forward
|
1
|
06/04/2024
|
72,913
|
10,838
|
|||||||||
|
LME Zinc Forward
|
15
|
06/05/2024
|
1,094,074
|
148,111
|
|||||||||
|
LME Zinc Forward
|
7
|
06/07/2024
|
511,268
|
63,855
|
|||||||||
|
LME Zinc Forward
|
7
|
06/10/2024
|
511,443
|
65,593
|
|||||||||
|
LME Zinc Forward
|
5
|
06/11/2024
|
365,441
|
43,791
|
|||||||||
|
LME Zinc Forward
|
12
|
06/12/2024
|
877,359
|
109,659
|
|||||||||
|
LME Zinc Forward
|
5
|
06/14/2024
|
366,066
|
47,304
|
|||||||||
|
LME Zinc Forward
|
72
|
06/17/2024
|
5,272,704
|
450,980
|
|||||||||
|
LME Zinc Forward
|
3
|
06/25/2024
|
220,264
|
4,739
|
|||||||||
|
LME Zinc Forward
|
3
|
06/26/2024
|
220,345
|
4,771
|
|||||||||
|
LME Zinc Forward
|
4
|
06/28/2024
|
293,993
|
15,256
|
|||||||||
|
LME Zinc Forward
|
1
|
07/01/2024
|
73,515
|
9,740
|
|||||||||
|
LME Zinc Forward
|
3
|
07/04/2024
|
220,757
|
21,207
|
|||||||||
|
LME Zinc Forward
|
1
|
07/05/2024
|
73,592
|
6,067
|
|||||||||
|
LME Zinc Forward
|
2
|
07/08/2024
|
147,197
|
8,684
|
|||||||||
|
LME Zinc Forward
|
3
|
07/09/2024
|
220,814
|
13,776
|
|||||||||
|
LME Zinc Forward
|
4
|
07/10/2024
|
294,493
|
12,418
|
|||||||||
|
LME Zinc Forward
|
3
|
07/11/2024
|
221,039
|
4,927
|
|||||||||
|
LME Zinc Forward
|
3
|
07/12/2024
|
221,086
|
16,786
|
|||||||||
|
LME Zinc Forward
|
66
|
07/15/2024
|
4,864,910
|
192,698
|
|||||||||
|
LME Zinc Forward
|
1
|
07/16/2024
|
73,707
|
3,232
|
|||||||||
|
LME Zinc Forward
|
2
|
07/17/2024
|
147,425
|
4,975
|
|||||||||
|
LME Zinc Forward
|
2
|
07/18/2024
|
147,455
|
6,780
|
|||||||||
|
LME Zinc Forward
|
3
|
07/22/2024
|
221,317
|
8,667
|
|||||||||
|
LME Zinc Forward
|
2
|
07/23/2024
|
147,575
|
4,412
|
|||||||||
|
LME Zinc Forward
|
1
|
07/24/2024
|
73,802
|
2,252
|
|||||||||
|
LME Zinc Forward
|
31
|
07/25/2024
|
2,289,420
|
84,545
|
|||||||||
|
LME Zinc Forward
|
3
|
07/26/2024
|
221,576
|
4,251
|
|||||||||
|
LME Zinc Forward
|
1
|
07/30/2024
|
73,871
|
1,862
|
|||||||||
|
LME Zinc Forward
|
3
|
07/31/2024
|
221,632
|
(3,352
|
)
|
||||||||
|
LME Zinc Forward
|
1
|
08/05/2024
|
73,931
|
968
|
|||||||||
|
LME Zinc Forward
|
1
|
08/07/2024
|
73,952
|
(2,527
|
)
|
||||||||
|
LME Zinc Forward
|
2
|
08/12/2024
|
148,055
|
(5,054
|
)
|
||||||||
|
LME Zinc Forward
|
13
|
08/14/2024
|
962,761
|
(32,851
|
)
|
||||||||
|
LME Zinc Forward
|
7
|
08/16/2024
|
518,812
|
(17,812
|
)
|
||||||||
|
LME Zinc Forward
|
71
|
08/19/2024
|
5,264,011
|
(47,830
|
)
|
||||||||
|
LME Zinc Forward
|
8
|
08/20/2024
|
592,910
|
(20,356
|
)
|
||||||||
|
LME Zinc Forward
|
1
|
08/21/2024
|
74,120
|
(2,545
|
)
|
||||||||
|
LME Zinc Forward
|
6
|
08/23/2024
