| OPTIONS REPORT |
| Entries 1 - 19 of 19 |
| Company | Shares | Book Price | Book Value | Market Price | Market Value |
|---|---|---|---|---|---|
 | |||||
| AUD PUT/USD CALL | 116,100,000.00 | 0.01 | 867,267.00 | 0.01 | 867,267.00 |
| OTC ECAL EUR VS JPY | 31,300,000.00 | 0.04 | 1,130,564.40 | 0.04 | 1,132,472.76 |
| OTC ECAL EUR VS USD | 2,000,000.00 | 0.05 | 93,841.64 | 0.05 | 93,998.29 |
| OTC ECAL EUR VS USD 317504IW0 | 10,100,000.00 | 0.03 | 309,340.91 | 0.03 | 311,731.73 |
| OTC ECAL EUR VS USD 317505AE5 | 2,000,000.00 | 0.05 | 99,325.93 | 0.05 | 99,443.71 |
| OTC ECAL EUR VS USD 317505AH8 | 3,400,000.00 | 0.05 | 166,528.95 | 0.05 | 167,396.64 |
| OTC ECAL EUR VS USD(317505AD7) | 2,000,000.00 | 0.05 | 99,325.93 | 0.05 | 99,443.71 |
| OTC ECAL USD VS JPY 107.85 JPM | 36,432,000.00 | 0.04 | 1,461,834.00 | 0.04 | 1,461,834.00 |
| OTC EPUT EUR VS JPY | 31,300,000.00 | 0.04 | 1,130,564.40 | 0.04 | 1,132,472.76 |
| OTC EPUT EUR VS USD 317504IV2 | 10,100,000.00 | 0.03 | 309,340.91 | 0.03 | 311,732.13 |
| OTC EPUT EUR VS USD 317505AG0 | 3,400,000.00 | 0.05 | 166,528.95 | 0.05 | 167,396.64 |
| OTC EPUT EUR VS USD1.375 MYC | 2,000,000.00 | 0.05 | 93,841.64 | 0.05 | 93,998.29 |
| OTC EPUT USD VS JPY | 36,432,000.00 | 0.04 | 1,438,153.20 | 0.04 | 1,438,153.20 |
| SWAPTION ( 317504ZV3 ) | 1,930,000,000.00 | - | 201,180.71 | - | 199,274.71 |
| SWAPTION ( 317504ZX9 ) | 400,000,000.00 | - | 45,666.00 | - | 45,451.52 |
| SWAPTION (317504ZW1) | 1,110,000,000.00 | - | 120,558.92 | - | 119,992.71 |
| US TREAS NOTE 10YR FUTURES | (15,600,000.00) | - | (53,118.00) | - | (63,375.00) |
| US TREAS NOTES 10YR FUTURE | 156,000.00 | 0.02 | 2,944.50 | 0.02 | 2,437.50 |
| US TREAS NOTES 10YR FUTURE | (157,000.00) | 0.28 | (43,646.00) | 0.22 | (34,343.75) |
| | ||||
| Total | $7,640,043.99 | $7,646,778.55 | |||
| | ||||
| Entries 1 - 19 of 19 |