|
445,281
|
(16,202
|
)
|
||||||||
|
LME Zinc Forward
|
1
|
08/27/2024
|
74,226
|
(2,550
|
)
|
||||||||
|
London Cocoa
|
9
|
07/16/2024
|
853,691
|
(10,168
|
)
|
||||||||
|
London Cocoa
|
31
|
09/13/2024
|
2,729,555
|
278,307
|
|||||||||
|
London Cocoa
|
14
|
12/12/2024
|
1,097,658
|
117,485
|
|||||||||
|
London Metals - Aluminum
|
3,729
|
06/17/2024
|
244,355,777
|
22,784,329
|
|||||||||
|
London Metals - Aluminum
|
1,101
|
09/16/2024
|
73,353,299
|
1,682,022
|
|||||||||
|
London Metals - Copper
|
1,154
|
06/17/2024
|
286,924,213
|
26,641,960
|
|||||||||
|
London Metals - Copper
|
3
|
07/15/2024
|
749,129
|
(720
|
)
|
||||||||
|
London Metals - Copper
|
433
|
09/16/2024
|
108,995,843
|
(3,223,011
|
)
|
||||||||
|
London Metals - Lead
|
843
|
06/17/2024
|
46,952,782
|
1,924,050
|
|||||||||
|
London Metals - Lead
|
1
|
07/15/2024
|
56,210
|
(151
|
)
|
||||||||
|
London Metals - Lead
|
251
|
09/16/2024
|
14,319,926
|
(27,060
|
)
|
||||||||
|
London Metals - Nickel
|
210
|
06/17/2024
|
24,601,500
|
1,427,128
|
|||||||||
|
London Metals - Nickel
|
1
|
07/15/2024
|
117,660
|
(11,352
|
)
|
||||||||
|
London Metals - Nickel
|
62
|
09/16/2024
|
7,353,108
|
(249,221
|
)
|
||||||||
|
London Metals - Tin
|
2
|
06/17/2024
|
328,420
|
54,208
|
|||||||||
|
London Metals - Tin
|
1
|
09/16/2024
|
165,560
|
5,460
|
|||||||||
|
London Metals - Zinc
|
924
|
06/17/2024
|
67,666,368
|
7,248,492
|
|||||||||
|
London Metals - Zinc
|
15
|
07/15/2024
|
1,105,661
|
(1,096
|
)
|
||||||||
|
London Metals - Zinc
|
384
|
09/16/2024
|
28,584,480
|
(324,573
|
)
|
||||||||
|
Long Gilt
|
1,069
|
09/26/2024
|
131,203,751
|
(517,495
|
)
|
||||||||
|
Low Sulphur Gas Oil
|
58
|
07/11/2024
|
4,260,100
|
(45,950
|
)
|
||||||||
|
Low Sulphur Gas Oil
|
6
|
08/12/2024
|
442,500
|
(15,050
|
)
|
||||||||
|
Maize
|
7
|
08/05/2024
|
85,542
|
(922
|
)
|
||||||||
|
Mexican Peso/US Dollar Cross Currency Rate
|
1,048
|
06/17/2024
|
30,800,720
|
(250,505
|
)
|
||||||||
|
Micro Gold
|
27
|
08/28/2024
|
633,366
|
(9,216
|
)
|
||||||||
|
Milling Wheat No. 2
|
135
|
09/10/2024
|
1,898,763
|
50,387
|
|||||||||
|
Milling Wheat No. 2
|
104
|
12/10/2024
|
1,493,783
|
23,857
|
|||||||||
|
MSCI China A 50 Index
|
5
|
06/21/2024
|
244,275
|
(5,650
|
)
|
||||||||
|
MSCI EAFE Index
|
139
|
06/21/2024
|
16,472,890
|
277,150
|
|||||||||
|
MSCI Emerging Markets ESG Index
|
4
|
06/21/2024
|
62,840
|
(2,700
|
)
|
||||||||
|
MSCI Emerging Markets Index
|
545
|
06/21/2024
|
28,789,625
|
(364,800
|
)
|
||||||||
|
MSCI Singapore Index
|
595
|
06/27/2024
|
13,602,390
|
(136,071
|
)
|
||||||||
|
Nasdaq 100 Index
|
412
|
06/21/2024
|
153,189,840
|
1,419,026
|
|||||||||
|
NASDAQ 100 Micro Index
|
3
|
06/21/2024
|
111,546
|
2,687
|
|||||||||
|
Natural Gas
|
4
|
06/25/2024
|
25,870
|
(3,743
|
)
|
||||||||
|
Natural Gas
|
7
|
06/26/2024
|
181,090
|
(16,550
|
)
|
||||||||
|
Natural Gas
|
5
|
09/26/2024
|
137,200
|
(11,930
|
)
|
||||||||
|
New Zealand Dollar/US Dollar Cross Currency Rate
|
1
|
06/17/2024
|
61,390
|
(25
|
)
|
||||||||
|
Nifty 50 Index
|
770
|
06/27/2024
|
34,939,520
|
(590,765
|
)
|
||||||||
|
Nikkei 225 Index
|
20
|
06/13/2024
|
3,864,000
|
(94,850
|
)
|
||||||||
|
Nikkei 225 Index
|
238
|
06/13/2024
|
5,824,958
|
(168,261
|
)
|
||||||||
|
Nikkei 225 Index
|
292
|
06/13/2024
|
35,705,084
|
(961,667
|
)
|
||||||||
|
Nikkei 225 Index
|
58
|
06/13/2024
|
7,124,376
|
(182,431
|
)
|
||||||||
|
Nikkei 225 Index
|
160
|
06/13/2024
|
39,159,381
|
(558,362
|
)
|
||||||||
|
NY Harbor ULSD
|
2
|
06/28/2024
|
200,273
|
(6,429
|
)
|
||||||||
|
NYSE FANG+ Index
|
2
|
06/21/2024
|
103,534
|
1,187
|
|||||||||
|
Oats
|
3
|
07/12/2024
|
58,125
|
(663
|
)
|
||||||||
|
OMXS30 ESG Index
|
8
|
06/20/2024
|
192,053
|
(1,875
|
)
|
||||||||
|
OMXS30 Index
|
1,764
|
06/20/2024
|
43,739,832
|
(472,941
|
)
|
||||||||
|
Platinum
|
545
|
07/29/2024
|
28,394,500
|
1,159,820
|
|||||||||
|
Red Spring Wheat
|
12
|
07/12/2024
|
443,850
|
(813
|
)
|
||||||||
|
Reformulated Gasoline Blendstock
|
48
|
06/28/2024
|
4,873,478
|
(343,501
|
)
|
||||||||
|
Reformulated Gasoline Blendstock
|
31
|
07/31/2024
|
3,123,628
|
(125,101
|
)
|
||||||||
|
Reformulated Gasoline Blendstock
|
22
|
08/30/2024
|
2,186,092
|
(97,654
|
)
|
||||||||
|
Reformulated Gasoline Blendstock
|
14
|
09/30/2024
|
1,287,250
|
(18,606
|
)
|
||||||||
|
Robusta Coffee
|
19
|
07/25/2024
|
782,800
|
31,510
|
|||||||||
|
Robusta Coffee
|
150
|
09/24/2024
|
5,980,500
|
268,170
|
|||||||||
|
Robusta Coffee
|
35
|
11/25/2024
|
1,348,900
|
190,330
|
|||||||||
|
Rough Rice
|
29
|
07/12/2024
|
1,024,860
|
(98,870
|
)
|
||||||||
|
Russell 2000 Index
|
6
|
06/21/2024
|
62,274
|
(33
|
)
|
||||||||
|
Russell 2000 Index
|
383
|
06/21/2024
|
39,751,570
|
(87,810
|
)
|
||||||||
|
S&P 500 Index
|
642
|
06/21/2024
|
169,985,550
|
2,132,463
|
|||||||||
|
S&P 500 Index
|
6
|
06/21/2024
|
158,865
|
5,514
|
|||||||||
|
S&P Mid Cap 400 Index
|
76
|
06/21/2024
|
22,738,440
|
(24,175
|
)
|
||||||||
|
S&P/Toronto Stock Exchange 60 Index
|
449
|
06/20/2024
|
87,918,941
|
645,829
|
|||||||||
|
SGX FTSE Taiwan Index
|
577
|
06/27/2024
|
41,486,300
|
(1,344,368
|
)
|
||||||||
|
SGX Technically Specified Rubber 20
|
8
|
06/28/2024
|
71,560
|
6,650
|
|||||||||
|
SGX TSI Iron Ore
|
324
|
06/28/2024
|
3,740,580
|
(51,910
|
)
|
||||||||
|
SGX TSI Iron Ore
|
202
|
07/31/2024
|
2,332,696
|
(93,109
|
)
|
||||||||
|
SGX TSI Iron Ore
|
62
|
08/30/2024
|
713,744
|
(19,826
|
)
|
||||||||
|
SGX TSI Iron Ore
|
45
|
09/30/2024
|
516,285
|
(17,545
|
)
|
||||||||
|
Silver
|
566
|
07/29/2024
|
86,145,200
|
3,227,111
|
|||||||||
|
Silver
|
17
|
09/26/2024
|
2,615,195
|
161,530
|
|||||||||
|
Soybean Meal
|
832
|
07/12/2024
|
30,343,040
|
1,291,460
|
|||||||||
|
Soybean Meal
|
120
|
12/13/2024
|
4,312,800
|
(79,110
|
)
|
||||||||
|
Soybeans
|
20
|
07/12/2024
|
1,205,000
|
(5,788
|
)
|
||||||||
|
STOXX 600 Bank Spread Index
|
25
|
06/21/2024
|
276,144
|
36,490
|
|||||||||
|
STOXX 600 Utilities Index
|
19
|
06/21/2024
|
392,320
|
(14,534
|
)
|
||||||||
|
STOXX Euro ESG-X Index
|
102
|
06/21/2024
|
2,130,488
|
59,862
|
|||||||||
|
STOXX Europe 600 Index
|
2
|
06/21/2024
|
41,210
|
1,270
|
|||||||||
|
STOXX Europe 600 Index
|
305
|
06/21/2024
|
8,579,594
|
198,421
|
|||||||||
|
Sugar #11
|
18
|
06/28/2024
|
368,928
|
(4,562
|
)
|
||||||||
|
Swiss Franc/US Dollar Cross Currency Rate
|
93
|
06/17/2024
|
12,898,519
|
29,074
|
|||||||||
|
Swiss Government Bonds
|
1
|
06/06/2024
|
161,822
|
(1,108
|
)
|
||||||||
|
Tokyo Price Index
|
102
|
06/13/2024
|
1,797,883
|
48,733
|
|||||||||
|
TOPIX Index
|
311
|
06/13/2024
|
54,817,792
|
1,156,504
|
|||||||||
|
U.S. Treasury 10 Year Notes
|
288
|
09/19/2024
|
31,333,500
|
(56,969
|
)
|
||||||||
|
U.S. Treasury 5 Year Note
|
501
|
09/30/2024
|
53,004,234
|
38,203
|
|||||||||
|
UK Natural Gas
|
15
|
06/27/2024
|
484,861
|
(9,322
|
)
|
||||||||
|
US Cocoa
|
80
|
07/16/2024
|
7,464,800
|
506,023
|
|||||||||
|
US Cocoa
|
70
|
09/13/2024
|
6,010,200
|
845,073
|
|||||||||
|
US Cocoa
|
28
|
12/13/2024
|
2,159,640
|
234,640
|
|||||||||
|
US Dollar/Chinese Renminbi Cross Currency Rate
|
3
|
06/17/2024
|
299,476
|
1,370
|
|||||||||
|
US Dollar/Norwegian Krone Cross Currency Rate
|
9
|
06/17/2024
|
900,206
|
(3,684
|
)
|
||||||||
|
US Dollar/Swedish Krona Cross Currency Rate
|
4
|
06/17/2024
|
399,964
|
11,897
|
|||||||||
|
Utilities Select Sector Index
|
11
|
06/21/2024
|
807,840
|
57,160
|
|||||||||
|
Wheat
|
1,022
|
07/12/2024
|
34,671,350
|
2,074,849
|
|||||||||
|
Wheat
|
88
|
09/13/2024
|
3,077,800
|
28,163
|
|||||||||
|
Wheat
|
154
|
12/13/2024
|
5,570,950
|
(79,488
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
5
|
07/19/2024
|
383,650
|
(20,270
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
7
|
08/19/2024
|
534,800
|
(23,490
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
7
|
09/19/2024
|
531,930
|
(4,980
|
)
|
||||||||
|
WTI Light Sweet Crude Oil
|
7
|
10/21/2024
|
528,990
|
(18,120
|
)
|
||||||||
|
XAV Health Care Select Sector Index
|
4
|
06/21/2024
|
581,240
|
(2,890
|
)
|
||||||||
|
$
|
70,177,500
|
||||||||||||
|
–
|
|||||||||||||
|
Description
|
Contracts
Sold
|
Expiration Date
|
Notional
|
Value / Unrealized
Appreciation
(Depreciation)
|
|||||||||
|
1 Month Secured Overnight Financing Rate
|
(37)
|
10/31/2024
|
$
|
14,620,024
|
$
|
9,230
|
|||||||
|
10 Year Japanese Government Bonds
|
(14)
|
06/12/2024
|
1,272,743
|
3,942
|
|||||||||
|
10 Year U.S. Ultra Treasury Notes
|
(318)
|
09/19/2024
|
35,625,938
|
87,051
|
|||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(245)
|
12/17/2024
|
42,896,796
|
22,378
|
|||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(155)
|
03/18/2025
|
27,194,229
|
(6,924
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(35)
|
06/17/2025
|
6,151,867
|
1,467
|
|||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(27)
|
09/16/2025
|
4,753,898
|
(780
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(20)
|
12/16/2025
|
3,527,275
|
(1,798
|
)
|
||||||||
|
3 Month Canadian Overnight Repo Rate Average
|
(9)
|
03/17/2026
|
1,589,585
|
(449
|
)
|
||||||||
|
3 Month Euribor
|
(146)
|
09/16/2024
|
38,190,306
|
84,756
|
|||||||||
|
3 Month Euribor
|
(99)
|
12/16/2024
|
25,941,820
|
86,587
|
|||||||||
|
3 Month Euribor
|
(1,432)
|
03/17/2025
|
375,821,922
|
1,142,120
|
|||||||||
|
3 Month Euribor
|
(1,021)
|
06/16/2025
|
268,330,725
|
817,948
|
|||||||||
|
3 Month Euribor
|
(613)
|
09/15/2025
|
161,311,414
|
488,135
|
|||||||||
|
3 Month Euribor
|
(178)
|
12/15/2025
|
46,889,119
|
84,810
|
|||||||||
|
3 Month Euribor
|
(326)
|
03/16/2026
|
85,941,901
|
82,070
|
|||||||||
|
3 Month Euribor
|
(191)
|
06/15/2026
|
50,383,550
|
56,314
|
|||||||||
|
3 Month Euribor
|
(168)
|
09/14/2026
|
44,334,650
|
47,254
|
|||||||||
|
3 Month Euribor
|
(285)
|
12/14/2026
|
75,237,625
|
25,010
|
|||||||||
|
3 Month Euribor
|
(376)
|
03/15/2027
|
99,291,465
|
12,722
|
|||||||||
|
3 Month Euribor
|
(59)
|
06/14/2027
|
15,583,511
|
16,438
|
|||||||||
|
3 Month Euribor
|
(2)
|
09/13/2027
|
528,282
|
448
|
|||||||||
|
3 Month New Zealand Treasury Bill
|
(14)
|
09/11/2024
|
8,488,793
|
339
|
|||||||||
|
3 Month New Zealand Treasury Bill
|
(18)
|
12/11/2024
|
10,918,677
|
3,885
|
|||||||||
|
3 MONTH SOFR FUT Jun28
|
(62)
|
09/19/2028
|
14,893,175
|
(6,650
|
)
|
||||||||
|
30 Day Federal Funds Rate
|
(1)
|
02/28/2025
|
396,303
|
2,188
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(140)
|
12/17/2024
|
33,187,000
|
77,800
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(1,248)
|
03/18/2025
|
296,493,600
|
863,125
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(2,057)
|
06/17/2025
|
489,797,413
|
1,230,918
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(2,025)
|
09/16/2025
|
483,215,625
|
901,150
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(1,286)
|
12/16/2025
|
307,466,525
|
715,834
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(826)
|
03/17/2026
|
197,796,025
|
550,438
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(334)
|
06/16/2026
|
80,072,325
|
142,388
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(309)
|
09/15/2026
|
74,136,825
|
92,713
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(273)
|
12/15/2026
|
65,533,650
|
64,013
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(911)
|
03/16/2027
|
218,765,263
|
178,313
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(245)
|
06/15/2027
|
58,849,000
|
16,688
|
|||||||||
|
3-Month Secured Overnight Financing Rate
|
(175)
|
09/14/2027
|
42,041,563
|
(25,538
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(64)
|
12/14/2027
|
15,376,800
|
(11,900
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(65)
|
03/14/2028
|
15,617,063
|
(13,738
|
)
|
||||||||
|
3-Month Secured Overnight Financing Rate
|
(64)
|
06/20/2028
|
15,375,200
|
(15,050
|
)
|
||||||||
|
Arabica Coffee
|
(122)
|
07/19/2024
|
10,172,512
|
51,694
|
|||||||||
|
ASX SPI 200 Index
|
(4)
|
06/20/2024
|
513,583
|
(1,198
|
)
|
||||||||
|
AUD/USD Cross Currency Rate
|
(1,643)
|
06/17/2024
|
109,201,995
|
(530,162
|
)
|
||||||||
|
Austrailian Government 10 Year Bonds
|
(1,676)
|
06/17/2024
|
125,629,616
|
582,777
|
|||||||||
|
Austrailian Government 3 Year Bonds
|
(4,091)
|
06/17/2024
|
287,047,452
|
892,083
|
|||||||||
|
Australian 90 Day Bank Bills
|
(311)
|
09/12/2024
|
204,697,747
|
(23,033
|
)
|
||||||||
|
Australian 90 Day Bank Bills
|
(1,570)
|
12/12/2024
|
1,033,361,618
|
(53,541
|
)
|
||||||||
|
Australian 90 Day Bank Bills
|
(247)
|
03/13/2025
|
162,601,216
|
34,293
|
|||||||||
|
Australian 90 Day Bank Bills
|
(107)
|
06/12/2025
|
70,454,053
|
23,938
|
|||||||||
|
Australian 90 Day Bank Bills
|
(38)
|
09/11/2025
|
25,025,951
|
7,704
|
|||||||||
|
Australian 90 Day Bank Bills
|
(33)
|
12/11/2025
|
21,736,776
|
5,421
|
|||||||||
|
Australian 90 Day Bank Bills
|
(20)
|
03/12/2026
|
13,175,090
|
3,909
|
|||||||||
|
Brent Crude Oil
|
(25)
|
06/28/2024
|
2,027,750
|
16,340
|
|||||||||
|
British Pound/US Dollar Cross Currency Rate
|
(56)
|
||||||||||||